2021-11-24 Machine Learning Lecture 13/28 - PCA
Channel: Stefan Harmeling
Date: 24/11/2021

PCA, principal component analysis,
maximing variance vs minimizing MSE,
Why this is solved by Eigenvector decomposition.

Some content of this lecture is based on earlier material from a lecture course held jointly by Philipp Hennig and Stefan Harmeling in 2012 & 2013.