Yijun is currently a Senior Data Scientist at Shopify. Prior to joining Shopify, Yijun also worked as a Data Scientist at the Royal Bank of Canada. Yijun obtained his Ph.D. in Statistics from the University of Waterloo, and his research focuses on functional data analysis and dimension reduction.
In this talk, I present ProjectionPursuit.jl, a package that is designed to address the limitation of PCA, that is the lack of flexibility for dimension reduction. I also discuss the background of projection pursuit, why the result of PCA could be misleading, and compare projection pursuit and PCA with some data examples.
An alternative title of this talk is “Bring Your Own Objective Function: Why PCA can be a bad idea?”.