SVD的一些理解

PCA一章结束后，书中介绍了SVD，中文名为奇异值分解，全称singular value decomposition，是一种针对矩阵分解的方法。

按照我个人的理解，SVD可以消除多余的信息，保留最主要的信息。

“we can see it as a method for transforming correlated variables into a set of uncorrelated ones that better expose the various relationships among the original data items. At the same time, SVD is a method for identifying and ordering the dimensions along which data points exhibit the most variation. This ties in to the third way of viewing SVD, which is that once we have identi ed where the most variation is, it's possible to nd the best approximation of the original data points using fewer dimensions. Hence, SVD can be seen as a method for data reduction”

优点：简化数据，减少噪音，可能提高其他算法效果

缺点：数据集在经过处理后不容易理解。

SVD的应用场景有很多，这里不具体的去展开，这里以图片中的应用来直观的解释SVD。