Best thing I’ve ever read on PCA is Madeleine Udell’s PhD-thesis [1]. It extends PCA in many directions and shows that well-known techniques fit into the developed framework. (Was also impressed with a 138 page thesis in math that is readable as well. Quite the achievement.)
Indeed, this seems worth a deep read as this especially address main PCA shortcomings ( heterogeneous data, non numerical data,.etc...).
Thanks mate I've definitely find a way to keep myself busy this weekend.
It’s kind of crazy that so many people have read this thesis, but it’s really good. I came across it independently a few years ago when I was trying to understand some stuff, but ended up saving it as a reference because I liked it so much.
This is some hot stuff! Thanks for sharing. Very lucid writing, clearly she has some deep understanding of the subject matter to be able to write that down so eloquently
[1] https://people.orie.cornell.edu/mru8/doc/udell15_thesis.pdf