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peeush-agarwal/compute_eigen_vals.py

Created March 14, 2022 17:25
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PCA: computation of eigen values for the dataframe
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compute_eigen_vals.py
import numpy as np
cov_mat = np.cov(X_train_std.T)
eigen_vals, eigen_vecs = np.linalg.eig(cov_mat)
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