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Principal component analysis (PCA) is a linear dimensionality reduction technique with applications in exploratory data analysis, visualization and data preprocessing. The data is linearly transformed onto a new coordinate system such that the directions (principal components) capturing the largest variation in the data can be easily identified.
In ()-(), L1-norm ‖ ‖ returns the sum of the absolute entries of its argument and L2-norm ‖ ‖ returns the sum of the squared entries of its argument.If one substitutes ‖ ‖ in by the Frobenius/L2-norm ‖ ‖, then the problem becomes standard PCA and it is solved by the matrix that contains the dominant singular vectors of (i.e., the singular vectors that correspond to the highest ...
Output after kernel PCA, with a Gaussian kernel. Note in particular that the first principal component is enough to distinguish the three different groups, which is impossible using only linear PCA, because linear PCA operates only in the given (in this case two-dimensional) space, in which these concentric point clouds are not linearly separable.
The principal component analysis/empirical orthogonal function analysis (PCA/EOF) has been widely used in data analysis and image compression, its main objective is to reduce a data set containing a large number of variables to a data set containing fewer variables, but that still represents a large fraction of the variability contained in the ...
In machine learning, kernel machines are a class of algorithms for pattern analysis, whose best known member is the support-vector machine (SVM). These methods involve using linear classifiers to solve nonlinear problems. [1]
In statistics, principal component regression (PCR) is a regression analysis technique that is based on principal component analysis (PCA). PCR is a form of reduced rank regression . [ 1 ] More specifically, PCR is used for estimating the unknown regression coefficients in a standard linear regression model .
Multilinear principal component analysis (MPCA) is a multilinear extension of principal component analysis (PCA) that is used to analyze M-way arrays, also informally referred to as "data tensors". M-way arrays may be modeled by linear tensor models, such as CANDECOMP/Parafac, or by multilinear tensor models, such as multilinear principal ...
The first idea behind the Proper Orthogonal Decomposition (POD), as it was originally formulated in the domain of fluid dynamics to analyze turbulences, is to decompose a random vector field u(x, t) into a set of deterministic spatial functions Φ k (x) modulated by random time coefficients a k (t) so that: