Module 7: PCA & Dimension Reduction

Topic: Principal component analysis, interpretation of loadings and scores, other dimension reduction methods.

Learning Objectives

  • Compute PCA with prcomp()
  • Interpret biplots, scree plots, and loadings
  • Understand variance explained by components
  • Survey other dimension reduction approaches (t-SNE, UMAP)

Slides

R Code

Data

Key Packages

library(reshape2)
library(ggplot2)
library(data.table)

Assignment

HW7: Principal Component Analysis — due Module 8 Wednesday. Submit on Canvas.