Principal component analysis (PCA) is a workhorse algorithm in statistics, where dominant correlation patterns are extracted from highdimensional data.

Book PDF: http://databookuw.com/databook.pdf'>http://databookuw.com/databook.pdf
Book Website: http://databookuw.com

These lectures follow Chapter 1 from: "DataDriven Science and Engineering: Machine Learning, Dynamical Systems, and Control" by Brunton and Kutz

Amazon: https://www.amazon.com/DataDrivenSc...

Brunton Website: eigensteve.com

This video was produced at the University of Washington