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It's good for educational purposes, but I would say there isn't much to "implement" since PCA is simply the eigen-decomposition of a matrix.
by lottin 10y ago
It's good for educational purposes, but I would say there isn't much to "implement" since PCA is simply the eigen-decomposition of a matrix.
- _pius 10y agoBig difference between knowing the math in theory and actually using it to do something useful with your data.
- jayajay 10y agoThat difference approaches zero as programming more symbolic and as implementations become more available. Libraries like TensorFlow, Theano, etc. are great because then I can focus on what I want (math) instead of spending my time telling a computer how it should multiply things together in an imperative sense.
- yowlingcat 10y agoAgreed, but that Sword of Damocles cuts both ways. The thing you do with your data which starts out useful at first can and will easily erode into infrastructural debt if not built on sound foundations, which cannot be found off the shelf in standard scientific computing libraries that have been around for decades.
- thearn4 10y agoOr more likely in actual implementation (than direct decomposition of A^T * A), an SVD of A.
- GFK_of_xmaspast 10y agoThere's no such thing as "simply" in numerical linear algebra.