PCA algorithm

1. Steps of PCA 1) subtract the mean from the data and send it at zero to avoid numerical problems 2) divide by the standard deviation to make the data unit-free 3) compute the eigenvalues and eigen vectors of the data covariance matrix 4) can project any data point onto the principal subspace 2. PCA in high dimensions 3. Steps of PCA 대충 pass 하려고 했는데 결국 거의 다 풀어낸..퀴즈였다..ㅜㅜ PCA는 결국 고차원의 데이터를 낮은 차원..

원문링크 : PCA algorithm