Tutorial 3: Dimensionality reduction and reconstruction

This tutorial covers how to apply principal component analysis (PCA) for dimensionality reduction, using a classic dataset that is often used to benchmark machine learning algorithms: MNIST. We'll also learn how to use PCA for reconstruction and denoising.

Overview of this tutorial:

• Perform PCA on MNIST
• Calculate the variance explained
• Reconstruct data with different numbers of PCs
• (Bonus) Examine denoising using PCA

You can learn more about MNIST dataset here.