Description
- Suppose we have samples from a bivariant Gaussian with mean and covariant , calculate the principle components of the data. The plot of the data is shown below.
- What is the variance explained by the first component calculated in question 2.
- What is the variance explained by the second component calculated in question 2.
- Fill out the code cells in hw_5.ipynb and answer the questions. Include the answers in your homework document submission as well as in the Jupyter notebook.