pca as an optimization problem
5 Ansichten (letzte 30 Tage)
Ältere Kommentare anzeigen
For some reasons, I would like to compute PCA (or, rather the eigenvectors and eigenvalues of a (de-meaned) sample covariance matrix ) using an oprimization function. I think I understood how to set up the objective functions and constraints, but struggling to actually implement it with Matlab. I am referring the first answer: What is the objective function of PCA? .
Could anyone help me to understand how to set up the problem with Matlab?
3 Kommentare
Image Analyst
am 14 Okt. 2018
Why not just use the built-in pca() function, if you have the Statistics and Machine Learning Toolbox? See attached demos.
Antworten (1)
Prabakaran G
am 16 Aug. 2022
As per my understanding, PCA can used to reduce the number of input predictors, which make the problem is simpler and generalize. Also, it reduce the complexity of the function to optimize.
0 Kommentare
Siehe auch
Kategorien
Mehr zu Dimensionality Reduction and Feature Extraction finden Sie in Help Center und File Exchange
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!