Transforming a dataset into one with fewer columns is more complicated than it might seem, explains Dr. James McCaffrey of Microsoft Research in this full-code, step-by-step machine learning tutorial.

For PCA it doesn't help to overthink the deep mathematics of eigenvalues and eigenvectors. You can think of eigenvalues and eigenvectors as a kind of factorization of a matrix that captures all the ...

This paper considers the sensitivity of the eigenvalues and eigenvectors of the generalized matrix eigenvalue problem Ax = λ Bx to perturbations of A and B. The ...