Principal Component Analysis (PCA) | Introduction & Example (Python) Code
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The first video in a 2-part series on Principal Component Analysis (PCA) and Independent Component Analysis (ICA). This video gives some intuition, math, and an example of using PCA to create an S&P 500 index fund.
More in this series:
Blog: https://towardsdatascience.com/princi...
ICA: • Independent Component Analysis (ICA) ...
Example code: https://github.com/ShawhinT/YouTube/t...
Resources I found helpful:
R. Bro, A. K. Smilde, Anal. Methods, 2014,6, 2812-2831
Golden, R. (2020). Statistical machine learning: A unified framework. Boca Raton: CRC Press C.
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Introduction - 0:00
An analogy - 0:43
PCA - 2:20
Some math - 3:22
Recap - 9:32
Example: S&P 500 index fund - 10:52
Closing remarks - 14:10
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