tuto03_csc5150 - Principal Component Analysis (PCA) PCA...

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CSC5150 Learning Theory and Computational Finance Tutorial 03 By Tu Shikui Oct. 03, 2007
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Outline Point-shape structure Minimum Square Error (MSE) Optimization problem Line-shape structure Best reconstruction Principal Component Analysis (PCA) Learning Algorithms (Oja’s rule) LMSER (Xu 93)
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Point-shape data x t m
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Optimize the MSE principle minimize x t m
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Line-shape data
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Projection (1/2) x t m w λ w roughly
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Projection (2/2) x t m w λ w roughly
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Optimize the principle (1/3)
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Optimize the principle (2/3)
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Optimize the principle (3/3)
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Unformatted text preview: Principal Component Analysis (PCA) PCA (1/4) mathematically PCA (2/4) solution PCA (3/4) learning algorithms (1) PCA (3/4) learning algorithms (2) PCA (3/4) learning algorithms (3) x1 x2 xn x y w1 wn PCA (3/4) learning algorithms (4) PCA (3/4) learning algorithms (5) Least Mean Square Error Reconstruction PCA (4/4) other related concepts Summary for PCA End of This Tutorial! Thank you!...
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tuto03_csc5150 - Principal Component Analysis (PCA) PCA...

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