In the context of dimensionality reduction, PCA identifies directions that maximize what statistical property?
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Variance
Principal Component Analysis (PCA) performs an orthogonal transformation to convert observations into a set of linearly uncorrelated variables called principal components. The first principal component accounts for as much of the variability in the data as possible.
Also asked as:
- In Principal Component Analysis (PCA), what property of the data does the first principal component attempt to account for as much as possible?