As title suggests, I've been wondering about how standardization works when trying to understand how Principal Component Analysis( PCA) works from this tutorial https://medium.com/analytics-vidhya/understanding-principle-component-analysis-pca-step-by-step-e7a4bb4031d9
1 Answer
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YES
You can prove this by using properties of the mean and variance of a transformation, but the intuition is that subtracting the observed mean gives you a a new mean of zero (centers your data) and the dividing by the standard deviation compresses or expands the distribution to give a standard deviation of one.
Note that there is no requirement to standardize your data before you run PCA.
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$\begingroup$ Understood. Regarding the centering of data, how can I tell if I need to centralize it or not? Depending on how spread out the data is or are there other aspects to consider? $\endgroup$– Neri-kunCommented Feb 25, 2022 at 11:34
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1$\begingroup$ That’s a good topic to ask about in a new question. (Remember that Data Science, like most or all of the other Stacks, is strictly Q&A, not a discussion forum. It works best when each question has its own post, so that people with the same question in the future have a question where they can find an answer, rather than looking through discussions about related topics until they find the information they need.) $\endgroup$– DaveCommented Feb 25, 2022 at 11:40