huzhikuizainali

主成分分析得到的新坐标系为什么会是所有可能坐标系中坐标轴方差最大的?

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  •   huzhikuizainali · Feb 22, 2022 · 1726 views
    This topic created in 1566 days ago, the information mentioned may be changed or developed.
    leimao
        1
    leimao  
       Feb 23, 2022
    建议自己推导一遍 PCA 你就会明白了:
    https://leimao.github.io/article/Principal-Component-Analysis/
    huzhikuizainali
        2
    huzhikuizainali  
    OP
       Feb 23, 2022
    @leimao 我看的就是 pca 的章节。
    leimao
        3
    leimao  
       Feb 23, 2022
    老坐标在新坐标系投影之后,坐标会变,方差也会变。
    建议你理解一下我的 notes:
    https://leimao.github.io/article/Principal-Component-Analysis/#Mathematics-of-Principal-Components-Analysis
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