Numbers
λ1:
λ2:
Explained var PC1:
Explained var PC2:
MSE(x, x̂):
Original points x
Reconstructed points x̂ from selected PCs
PC1 axis (u1)
PC2 axis (u2)
Selected point decomposition
x
click a point
μ
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z1 = u1ᵀ(x-μ)
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z2 = u2ᵀ(x-μ)
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z1·u1
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z2·u2
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x̂ (selected PCs)
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residual r = x - x̂
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||r||²
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