Whitening
From Ufldl
(→Introduction) |
(→2D example) |
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Line 40: | Line 40: | ||
Further, | Further, | ||
the off-diagonal entries are zero; thus, | the off-diagonal entries are zero; thus, | ||
- | <math>\textstyle x_{{\rm rot},1}</math> and <math>\textstyle x_{{\rm rot},2}</math> are uncorrelated, satisfying | + | <math>\textstyle x_{{\rm rot},1}</math> and <math>\textstyle x_{{\rm rot},2}</math> are uncorrelated, satisfying our first desideratum |
- | our | + | for whitened data given above (that the features be less correlated). |
To make each of our input features have unit variance, we can simply rescale | To make each of our input features have unit variance, we can simply rescale |