Clustering, multicollinearity, and singular vectors
Let $A$ be a matrix with its pseudo-matrix $A^{\dagger}$ and set $S=I-A^{\dagger}A$. We prove that, after re-ordering the columns of $A$, the matrix $S$ has a block-diagonal form where each block corresponds to a set of linearly dependent columns. This allows us to identify redundant columns in $A$. We explore some applications in supervised and unsupervised learning, specially feature selection, clustering, and sensitivity of solutions of least squares solutions.
Aug-7-2020
- Country:
- Asia > Japan (0.04)
- North America
- Canada
- Newfoundland and Labrador > Newfoundland
- St. John's (0.04)
- Quebec > Capitale-Nationale Region
- Quebec City (0.04)
- Québec (0.04)
- Newfoundland and Labrador > Newfoundland
- United States > California
- Santa Clara County > Sunnyvale (0.04)
- Canada
- Genre:
- Research Report (0.82)
- Industry:
- Health & Medicine (1.00)
- Technology: