IOAI ML Notes Mathematics FundamentalsLinear Algebra

SVD and PCA Intuition

Math fundamentals note for IOAI ML preparation.

Syllabus Map


Core Idea

Key Formulas

X=UΣVX = U\Sigma V^\top σi2=λi(XX)\sigma_i^2 = \lambda_i(X^\top X)

Practical Notes

Keep components by explained variance.

PCA assumes linear structure.

Why This Matters for ML

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