Re: PCA in Octave
Ilija Basicevic <[email protected]>
| Newsgroups | gmane.comp.gnu.octave.general |
|---|---|
| Message-ID | <[email protected]> |
Juan muchas gracias. Ilja On 20/10/2020 08:49, Juan Pablo Carbajal wrote: > On Thu, Oct 15, 2020 at 10:41 PM ilja <[email protected]> wrote: >> >> In the literature, there are several versions of Principal Components >> Analysis mentioned. >> Conventional, probabilistic, kernel. >> Which of them is implemented in Octave ? >> >> Regards >> Ilja > Most likely you will find the conventional and probabilistic from > (they differ on the normalization only). > These flavors are just the massaged output of SVD [1]. I have some > very incomplete notes on this [2], as well, use carefully. > > For kernel pca, you can check the web, e.g. https://github.com/steven2358/kmbox. > If you are using PCA for system reduction check the empirical gramian > package: https://gramian.de/ > > [1]: https://stats.stackexchange.com/questions/134282/relationship-between-svd-and-pca-how-to-use-svd-to-perform-pca > [2]: https://gitlab.com/kakila/PCAR_toolbox/-/blob/master/doc/SVD_Notes.tex -- Pozdrav prof. Ilija Bašičević, phd http://member.acm.org/~ilija.basicevic