Exercise:PCA and Whitening
From Ufldl
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Now implement PCA with whitening and regularisation to produce the matrix <math>x_{PCAWhite}</math> with the following parameters: | Now implement PCA with whitening and regularisation to produce the matrix <math>x_{PCAWhite}</math> with the following parameters: | ||
| - | epsilon = 1e- | + | epsilon = 1e-3 |
==== Step 4b: Check covariance ==== | ==== Step 4b: Check covariance ==== | ||
