x (m)

∈ ℜ2 ∈ℜ
x (1)
∈ ℜ2 ∈ℜ

x (2)

∈ ℜ2 ∈ℜ
z (1)

x (i) ∈ ℜ 3 z (i) ∈ ℜ 2

z2

z1

T
z (i) = z1(i) z2(i)
1. Comprimir datos →menos memoria, menos procesamiento →+ rápido
2. Reducir redundancia
 x (i) ∈ ℜ 50

x1 x2 x3 x5
x4

z (i) ∈ ℜ 2

50 dim → 2D
 SING
USA

z2

z1

eigenvectors: vectores propios

eigenvalues: valores propios
 eigenvector

error>
error>error
K = 1 (dim. red)

u (1) ∈ ℜ 2 u (2) ∈ ℜ 3

u (1) ∈ ℜ 3
 PCA
No supervisado

Supervisado

Linear Regression

No existe y
 xj(i) - 𝜇j
xj(i) ⇽
sj
 u (1)

x (1)

z (1)

sample cov. matrix

n⨯n

n⨯1 1⨯n

Singular value decompostion eig(Sigma)

U = u (1) u (2) ... u (k) .... u (n) n×n

u (i) ∈ ℜ n
 svd(Sigma)

Ureduce
k<n
x ∈ ℜ → z ∈ ℜk
n

T
z (i) = u (1) u (2) ... u (k) x (i)
k×1 n×1
Ureduce n×k
 x (i) → z (i) → xapprox
(i)

Alta dimensionalidad

(1)
xapprox
x (1)

z ∈ ℜ → x ∈ ℜ2
(i)
xapprox = Ureduce z (i)
Baja dimensionalidad

z (1)
 m
1 ∑ (i) (i)
||x - xapprox || 2
m m i=1
1 ∑ (i) 2
||x ||
m i=1

5%
10%

95%
 k=2 k=3
Matriz de covarianza de z (i)
PCA descorrelaciona (eliminar redundan
fx S11 0 0 0 0
0 S22 0 0 0
S= 0 0 S33 0 0
0 0 0 ⋱ 0
0 0 0 0 Snn
∑ k Sii
i=1
⩾ 0.95 → 95% varianza retenid
∑ n Sii
i=1

n
0.95

95% var. ret.