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Can someone walk me through this problem about principal component analysis? Terms 5 PCA Homework Number of instances in data set n 2 Number of
Can someone walk me through this problem about principal component analysis?
Terms 5 PCA Homework Number of instances in data set n 2 Number of input features Final number of principal components chosen p 1 Original Data y ml -.3 m2 -1.1 2 m3 1 -2.2 Use PCA on the given data set to get a transformed data set with just one feature (the first principal component (PC)). Show your work along the way. Show what % of the total information is contained in the 1st PC. Do not use a PCA package to do it. You need to go through the steps yourself, or program it yourself. You may use a spreadsheet, Matlab, etc. to do the arithmetic for you. You may use any web tool or Matlab to calculate the eigenvectors from the covariance matrix. m4 5 -1 m5 -6 1 mean 0 - 1 CS 472 - Homework 9
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