Data Mining Tutorial 2
Note: For those students who don't have sufficient matlab knowledge, please go through the matlab tutorials after class.
PCA in Matlab
Work through the Matlab tutorial on PCA here going through
- Computing Components
- Component Coefficients
- Component Scores
- Component Variances
Q1. What is main use for PCA?
- dimensionality reduction
- outlier detection
- ...
Q2. How do you compute PCA?
- find the data covariance matrix $\Sigma$
- find eigenvalues and eigenvectors of $\Sigma$