Monday, February 2, 2009

Trying PCA

I decided to use PCA on my training data. The way I did this is I used Matlab's princomp function. So I run princomp on my n x p matrix (n row vectors, where each row vector has p values). I then get a matrix D of size p x p. I decided to use the first 100 components, so I multiplied my n x p data matrix by D(:,1:100). Sometimes the results are better, sometimes they are worse. I will do more experimentation and report back.

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