PCA
From Ufldl
(→Rotating the Data) |
(→Recovering an Approximation of the Data) |
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multiply <math>\textstyle \tilde{x} \in \Re^k</math> with the first <math>\textstyle k</math> columns of <math>\textstyle U</math> as in the final expression above.) | multiply <math>\textstyle \tilde{x} \in \Re^k</math> with the first <math>\textstyle k</math> columns of <math>\textstyle U</math> as in the final expression above.) | ||
Applying this to our dataset, we get the following plot for <math>\textstyle \hat{x}</math>: | Applying this to our dataset, we get the following plot for <math>\textstyle \hat{x}</math>: | ||
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| - | + | INCLUDE GRAPHIC HERE | |
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We are thus using a 1 dimensional approximation to the original dataset. | We are thus using a 1 dimensional approximation to the original dataset. | ||
