Week 8 Principal Component Analysis Thursday, 7 November,2019 6:24PM If you prefer to read a textbook in order to study a topic, then you can refer to the following list. [ch.1] means Chapter 1 of the textbook week 1 course admin week 2 Introduction to Machine Learning [ch.1] week 3 Linear Regression [ch7] week 4 logistic regression [ch], gradient descent learning week 5: ANN MLP [ch.16.5] week 6: logistic regression (classification), SVM [ch.14.5], KNN[ch.1.4.2], Decision Tree{ch.26.3], Random Forest{ch.16.2.5] week 7: naive bayes (e-learning week) [ch.2.1 2.22335] week 8: group project starts (deepavali), PCA [ch.12] mid sem break after deepavali week week 9: K means clustering: mid sem test week10: support vector machines week11: Hidden Markov Model [ch.17] week12: reinforcement learning, PCA week13: group project presentation Textbook details: Kevin P. Murphy, Machine Learning: A Probabilistic Perspective. MIT Press. 2014 You can download the PDF file containing the textbook from the following URL: https:fldoc.lagout.orq/science/Artificial%20Intelligence/Machine%20learning/Machine%20Learning %20A% 20Probabilistic%20Perspective%20%58Murphy%202012-08-24%5D.pdf From Principal Component Analysis principal components analysis ( PCA), also known as the Karhunen Loeve transform. The version where 02 >is known as probabilistic PCA (PPCA) (Tipping and Bishop 1999), or sensible PCAPrincipal component analysis is a technique for feature extraction — so it combines our input variables in a specific way, then we can drop the “least important” variables while still retaining the most valuable parts of all of the variables! As an added benefit, each of the “new” variables after PCA are all independent of one another. thisis a benefit because the assumptions of a linear Model require our independent variables to be independent of one another. if we decide to fit a linear regression model with these “new” variables (see “principal component regression” below), this assumption will necessarily be satisfied. From