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Suppose we have a training dataset shown in the below figure. a. Show the first and second principal components. (4 pts) b. Provide the loading
Suppose we have a training dataset shown in the below figure. a. Show the first and second principal components. (4 pts) b. Provide the loading vectors for the first and second principal components. Make sure the loading vector has length one. (2 pts) c. What will be (X1,X2)=(2,2) coordinate in the principal components' coordinate. (2 pts) d. Provide an approximate estimate of the explained variance by the first PCA. Discuss your answer. (2 pts)
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