Whitening
From Ufldl
(Created page with "== Preprocessing for Whitening We have used PCA to reduce the dimension of the data. There is a closely related preprocessing step called '''whitening''' (or, in some other lit...") |
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| - | == | + | == Introduction == |
We have used PCA to reduce the dimension of the data. There is a closely related | We have used PCA to reduce the dimension of the data. There is a closely related | ||
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so that our learning algorithms sees a training input where (i) the features are less | so that our learning algorithms sees a training input where (i) the features are less | ||
correlated with each other, and (ii) the features all have the same variance. | correlated with each other, and (ii) the features all have the same variance. | ||
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| + | == 2D example == | ||
We will first describe whitening using our previous 2D example. We will then | We will first describe whitening using our previous 2D example. We will then | ||
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\smallskip | \smallskip | ||
\noindent | \noindent | ||
| - | + | == ZCE Whitening == | |
Finally, it turns out that this way of getting the | Finally, it turns out that this way of getting the | ||
data to have covariance identity <math>\textstyle I</math> isn't unique. | data to have covariance identity <math>\textstyle I</math> isn't unique. | ||
