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Exercise 1 . 7 * * * . Implementing computation of the principal components 1 ) Use iris and / or MNIST datasets as examples

Exercise 1.7***. Implementing computation of the principal components
1) Use iris and/or MNIST datasets as examples
2) Implement the iterative SVD-based first principal component computation using the material from the
lectures
3) Compare the results with the standard implementation of PCA in scikit-learn
4) Implement the computation of the second and all higher components
5) Generalize your implementation to the case of weighted data points (in test example, create weights which
will be much higher for a particular class of data points)
6) Think how to generalize your implementation to the case of moderately missing data

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