PCA derivation(2) - 복습必


PCA derivation(2) - 복습必

1. Finding the coordinates of the projected data determined the coordinates of the optimal projection with respect to the orthonormal basis that spans our principal subspace 2. Reformulation of the objective 3. Lagrange multipliers 4. Finding the basis vectors that span the principal subspace 출처: Coursera, Mathematics for Machine Learning: PCA, Imperial College London.


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