Is it Necessary to De-Mean my Data before Applying PCA, or does pca(X) do that Automatically?
I am aware that a first step in performing PCA for dimensionality reduction is de-meaning the data.
I have performed PCA after de-meaning manually with X=X-mean(X) and compared with plainly applying [COEFF,score,latent,~,explained]=pca(X) on my data.
By inspecting the eigenvalues and the percentage of variability described by each PC on both cases (i.e. latent and explained in the above case), I can see that I get two different results. Is manual de-meaning doing too much in this case?
matlab data-analysis pca
asked Nov 15 '18 at 23:11
John DoeJohn Doe
61
add a comment |
I am aware that a first step in performing PCA for dimensionality reduction is de-meaning the data.
I have performed PCA after de-meaning manually with X=X-mean(X) and compared with plainly applying [COEFF,score,latent,~,explained]=pca(X) on my data.
By inspecting the eigenvalues and the percentage of variability described by each PC on both cases (i.e. latent and explained in the above case), I can see that I get two different results. Is manual de-meaning doing too much in this case?
matlab data-analysis pca
asked Nov 15 '18 at 23:11
John DoeJohn Doe
61
1
Did you usepcaorprincomp? Mathworks have replaced the former by the latter. In the documentation of princomp, one can read the following:princomp centers X by subtracting off column means, but does not rescale the columns of X. Is this perhaps different from what you have done?
– Floris SA
Nov 16 '18 at 9:25
add a comment |
I am aware that a first step in performing PCA for dimensionality reduction is de-meaning the data.
I have performed PCA after de-meaning manually with X=X-mean(X) and compared with plainly applying [COEFF,score,latent,~,explained]=pca(X) on my data.
By inspecting the eigenvalues and the percentage of variability described by each PC on both cases (i.e. latent and explained in the above case), I can see that I get two different results. Is manual de-meaning doing too much in this case?
matlab data-analysis pca
asked Nov 15 '18 at 23:11
John DoeJohn Doe
61
I am aware that a first step in performing PCA for dimensionality reduction is de-meaning the data.
I have performed PCA after de-meaning manually with X=X-mean(X) and compared with plainly applying [COEFF,score,latent,~,explained]=pca(X) on my data.
By inspecting the eigenvalues and the percentage of variability described by each PC on both cases (i.e. latent and explained in the above case), I can see that I get two different results. Is manual de-meaning doing too much in this case?
matlab data-analysis pca
matlab data-analysis pca
asked Nov 15 '18 at 23:11
John DoeJohn Doe
61
asked Nov 15 '18 at 23:11
John DoeJohn Doe
61
asked Nov 15 '18 at 23:11
John DoeJohn Doe
61
asked Nov 15 '18 at 23:11
John DoeJohn Doe
61
asked Nov 15 '18 at 23:11
John DoeJohn Doe
61
61
1
Did you usepcaorprincomp? Mathworks have replaced the former by the latter. In the documentation of princomp, one can read the following:princomp centers X by subtracting off column means, but does not rescale the columns of X. Is this perhaps different from what you have done?
– Floris SA
Nov 16 '18 at 9:25
add a comment |
1
Did you usepcaorprincomp? Mathworks have replaced the former by the latter. In the documentation of princomp, one can read the following:princomp centers X by subtracting off column means, but does not rescale the columns of X. Is this perhaps different from what you have done?
– Floris SA
Nov 16 '18 at 9:25
1
1
Did you use
pca or princomp? Mathworks have replaced the former by the latter. In the documentation of princomp, one can read the following: princomp centers X by subtracting off column means, but does not rescale the columns of X. Is this perhaps different from what you have done?– Floris SA
Nov 16 '18 at 9:25
Did you use
pca or princomp? Mathworks have replaced the former by the latter. In the documentation of princomp, one can read the following: princomp centers X by subtracting off column means, but does not rescale the columns of X. Is this perhaps different from what you have done?– Floris SA
Nov 16 '18 at 9:25
add a comment |
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1
Did you use
pcaorprincomp? Mathworks have replaced the former by the latter. In the documentation of princomp, one can read the following:princomp centers X by subtracting off column means, but does not rescale the columns of X. Is this perhaps different from what you have done?– Floris SA
Nov 16 '18 at 9:25