Math Methods in Data Science – SVD, Gaussians in High Dimension, Best rank approximation.

April 16, 2023April 16, 2023 Discipline: Mathematics
Learning Goal: I’m working on a mathematics exercise and need the explanation and answer to help me learn.

This assignment consists of three exercises (A, 3 and 4), which can be found in the PDF document. Additionally, the PDF includes a reference sheet containing the relevant topics and associated formulas outlined below.

Topics related to the exercises:

Geometry of High Dimensions, Properties of the unit ball, Gaussians in High Dimension, Separating Gaussians, Singular Vector, Singular Value Decomposition, Best Rank-k Approximation, Left Singular Vector and The power method.

The final solution should be handwritten, ensuring clarity and legibility. If you plan to use Chegg, please refrain from doing so, as the submitted work will be checked for plagiarism.

Requirements: as long as it needs

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