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> If you understand PCA as "take the SVD of the data", then the operations seem arbitrary. But if you understand it as, "construct a low-rank approximation in t
by jacobolus 8y ago
> If you understand PCA as "take the SVD of the data", then the operations seem arbitrary. But if you understand it as, "construct a low-rank approximation in the L2 sense to the data, or its covariance", then it's not.
Those are the same thing. Is your first case just a reader who has no idea what the SVD is?
- mturmon 8y agoYes, they are both descriptions of the same thing. I'm trying to say that PCA does have a justification. It's not just an "arbitrary linear algebra operation", although the application of the SVD algorithm to perform PCA can be presented that way.