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PCA 2: the math - step-by-step with a simple example

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The e-book is a plain PDF document that includes 140 pages that correspond to my video on YouTube with the same name. It is basically a copy of the manuscript for making the video, including the same pictures and text as shown in the video. In this second PDF about PCA, we will have a look at its math (the eigendecomposition). We will compute the PCA based on the eigenvectors of the covariance matrix.
You will get a PDF (2MB) file
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