[PYTHON] pca.components_ of sklearn is the correlation coefficient between the principal component and the feature, and is called the factor loading.

I wrote what I wanted to convey in the title.

When I was looking at sklearn's article on PCA, the explanation of the meaning of pca.components_ was often swept away with a vague feeling, so I wrote it here.

If you want to know a little more, please see the 25th page and after of this PDF. Microsoft PowerPoint --Statistical Science Laboratory_R_Principal Component Analysis.ppt