/CV-for-PCA

Thorough comparison of five Cross-Validation methods to find number of PCs for PCA

Primary LanguageHTML

Dear Reader,

this Github repository consists of the work done for the Final Project 
in the course "Statistical Computation and Visualization", lectured in the 
fall semester 2022/23 at the EPFL in Lausanne by Tomas Masák. The goal of 
this project was to compare different methods for cross-validation that 
can be use to validate the amount of principal components in a 
PCA-Analysis

Link to the rendered final report : http://htmlpreview.github.io/?https://github.com/evandieren/CV-for-PCA/blob/main/final_proj.html