Lecture 26: Dimensionality Reduction

High Dimensional Data

  • 2d dataset
  • hard to plot 3d

  • would be redundant rank 3
sns.pairplot

Matrices are Linear Operations

  • on data

Matrices are Coordinate Transformation

Singular Value Decomposition

Orthonormality

  • vectors unit length 1 scaled and add up to 1
  • all vectors are orthogonal