The contents of this lesson:
The derivation process of EM step in---factor analysis
- Principal component analysis: an effective way to reduce dimensions
the problem of mixed Gaussian model with
factor analysis
Next, we discuss the factor analysis model, and before introducing the factor analysis model, we look at another way of writing the Gaussian distribution, which
Writing is the basis of derivation factor analysis model.
A model of matrix notation factor analysis for Gaussian distribution
Derivation of the factor analysis model EM solution parameters
PCA (Principal component Analysis, PCA) is also a dimensionality reduction method
This paper mainly introduces PCA (Principal component Analysis, PCA), also is a dimensionality reduction method, but the method is more direct, it can be reduced by simply calculating the eigenvector.
Introduced
Definition of PCA model
Principal component Analysis method of "Cs229-lecture14"