\(\newcommand{L}[1]{\| #1 \|}\newcommand{VL}[1]{\L{ \vec{#1} }}\newcommand{R}[1]{\operatorname{Re}\,(#1)}\newcommand{I}[1]{\operatorname{Im}\, (#1)}\)

Vectors, projection and PCA

Vector projection

• algebra of sums;
• vectors and dot products;
• vector projection.

numpy dot and outer

• NumPy and Matplotlib: reshape, dot products, lines and subplots.

Principal component analysis

• background: introduction to Principal Component Analysis;
• exercise: PCA exercise.

Deadline

You should have chosen a project mentor by the end of this week - see Projects.

Reading and homework for next week

• finish PCA exercise, with some github practice (see below);
• Huettel chapter 7 - [HSM14];
• continue the outlier competition - for October 10th;
• do the PCA exercise, with some github practice.