Data compression is very useful technique for storing large amount of data which is used as training set for solving Machine Learning algorithm.Data Compression is a process of modify or converting the bits structure of data in such a way that it consumes less space on disk.
PRINCIPAL COMPONENT ANALYSIS(PCA)
This is used to reduce the 2-Dimensional training set example into 1-Dimensional:-Find a direction onto which to project the data.So, as to minimize the projection error.
Reduce from n-Dimension to k-Dimension:-Find k vectors u(1),u(2),…….,u(n) onto which to project the data. So as to minimize the projection error.

PCA ALGORITHM

In the next article, we will discus about the Anomaly Detection.