Principal Component Regression Shrinkage

Compare discarded principal directions with gradual spectral shrinkage.

Experiment

You can interact with the module to see these concepts in action:

1. Set Retained PCs to 2. Notice how PCR coefficients perfectly match least squares.
2. Set Ridge lambda to 4. Observe the shrinkage in the ridge coefficients.
3. Change the Feature rotation degrees. This rotates the physical coordinate system relative to the PC axes, demonstrating how regression models respond to rotated inputs.