StatQuest: Principal Component Analysis (PCA), Step-by-Step
StatQuest with Josh Starmer
21 min, 58 sec
A comprehensive explanation of Principal Component Analysis (PCA) using Singular Value Decomposition (SVD) applied to genetics data.
Summary
- The video introduces PCA and how it can reduce multidimensional data into a 2D plot.
- PCA's process includes centering the data, finding the best fitting line (PC1), and maximizing the variance.
- The importance of genes is determined by their loading scores within PCA.
- Eigenvalues measure the variation captured by the principal components, informing the accuracy of the PCA plot.
- The video concludes with examples of PCA with 2, 3, and 4 genes, illustrating how to interpret PCA plots and scree plots.
Chapter 1
Chapter 2
Explanation of data samples and variables using mice and genes as examples.
- Mice, representing individual samples, have measured transcription levels for two genes (variables).
- The concept is transferable to other samples and variables, such as students with test scores or businesses with financial metrics.
Chapter 3
How data visualization changes with the number of genes measured.
- One gene measurement can be visualized on a number line, showing the similarities between samples.
- Two genes can be plotted on a 2D graph, forming clusters of similar samples.
- Three genes would create a 3D graph, and four genes would require a 4D space, which is where PCA becomes useful.
Chapter 4
Chapter 5
Detailed steps to create a PCA plot from a two-gene dataset.
- The process starts with plotting the data and calculating the average measurements for each gene.
- Data is shifted to center it around the origin of the graph.
- A line is fit through the origin of the graph and rotated to find the best fit, which becomes PC1.
Chapter 6
Explaining how PCA determines the best fit line for the data.
- PCA finds the best fit by either minimizing distances from data to the line or maximizing distances from projections to the origin.
- The best fitting line is determined by maximizing the sum of squared distances from the projections to the origin.
Chapter 7
Understanding the first principal component (PC1) and its implications.
- PC1 is the line with the largest sum of squared distances, indicating the direction of greatest variance.
- The slope of PC1 and the ratio of variables in it, give insight into the importance of each variable.
- PC1 is scaled to a unit vector to standardize the length, while keeping the ratio of variables the same.
Chapter 8
Calculating the second principal component (PC2) and understanding its relationship to PC1.
- PC2 is the line perpendicular to PC1 and represents the next greatest variance direction.
- The recipe for PC2 is determined and scaled to a unit vector, showing the loading scores for each gene.
Chapter 9
Final steps to create a PCA plot by rotating and projecting the data points.
- The final PCA plot is created by rotating the graph so that PC1 is horizontal and projecting the samples onto PC1 and PC2.
- The projected points determine the location of samples on the PCA plot, simplifying the data visualization.
Chapter 10
Evaluating the importance and variation captured by the principal components.
- Eigenvalues, derived from projecting data onto principal components, measure variation.
- The percentage of total variation each PC accounts for helps assess the informativeness of the PCA plot.
Chapter 11
Extending PCA to three variables and interpreting the results.
- PCA with three genes follows similar steps to two genes, with the addition of PC3.
- The importance of each gene is reflected in the recipes for the principal components.
- A scree plot illustrates the percentages of variation accounted for by each PC.
Chapter 12
Using PCA and scree plots to simplify data visualization and determine graph accuracy.
- PCA simplifies data visualization by reducing dimensions and creating an informative 2D graph.
- Scree plots help determine the number of principal components to use for an accurate representation of the data.
Chapter 13
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