Whitening
From Ufldl
(→2D example) |
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Repeating our previous figure, our plot for <math>\textstyle x_{\rm rot}</math> was: | Repeating our previous figure, our plot for <math>\textstyle x_{\rm rot}</math> was: | ||
- | [[File:PCA- | + | [[File:PCA-rotated.png | 600px]] |
The covariance matrix of this data is given by\footnote{Technically, many of the | The covariance matrix of this data is given by\footnote{Technically, many of the | ||
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== ZCE Whitening == | == ZCE Whitening == | ||
Finally, it turns out that this way of getting the | Finally, it turns out that this way of getting the |