Jukka Aakula’s Reviews > Unraveling principal component analysis: A long-form guide through the mathematical fundamentals of data science and machine learning > Status Update

Data normalization perspective to PCA.

The writer has held lectures on this subject to undergraduates, every time improving his material.

And it has become a beautiful book. Different from a typical theoretical math book, where you first get the theory, and then you can work on the applications. On page ~40, you already know the idea quite well and what to do with the PCA.

But not an easy book.

The first chapter shows the idea in a way that is not just an intuitive introduction, but also shows a crude solution to the problem at hand.

But it is not an easy introduction. Also, you should have some understanding of matrix calculus.