Dimensionality Reduction Practice
Relate PCA variance objectives to covariance eigenvectors and SVD.
Recommended resources
- MIT 6.036 Introduction to Machine Learning — MIT Open Learning Library
- Probabilistic Machine Learning: An Introduction — online draft dated 2025-04-18 — Kevin P. Murphy and MIT Press
Instructions
- Center the data conceptually before applying PCA.
Ordered items
Completion
Explain both reconstruction-error and retained-variance views of PCA.