Principal Component Analysis in Numpy

L2 Regularized Principal Component Analysis Coded Only Using Numpy

In this project I implemented L2 regularized principal component analysis (PCA) in python by only using numpy. The PCA algorithm is then applied to the Breast Cancer Wisconsin (BCW) data set to reduce the number of variables needed to give an accurate breast cancer diagnosis.

There's probably mistakes here and there, but given that at the time I was a Psychology PhD student in my first year and quite unfamiliar with python, I am pretty happy with how the project turned out and that's why I keep it here.