# Data Preprocessing

### From Ufldl

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- | In PCA whitening, one also has the option of performing dimension reduction while whitening the data. This is usually an excellent idea since it can greatly speed up the algorithms (less computation and less parameters). A simple rule of thumb to choose how many principle components to retain is to keep enough components to have 99% of the variance retained (more details at [[PCA#Number_of_components_to_retain | PCA]]) | + | Tip: In PCA whitening, one also has the option of performing dimension reduction while whitening the data. This is usually an excellent idea since it can greatly speed up the algorithms (less computation and less parameters). A simple rule of thumb to choose how many principle components to retain is to keep enough components to have 99% of the variance retained (more details at [[PCA#Number_of_components_to_retain | PCA]]) |

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