Implementing PCA/Whitening
From Ufldl
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and also describe how you can implement them using efficient linear algebra libraries. | and also describe how you can implement them using efficient linear algebra libraries. | ||
- | First, we need to ensure that the data has zero-mean, that is <math> \frac{1}{m} \sum_{i=1}^m | + | First, we need to ensure that the data has zero-mean, that is <math> \frac{1}{m} \sum_{i=1}^m x^{(i)} = 0 </math>. We achieve this by first centering the dataset, such that it has zero-mean on expectation. In Matlab, we can do this by using |
avg = mean(x, 2); | avg = mean(x, 2); |