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Results tagged with pca
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user 31388
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Principal Component Analysis definition
By projecting a vector x using PCA (on the PCs), you maximize the variance in the reduced space. Initially, the space is not optimal in terms of maximizing the variance. … So:
PCA projects vector 𝑥 to a space of 𝑝 dimensions where the
difference between the initial vector and the projection has maximum
energy. …
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