PCA
From Ufldl
(→Recovering an Approximation of the Data) |
(→Number of components to retain) |
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approximation to the data. | approximation to the data. | ||
| - | To decide how to set <math>\textstyle k</math>, we will usually look at the '''percentage of variance | + | To decide how to set <math>\textstyle k</math>, we will usually look at the '''percentage of variance retained''' |
| - | retained''' for different values of <math>\textstyle k</math>. Concretely, if <math>\textstyle k=n</math>, then we have | + | for different values of <math>\textstyle k</math>. Concretely, if <math>\textstyle k=n</math>, then we have |
an exact approximation to the data, and we say that 100% of the variance is | an exact approximation to the data, and we say that 100% of the variance is | ||
retained. I.e., all of the variation of the original data is retained. | retained. I.e., all of the variation of the original data is retained. | ||
