Week 6: PCA

DATA 442/642 · Week 6

Module 4 — PCA

Notes

• 6.1 Introduction to PCA(slides)
• 6.2 Kernel PCA(slides)
• 6.3 Special Considerations for PCA(slides)

Labs

• Lab 6(PDF)

Homework

• Homework 4(PDF)

Additional

• PCA(PDF)
• Matrix factorization(PDF)

Discussion

• PCA maximizes variance. What matrix’s eigenvectors are you computing?
• When would you prefer kernel PCA to ordinary PCA?