Intermediate36 min
Principal Component Analysis
Maximum-variance and minimum-reconstruction-error derivations, eigendecomposition of the covariance matrix, worked by hand.
Assumes you know
Not yet written
This lesson is on the syllabus but has no text yet
The full curriculum is published up front so you can see the whole route and its dependencies. Lessons are being written in curriculum order.
What it will cover
- PCA
- variance
- eigenvector
- scree plot