Week 5 Flashcards
PCA advantages
Efficient
Strong theoretical background
Can be used to store data efficiently (image compression)
Visual evaluation possible for small number of components
Scaling matrix
Rotation clockwise
Rotation anticlockwise
Reflection about x axis
Reflection about y axis
Reflection about origin
Sheer in X direction
Sheer in Y direction
Sheer in x and y direction
PCA algo
1) compute mean ‘row’ vector (1 x d)
2) compute mean row matrix (n x d)
3) B = X - X-
4) C = 1/n • BT • B
5) take eigenvectors for k largest eigenvalues
6) W = (v1,v2,…,vk)
7) multiply each data point
How much variance did you capture in PCA
Where r = k
Closer to 1 means more variance captured