Basic Maths of Principal Component Analysis (A beautiful gift of eigenvalues and eigenvectors)
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YouTubeAlgorithms and Algebraic Graph Theory
Basic Maths of Principal Component Analysis (A beautiful gift of eigenvalues and eigenvectors)
Principal Component Analysis (PCA) identifies the directions (principal components) in the data that maximize variance, which correspond to the eigenvectors of the data’s covariance matrix. The magnitude of variance along each direction is given by the associated eigenvalue. By projecting data onto the top eigenvectors with the largest ...
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