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Data Science In Python: Unsupervised Learning
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Proof of the Singular Value Decomposition
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Singular Value Decomposition (SVD) is a fundamental concept in linear algebra, and it is particularly important in the field of machine learning for tasks such as dimensionality reduction, data compression, and noise reduction.
Sometimes, the same categorical variable is studied over different time periods or across different cohorts at the same time. One may consider, for example, a study of voting behaviour of different age groups across different elections, or the study of the same variable exposed to a child and a parent. For such studies, it is interesting to investigate how similar, or different, the variable is between the two time points or cohorts and so a study of the departure from symmetry of the variable is important. In this paper, we present a method of visualising any departures from symmetry using correspondence analysis. Typically, correspondence analysis uses Pearson’s chi-squared statistic as the foundation for all of its numerical and visual features. In the case of studying the symmetry of a variable, Bowker’s chi-squared statistic, presented in 1948, provides a simple numerical means of assessing symmetry. Therefore, this paper shall discuss how a correspondence analysis can be perf
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