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Feature extraction using PCA

Eigenfaces
In this article, we discuss how Principal Component Analysis (PCA) works, and how it can be used as a dimensionality reduction technique for classification problems. At the end of this article, Matlab source code is provided for demonstration purposes. In an earlier article, we discussed the so called...
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How to draw a covariance error ellipse?

Error ellipses
In this post, I will show how to draw an error ellipse, a.k.a. confidence ellipse, for 2D normally distributed data. The error ellipse represents an iso-contour of the Gaussian distribution, and allows you to visualize a 2D confidence interval. The following figure shows a 95% confidence ellipse for...
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