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> PCA (essentially SVD) the one that makes the fewest assumptions Do you mean it makes the *strongest* assumptions? "your data is (locally) linear and more or
by ChadNauseam 1y ago
> PCA (essentially SVD) the one that makes the fewest assumptions
Do you mean it makes the *strongest* assumptions? "your data is (locally) linear and more or less Gaussian" seems like a fairly strong assumption. Sorry for the newb question as I'm not very familiar with this space.
- wenc 1y agoYou’re correct in a mathematical sense: linearity and Gaussian are restrictive assumptions. However I meant it colloquially in that those assumptions are trivially satisfied by many generating processes in the physical and engineering world, and there aren’t a whole lot of other requirements that need to be met.