Amazon Interview Question

How is variance calculated in a PCA?

Interview Answers

Anonymous

Jun 4, 2017

For each principle component, the variances should be a linear combination of the variance of the variables that contracted this principle component.

2

Anonymous

Mar 19, 2019

Mathematically, Principal components are a linear combination of eigenvectors and all observations. So in some sense, by multiplying eigenvectors with observations of predictors we implicitly capture the variance.

Anonymous

Mar 21, 2017

How can you sample data from a large dataset?

2