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arXiv · 1907.02647

Generalized Principal Component Analysis

F. William Townes
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Abstract

Generalized principal component analysis (GLM-PCA) facilitates dimension reduction of non-normally distributed data. We provide a detailed derivation of GLM-PCA with a focus on optimization. We also demonstrate how to incorporate covariates, and suggest post-processing transformations to improve interpretability of latent factors.

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F. William Townes. 2019-07-03. Generalized Principal Component Analysis. https://arxiv.org/abs/1907.02647

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