Principal component analysis
Suppose each data point is N-dimensional
Same procedure applies:
The eigenvectors of A define a new coordinate system
eigenvector with largest eigenvalue captures the most variation among
training vectors x
eigenvector with smallest eigenvalue has least variation
We can compress the data by only using the top few eigenvectors
corresponds to choosing a “linear subspace”
» represent points on a line, plane, or “hyper-plane”
these eigenvectors are known as the principal components