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Dimensionality Reduction
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Eigenvalue intuition
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259.
Eigenvalue Meaning in PCA
easy
In PCA, what does the eigenvalue associated with a principal component represent?
A
The amount of variance in the data explained by that principal component
B
The proportion of samples whose variance is captured by that principal component
C
The correlation between that principal component and the original feature space
D
The length of the eigenvector defining the direction of that principal component
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