November 2019
Intermediate to advanced
320 pages
13h 35m
French
Content preview from Machine Learning avec Scikit-Learn
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210
Chapitre 8. Réduction de dimension
la variance, tandis que la projection sur la ligne en pointillé préserve très peu la
variance et celle sur la ligne à tirets préserve moyennement la variance.
Figure 8.7 – Sélection de sous-espace sur lequel projeter
Il semble raisonnable de sélectionner l’axe qui conserve la plus grande part pos-
sible de la variance, car il est très vraisemblable qu’il perdra moins d’information que
les autres projections. Pour justier ce choix, on peut également dire qu’il s’agit de
l’axe qui minimise la moyenne du carré des distances entre les données d’origine et
leurs projections. C’est l’idée plutôt simple derrière ...
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