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Why standardize before PCA (usually)?

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Answer

  • PCA maximizes variance in the original units.
  • If features have wildly different scales (income in $ vs age in years), the high-variance one dominates → useless components.
  • Standardize (z-score) so each contributes equally, unless: features are on the same natural scale (pixel intensities, log-returns) where scale carries meaning.
  • Alternative: correlation-matrix PCA is equivalent to z-scored PCA.
Check yourself — multiple choice
  • Never scale
  • PCA maximizes variance in raw units → big-scale features dominate; standardize (or use correlation matrix) unless scale is meaningful
  • Same as k-means
  • Random

PCA scales-sensitive: standardize unless raw scale is meaningful.

#dimensionality-reduction#pca

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