Whitening

From Ufldl

Jump to: navigation, search
(Introduction)
(2D example)
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 one of
+
<math>\textstyle x_{{\rm rot},1}</math> and <math>\textstyle x_{{\rm rot},2}</math> are uncorrelated, satisfying our first desideratum
-
our desiderata for whitened data.
+
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

Revision as of 23:31, 29 April 2011

Personal tools