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Recall that PCA finds a direction w in which the projected data has highest variance by solving the following program What is the optimal w

Recall that PCA finds a direction w in which the projected data has highest variance by solving the following programimage text in transcribed

What is the optimal w and the optimal value of the program in Eq. (1) given

image text in transcribed

maxw:w2=1wTw. =1200006000020000010

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