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JasonPunyon | 8 years ago
You can also compare them on computational complexity, where random projection (O(numPoints * numOriginalDimensions * numProjectedDimensions) smokes PCA or SVD which are cubic in the number of original dimensions.
And then there's simplicity. The random projection method turns on sampling from a normal distribution and then doing a matrix multiplication. There's a whole lot more about PCA to understand (standardizing your data, calculating the covariance matrix, eigenvector decomposition). I doubt I could implement it correctly myself, and I surely couldn't do it in high dimension.
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