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 to, relationship, principal and/or components:
“... the Wall became a magnet for citizens of every generation, class, race, and relationship to the war perhaps because it is the only great public monument that allows the anesthetized holes in the heart to fill with a truly national grief.”
—Adrienne Rich (b. 1929)
“Henry David Thoreau, who never earned much of a living or sustained a relationship with any woman that wasn’t brotherly—who lived mostly under his parents’ roof ... who advocated one day’s work and six days “off” as the weekly round and was considered a bit of a fool in his hometown ... is probably the American writer who tells us best how to live comfortably with our most constant companion, ourselves.”
—Edward Hoagland (b. 1932)
“The principal thing children are taught by hearing these lullabies is respect. They are taught to respect certain things in life and certain people. By giving respect, they hope to gain self-respect and through self-respect, they gain the respect of others. Self-respect is one of the qualities my people stress and try to nurture, and one of the controls an Indian has as he grows up. Once you lose your self-respect, you just go down.”
—Henry Old Coyote (20th century)
“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)