Question: Exercise 6 a) Let X = [x1 .. x] ,x; RP be the data matrix. Introduce the Principal Component Analysis in the context of unsupervised

Exercise 6 a) Let X = [x1 .. x] ,x; RP

Exercise 6 a) Let X = [x1 .. x] ,x; RP be the data matrix. Introduce the Principal Component Analysis in the context of unsupervised learning. b) With reference to the figure below draw approximately the first and second right singular vectors of X. c) Describe how PCA can be used in the context of linear regression to reduce the complexity of the model

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