Exercise:PCA and Whitening
From Ufldl
(→Step 5: ZCA whitening) |
(→Step 4a: Implement PCA with whitening and regularisation) |
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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 = | + | epsilon = 0.1 |
==== Step 4b: Check covariance ==== | ==== Step 4b: Check covariance ==== |