Which of the following statements about PCA is TRUE?

Subject: Machine Learning

Topic: Statistical Learning and Feature Engineering

Options:

1. Option A: PCA creates principal components that are correlated with each other.
2. Option B: The first principal component captures the least variance in the data.
3. Option C: The principal components are linear combinations of the original features.
4. Option D: PCA requires the data to be labeled.

Correct Answer:

Option C: The principal components are linear combinations of the original features.

Explanation:

Principal components are linear combinations of the original features. They are designed to be uncorrelated (orthogonal) and capture decreasing amounts of variance.