Exercise: PCA in 2D

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(Step 1a: Implement PCA)
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Plot the resulting basis on top of the given data points. You may find it useful to use MATLAB's <tt>hold on</tt> and <tt>hold off</tt> functions.
Plot the resulting basis on top of the given data points. You may find it useful to use MATLAB's <tt>hold on</tt> and <tt>hold off</tt> functions.
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[[File:pca_2d_basis.png | 360px]]
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[[File:pca_2d_basis.png | 400px]]
==== Step 1b: Check xRot ====
==== Step 1b: Check xRot ====
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In the next step, set <math>k</math>, the number of components to retain, to be 1 (we have already done this for you). Compute the resulting <math>xHat</math> and plot the results, which should look like the following:  
In the next step, set <math>k</math>, the number of components to retain, to be 1 (we have already done this for you). Compute the resulting <math>xHat</math> and plot the results, which should look like the following:  
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[[File:pca_xhat_2d.png|240px]]
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[[File:pca_xhat_2d.png|400px]]
=== Step 3: PCA Whitening ===
=== Step 3: PCA Whitening ===
Implement PCA whitening using the formula from the notes. The resulting <tt>xPCAWhite</tt> should look like the following:
Implement PCA whitening using the formula from the notes. The resulting <tt>xPCAWhite</tt> should look like the following:
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[[File:pca_white_2d.png|240px]]
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[[File:pca_white_2d.png|400px]]
=== Step 4: ZCA Whitening ===
=== Step 4: ZCA Whitening ===
Implement ZCA whitening and plot the results. The results should look like the following:
Implement ZCA whitening and plot the results. The results should look like the following:
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[[File:zca_white_2d.png|240px]]
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[[File:zca_white_2d.png|400px]]

Revision as of 22:59, 7 April 2011

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