01-09-2020, 05:59 AM
Well, of course, PCA can give any number of components, up to a limit N where N is the smallest of:
- the length of the vectors in terms of number of coordinates (here 10,000)
- the number of vectors (here of the order of 60 if I remember correctly)
However, Darren is only showing the first two. In an earlier experiment I did, I plotted PCA 2 vs.1, 3 vs. 1 and 4 vs. 1
(see You are not allowed to view links. Register or Login to view. about halfway down the page)
One can indeed compute how much of the variance is 'contained' in each component, and this number goes down for each higher component.
It is theoretically possible that a number of the expected dimensions (N) have a very small or even zero variance, but that is only the case if the vectors are linearly dependent. In the present case, it is not at all to be expected that components 3, 4, 5 are very small, and as I mentioned before, there is a clear indication that they are there.
The PCA directions are computed from the data, and if one adds one vector to the set, the PCA directions will change.
I will try to show where I see this effect, later today.
(I am aware that you know, but: ) one can also compute the total variance that is 'left' after removing the first two principal components, and one has a clear indication ''how much' we are not yet seeing in the plot.
- the length of the vectors in terms of number of coordinates (here 10,000)
- the number of vectors (here of the order of 60 if I remember correctly)
However, Darren is only showing the first two. In an earlier experiment I did, I plotted PCA 2 vs.1, 3 vs. 1 and 4 vs. 1
(see You are not allowed to view links. Register or Login to view. about halfway down the page)
One can indeed compute how much of the variance is 'contained' in each component, and this number goes down for each higher component.
It is theoretically possible that a number of the expected dimensions (N) have a very small or even zero variance, but that is only the case if the vectors are linearly dependent. In the present case, it is not at all to be expected that components 3, 4, 5 are very small, and as I mentioned before, there is a clear indication that they are there.
The PCA directions are computed from the data, and if one adds one vector to the set, the PCA directions will change.
I will try to show where I see this effect, later today.
(I am aware that you know, but: ) one can also compute the total variance that is 'left' after removing the first two principal components, and one has a clear indication ''how much' we are not yet seeing in the plot.