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PCA生产中的陷阱:Power Iteration失效,推荐使用numpy.linalg.eigh

本文解释了为什么在生产环境中实现主成分分析(PCA)时,通常作为从头开始实现的首选方法的Power Iteration(幂迭代)可能会导致不准确的结果。虽然在理论上直观,但Power Iteration与 deflation(降维)结合会放大浮点噪声,产生错误的特征向量而不会报错。作者提倡使用numpy.linalg.eigh作为在PCA中计算特征值和特征向量的更健壮、更可靠的替代方案。 AI

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PCA生产中的陷阱:Power Iteration失效,推荐使用numpy.linalg.eigh

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  1. Towards AI TIER_1 English(EN) · Abu Bin Fahd ·

    PCA 生产应用:为何 Power Iteration 失效,np.linalg.eigh 才是正确选择

    <figure><img alt="" src="https://cdn-images-1.medium.com/max/1024/1*PYTKb4Sc9Q4uMNShmRG7cw.png" /></figure><p>When you first implement PCA from scratch, one algorithm looks tempting: <strong>Power Iteration</strong>. It’s intuitive, it makes mathematical sense, and it works perfe…