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We have a two-dimensional feature space. The mean of the samples turns out to be [4,5]. Thecovariance matrix turns out to be [2, 0.6; 0.6,
We have a two-dimensional feature space. The mean of the samples turns out to be [4,5]. Thecovariance matrix turns out to be [2, 0.6; 0.6, 1].
(a) Determine the principal components. Plot the principal components (eigenvectors).
(b) Find the representation of a data point [5,7] using only the first principal component.
(c) Show the actual data point and its representation on plot and calculate the Euclidean distance
between them.
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