Principal Component Analysis (PCA) | Introduction & Example (Python) Code

🤝 Want your team maximizing Claude? I run 1:1 and team AI workshops for companies doing $1M+ per year: https://aibuilder.academy/yt/WDjzgnqyz4s 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://medium.com/towards-data-science/principal-component-analysis-pca-79d228eb9d24?sk=4c5b8fd7fd28a09c10ed483e51dd975a - ICA: https://youtu.be/GgLaP4Des1Q - Example code: https://github.com/ShawhinT/YouTube/tree/main/pca 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. 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