Transforming a dataset into one with fewer columns is more complicated than it might seem, explains Dr. James McCaffrey of Microsoft Research in this full-code, step-by-step machine learning tutorial.

This article presents a from-scratch C# implementation of the second technique: using SVD to compute eigenvalues and eigenvectors from the standardized source data. If you're not familiar with PCA, ...

Abstract Let A be an n × n Hermitian matrix and A = UΛUH be its spectral decomposition, where U is a unitary matrix of order n and Λ is a diagonal matrix. In this note we present the perturbation ...