U can use PCA to speed up your learning algorithm,but before it ,U’d better to run your learning algorithm with no PCA first(This is What Andrew Ng said).And U can also compress data by using PCA.amazing!
PCA is actually an algorithm to reduce your features,also say Dimensionality Reduction.
steps:
- Feature Normalization.
- Computing the covariance matrix of the data.
- Using the build-in function ’ svd ’ to obtain U and S(i.e. [U,S,V]=svd(Sigma),Sigma is the covariance matrix we hava computed previously)
- Projecting data.(with U and S)
- U is a n by n matrix (n is the original number of the data’features)
- More important things already mentioned in the lecture notes.
My solution: