PCA
From Ufldl
(→Rotating the Data) |
(→Recovering an Approximation of the Data) |
||
Line 178: | Line 178: | ||
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>: | ||
- | + | ||
- | + | INCLUDE GRAPHIC HERE | |
- | + | ||
- | + | ||
We are thus using a 1 dimensional approximation to the original dataset. | We are thus using a 1 dimensional approximation to the original dataset. | ||