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I think the paper disagrees w/ you: "Computing principal components can be an expensive task..."
by eggie5 11y ago
I think the paper disagrees w/ you: "Computing principal components can be an expensive task..."
- JupiterMoon 11y agoI think you misunderstood the OP. Once you have the PCs (and loadings) for a dataset converting new data into the same axis system is just a linear conversion.
- hiddencost 11y agoThe result of PCA is a linear projection matrix. Applying that projection is fast. You learn the projection from an initial dataset. That is "slow". You apply the projection to new data. That is "fast".
- eggie5 11y agothanks for explaining