UFLDL Tutorial

Principal Components Analysis (PCA) is a dimensionality reduction algorithm that can be used to significantly speed up your unsupervised feature learning algorithm. More importantly, understanding PCA will enable us to later implement **whitening**, which is an important pre-processing step for many algorithms.

Suppose you are training your algorithm on images. Then the input will be somewhat redundant, because the values of adjacent pixels in an image are highly correlated. Concretely, suppose we are training on 16×16 grayscale image patches. Then x∈R256 are 256 dimensional vectors, with one feature xj corresponding to the intensity of each pixel. Because of the correlation between adjacent pixels, PCA will allow us to approximate the input with a much lower dimensional one, while incurring very little error.

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