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Dimensions of the projected data sample matrix

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With a data sample containing d = 250 features and N = 5,000,000 observations, what are the number of eigenvectors and eigenvalues that we would obtain via decomposition of the sample covariance matrix? If we select only the top 10% of the eigenvectors for dimensionality reduction, what would be the dimensions of the projected data sample matrix?

Reference no: EM133296551

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