tuto03_csc5150

tuto03_csc5150 - Principal Component Analysis(PCA PCA(1/4...

This preview shows pages 1–21. Sign up to view the full content.

CSC5150 Learning Theory and Computational Finance Tutorial 03 By Tu Shikui Oct. 03, 2007

This preview has intentionally blurred sections. Sign up to view the full version.

View Full Document
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)
Point-shape data x t m

This preview has intentionally blurred sections. Sign up to view the full version.

View Full Document
Optimize the MSE principle minimize x t m
Line-shape data

This preview has intentionally blurred sections. Sign up to view the full version.

View Full Document
Projection (1/2) x t m w λ w roughly
Projection (2/2) x t m w λ w roughly

This preview has intentionally blurred sections. Sign up to view the full version.

View Full Document
Optimize the principle (1/3)
Optimize the principle (2/3)

This preview has intentionally blurred sections. Sign up to view the full version.

View Full Document
Optimize the principle (3/3)

This preview has intentionally blurred sections. Sign up to view the full version.

View Full Document

This preview has intentionally blurred sections. Sign up to view the full version.

View Full Document

This preview has intentionally blurred sections. Sign up to view the full version.

View Full Document

This preview has intentionally blurred sections. Sign up to view the full version.

View Full Document

This preview has intentionally blurred sections. Sign up to view the full version.

View Full Document
This is the end of the preview. Sign up to access the rest of the document.

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!...
View Full Document

{[ snackBarMessage ]}

Page1 / 21

tuto03_csc5150 - Principal Component Analysis(PCA PCA(1/4...

This preview shows document pages 1 - 21. Sign up to view the full document.

View Full Document
Ask a homework question - tutors are online