6 min readUnsupervised Learning
The Direction That Changes When You Change Units
Twelve people, two measurements, and three different first principal components: in millimetres the answer is almost pure height, in metres almost pure weight, and in centimetres an even blend - with the correlation fixed at 0.9500 throughout. What that says about what PCA maximises, why a proportion of variance explained of 99.999% can be a statement about metres rather than about people, and what standardising actually chooses.
Machine LearningStatistics