Linear dimensionality reduction (PCA and SVD)
13:39
YouTubeBing Wen Brunton
Linear dimensionality reduction (PCA and SVD)
Before we get to nonlinear dimensionality reduction, let's first establish the foundations of linear dimensionality reduction, starting with the most well known approach: PCA and SVD. This approach relies on a notion of distance that is based on the covariance matrix and makes use of an eigendecomposition of the similarity matrix based on ...
3.4K views8 months ago
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