https://stats.stackexchange.com/questions/259806/anomaly-detection-using-pca-reconstruction-error
Anomaly detection using PCA reconstruction error
I would like to use PCA as a method of anomaly detection, however I'm wondering how this is done exactly (I'm using prcomp in R). I'm really questioning the approach not the R code itself. Am I ri...
stats.stackexchange.com
How to reverse PCA and reconstruct original variables from several principal components?
Principal component analysis (PCA) can be used for dimensionality reduction. After such dimensionality reduction is performed, how can one approximately reconstruct the original variables/features ...
stats.stackexchange.com
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