Dimensionality reduction

This exercise builds on the in-class exercises on PCA. It also contains the second mandatory assignment. Make sure that you complete the in-class tasks and the exercises before starting the assignment.

Learning goals

After this week's exercises, you should be able to:

Reason about and implement Principal Component Analysis.
Evaluate PCA results using the reconstruction error.
Generate new data by manipulating the latent space.
Notice that this week contains an assignment!