Re:Principal Component Projection Without Principal Componen...
by eggie5 on Wednesday February 24, 2016 @02:45AM
(#11165196)
I think the paper disagrees w/ you: "Computing principal components can be an expensive task..."
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Re:Principal Component Projection Without Principal Componen...
by hiddencost on Wednesday February 24, 2016 @04:26AM
(#11165534)
The result of PCA is a linear projection matrix. Applying that projection is fast.
You learn the projection from an initial dataset. That is "slow". You apply the projection to new data. That is "fast".
Re:Principal Component Projection Without Principal Componen...
by eggie5 on Wednesday February 24, 2016 @11:47AM
(#11168100)
thanks for explaining
Re:Principal Component Projection Without Principal Componen...
by JupiterMoon on Wednesday February 24, 2016 @04:23AM
(#11165522)
I think you misunderstood the OP. Once you have the PCs (and loadings) for a dataset converting new data into the same axis system is just a linear conversion.