Relationship To Principal Components
The first principal component about the mean of a set of points can be represented by that line which most closely approaches the data points (as measured by squared distance of closest approach, i.e. perpendicular to the line). In contrast, linear least squares tries to minimize the distance in the direction only. Thus, although the two use a similar error metric, linear least squares is a method that treats one dimension of the data preferentially, while PCA treats all dimensions equally.
Read more about this topic: Least Squares
Famous quotes containing the words relationship, principal and/or components:
“In contrast with envy, which usually occurs between two people and is focused upon another person’s qualities or possessions, jealousy occurs when a third person becomes a threat to a dyad. Jealousy involves the loss or the impending loss of a relationship that one wants to hold onto, a relationship that is vital to personal fulfillment and claimed as one’s own.”
—Carol S. Becker (b. 1942)
“This place is the Devil, or at least his principal residence, they call it the University, but any other appellation would have suited it much better, for study is the last pursuit of the society; the Master eats, drinks, and sleeps, the Fellows drink, dispute and pun, the employments of the undergraduates you will probably conjecture without my description.”
—George Gordon Noel Byron (1788–1824)
“Hence, a generative grammar must be a system of rules that can iterate to generate an indefinitely large number of structures. This system of rules can be analyzed into the three major components of a generative grammar: the syntactic, phonological, and semantic components.”
—Noam Chomsky (b. 1928)