Module 6: Dimensionality Reduction
  Lecture 29: Singular Value Decomposition (SVD)
 

                                            

 

 

Transformation using SVD
  • Transformed data
  • is called SVD transform matrix
  • Essentially, is just a rotation of
  • Dimensionality of is
  • different basis vectors than the original space
  • Columns of give the basis vectors in rotated space