Whitening
From Ufldl
(→ZCA Whitening) |
(→Regularizaton) |
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When implementing PCA whitening or ZCA whitening in practice, sometimes some | When implementing PCA whitening or ZCA whitening in practice, sometimes some | ||
of the eigenvalues <math>\textstyle \lambda_i</math> will be numerically close to 0, and thus the scaling | of the eigenvalues <math>\textstyle \lambda_i</math> will be numerically close to 0, and thus the scaling | ||
| - | step in | + | step in the scaling equation from the 2D example above would involve dividing by a value close to zero, and may cause |
the data to blow up (take on large values) or otherwise be numerically unstable. In practice, we | the data to blow up (take on large values) or otherwise be numerically unstable. In practice, we | ||
implement the scaling step using | implement the scaling step using | ||
