Exercise:PCA and Whitening

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(Step 4b: Check covariance)
(Step 5: ZCA whitening)
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=== Step 5: ZCA whitening ===
=== Step 5: ZCA whitening ===
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Now implement ZCA whitening to produce the matrix <math>x_{ZCAWhite}</math>. Visualize <math>x_{ZCAWhite}</math> and compare it to the raw data, <math>x</math>. You should observe that whitening results in, among other things, enhanced edges.  Try repeating this with <tt>epsilon</tt> set to 1, 0.1, and 0.01, and see what you obtain.   
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Now implement ZCA whitening to produce the matrix <math>x_{ZCAWhite}</math>. Visualize <math>x_{ZCAWhite}</math> and compare it to the raw data, <math>x</math>. You should observe that whitening results in, among other things, enhanced edges.  Try repeating this with <tt>epsilon</tt> set to 1, 0.1, and 0.01, and see what you obtain.  The example shown below (left image) was obtained with <tt>epsilon</tt>  = 0.1.
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Revision as of 17:36, 1 May 2011

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