Thursday, September 29, 2011

PCA whitening

I have encountered this phrase "PCA whitening" many times, all I thought about it was just a simple PCA. However, it is not!

The Whitening is actually PCA + scaling!!!

Screenshot-1

Also there is a good implementation explanation here : http://ufldl.stanford.edu/wiki/index.php/Implementing_PCA/Whitening

Implementing PCA_Whitening - Ufldl.pdf Download this file

Posted via email from Troy's posterous

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