Principal Component Analysis

concepts · 7 notes linked

Related: Dimensionality Reduction · Covariance Matrix · Linear Algebra · Eigendecomposition · Deepmind · Game Theory · Multivariate Statistics · Numpy

Notes

• Covariance matrix - Wikipedia — Square matrix encoding pairwise covariances of a random vector
• Eigenfaces, for Facial Recognition — PCA-based eigenvector decomposition for facial recognition classification
• Game theory as an engine for large-scale data analysis — EigenGame reformulates PCA as competitive multi-agent Nash equilibrium
• Kosambi–Karhunen–Loève theorem - Wikipedia — Optimal orthogonal decomposition of stochastic processes minimizing mean squared error
• Machine Learning, Kolmogorov Complexity, and Squishy Bunnies — Using neural networks to approximate physics simulation via Kolmogorov complexity intuition and PCA
• Making sense of principal component analysis, eigenvectors & eigenvalues — Geometric and computational walkthrough of PCA via eigendecomposition and SVD
• Principal Component Analysis with numpy — Implementing PCA via numpy covariance matrix and eigendecomposition