Introduction to dimensionality reduction and the methods of Principal Components Analysis and Singular Value Decomposition.

Taught by: Emily Mackevicius and Greg Ciccarelli, MIT

Video:

• Dimensionality reduction I (31:30)

Slides:

• Dimensionality reduction I

Additional Resources:

• Exercises
• Data for exercises (MATLAB .mat file)
• MATLAB example of PCA/SVD from lecture
• Burges, C. J. C. (2009) Dimension reduction: A guided tour, Foundations and Trends in Machine Learning 2(4):275-365.
• van der Maaten, L., Postma, E. & van den Herik, J. (2009) Dimensionality reduction: A comparative review
• Mining of Massive Datasets Stanford course
• MATLAB Toolbox for Dimensionality Reduction (Laurens van der Maaten)