PCA
From Ufldl
(→Rotating the Data) |
(→Reducing the Data Dimension) |
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because <math>\textstyle U x_{\rm rot} = UU^T x = x</math>. | because <math>\textstyle U x_{\rm rot} = UU^T x = x</math>. | ||
| - | == Reducing the Data == | + | == Reducing the Data Dimension == |
We see that the principal direction of variation of the data is the first | We see that the principal direction of variation of the data is the first | ||
