Best Projection Space

Best Projection Space

Class Project

Can we come up with a completely Bayesian/Gaussian interpretation of Tangent spaces and learning Tangent distances.

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Of course while we are at it we may chose to optimize over the tangent space (what will be called V).

The tangent space is a sub-space of the image space. So we are looking for a matrix which is not full rank.

The non-full rank matrix that will do the best job of approximating the full space is built from the first few eigenvectors of the covariance matrix.