Developer Guide for Intel® Data Analytics Acceleration Library 2018 Update 2
Given the results of the PCA algorithm, data set
of eigenvalues in decreasing order, full number of principal components
p and reduced number of components
p
r
≤
p the problem is to evaluate the explained variances radio and noise variance.
QualityMetricsId for the PCA algorithm is explainedVarianceMetrics.
For description of the default PCA quality metrics, refer to Details.