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

max w:||w||2=1 w T w.

Here, is a covariance matrix. You are given a dataset of two 2-dimensional points (1, 3) and (4, 7). Draw the two data points on the 2D plane. What is the first principal component w of this dataset?

Recall that PCA finds a direction w in which the projected data has highest variance by solving the following program: maxw:w2=1wTw. Here, is a covariance matrix. You are given a dataset of two 2-dimensional points (1,3) and (4,7). Draw the two data points on the 2D plane. What is the first principal component w of this dataset