• Similar to linear regression? No.
  • Linear regression try to minimalized the vector between element and the projection line
  • PCA try to minimalized the MAGNITUDE between element and projection line
  • As we can see, the PCA can be diagonal (any straight line that closer to projectioin line, with angle
  • aparameters considered evenly
  • Linear regression trying to "predict y" based on x
  • There's no special variable (ie LR has "y"). All parameters treated equally


  • So PCA is trying to find a generalized 2D plane that project all the data. And also find the error and minimalize it from each point
  • Next, what it's actually does