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Lecture
Are you an EPFL student looking for a semester project?
Work with us on data science and visualisation projects, and deploy your project as an app on top of Graph Search.
This lecture covers the derivation of the projection in PCA, the reconstruction process through error minimization, and the optimization to choose the optimal eigenvectors. It explains how to maximize variance, the properties of PCA projections, and the PCA algorithm step by step.