Exercise:PCA and Whitening
From Ufldl
(→Step 5: ZCA whitening) |
(→Step 1a: Implement PCA) |
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==== Step 1a: Implement PCA ==== | ==== Step 1a: Implement PCA ==== | ||
| - | In this step, you will implement PCA to obtain <math>x_{\rm rot}</math>, the matrix in which the data is "rotated" to the basis comprising the principal components (i.e. the | + | In this step, you will implement PCA to obtain <math>x_{\rm rot}</math>, the matrix in which the data is "rotated" to the basis comprising the principal components (i.e. the eigenvectors of <math>\Sigma</math>). Note that in this part of the exercise, you should ''not'' whiten the data. |
==== Step 1b: Check covariance ==== | ==== Step 1b: Check covariance ==== | ||
