Presentation - MIV

collet@lsiit.u-strasbg.fr
iAstro Workshop - Nice Observatory
16/17 October 2003
Dimensionality reduction
PCA (Karhunen-Loève expansion) and so on…
* rotates the original feature space before projecting the feature
vectors onto a limited number of axe
* Energy based criterion (variance)
* PCA seeks to minimize the mean squared reconstruction error
* Maximization of the projection variance
* Probabilistic PCA (PPCA, 1999) :
gaussian a priori