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…wn to their most important features so that the data is simplified without losing important traits. PCA asks if all the dimensions of a data set spark joy and then gives the user the option to eliminate ones that do not.
Sydney Firmin
samcha
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best description of PCA I've read in my damn life
Python, trading, data viz. Get access to samchaaa++ for ready-to-implement algorithms and quantitative studies: https://samchaaa.substack.com/
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