PCA
From Ufldl
(→Example and Mathematical Background) |
(→Rotating the Data) |
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<math>\textstyle x_{\rm rot}^{(i)} = U^Tx^{(i)}</math> for every <math>\textstyle i</math>. Plotting this transformed data | <math>\textstyle x_{\rm rot}^{(i)} = U^Tx^{(i)}</math> for every <math>\textstyle i</math>. Plotting this transformed data | ||
<math>\textstyle x_{\rm rot}</math>, we get: | <math>\textstyle x_{\rm rot}</math>, we get: | ||
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This is the training set rotated into the <math>\textstyle u_1</math>,<math>\textstyle u_2</math> basis. In the general | This is the training set rotated into the <math>\textstyle u_1</math>,<math>\textstyle u_2</math> basis. In the general | ||
case, <math>\textstyle U^Tx</math> will be the training set rotated into the basis | case, <math>\textstyle U^Tx</math> will be the training set rotated into the basis |