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Is it assumed by PCA that the variables in the dataset are not correlated with each other?

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• fact
• accounts
• correlation

asked 2021-10-24 11:00:00 +0000

lalupa
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answered 2021-10-05 13:00:00 +0000

djk
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No, it is not assumed, but in fact, PCA is designed to handle correlated variables. PCA detects and accounts for correlation among variables, and tries to find a new set of uncorrelated variables, called principal components, that capture most of the variability in the original dataset.

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