Visualizing SVD/PCA and applying to new data

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Jason Grills
Jason Grills le 16 Jan 2017
I have an SVD for a data set as U S V'. My data are images, but my questions will be general.
I know how to reduce the rank of the original data by zeroing out small singular values and computing U*S*V', but:
  1. I want to isolate one dimension of variance, say, the one corresponding to the n th largest eigenvalue. This should be some basis vector, right? How do I get that basis vector? I thought it would be the n th column of U*S, but it's not.
  2. How do I fit some new data that wasn't in the original set to the SVD's bases?
Thanks in advance.

Réponses (1)

Chaman Sabharawal
Chaman Sabharawal le 11 Juin 2017
Assuming your data matrix A is observation vs arrtibutes. You are reducing attrubutes. Both ways reduction standard A= USV^T or AV=US Reducing it on attributes only you get A reduced to AV. For Reducing on one dimension replace V with a desired direction vector. I hope this is what you are looking for. Chaman

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