Question: Given the data points in 2 D space: ( 1 , 1 ) , ( 2 , 2 ) and ( 3 , 3 )
Given the data points in D space: and
a What is the first principle component?
Follow the steps in the lecture slides on dimensionality reduction slide
subtract the mean, calculate the covariance matrix, find the eigenvectors etc.
b Project the data onto D space given by the first principle component, what is the
variance of the projected data?
c For the projected data in b now if we represent them in the original D space, what
is the reconstruction error?
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