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Why you should read Nina Zumel’s 3 part series on principal components analysis and regression

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Win-Vector LLC’s Dr. Nina Zumel has a three part series on Principal Components Regression that we think is well worth your time. Part 1: the proper preparation of data (including scaling) and use of principal components analysis (particularly for supervised learning or regression). Part 2: the introduction of y-aware scaling to direct the principal components analysis to preserve variation correlated…
Original Post: Why you should read Nina Zumel’s 3 part series on principal components analysis and regression

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