Eigen Portraits

As discussed in Chapter 5 of our new book, "Big Data Science in Finance" (Irene Aldridge and Marco Avellaneda, Wiley 2021), unsupervised learning helps up identify key factors in the data, without any hypotheses. Experience the capabilities of Big Data Science yourself in image reconstruction. Here. Now.

Experiment with your own images

  1. Upload an image
  2. Receive optimal image reconstruction with unsupervised learning

This image contains 400 columns. The optimal number of factors comprising the columns is 83. For more details and the code see Code for Chapter 5 on this website.

Original Image
Scree Plot of the Original Image
Optimal Reconstruction of the Original Image
Reconstruction of the Original Image with 5 PCs
Reconstruction of the Original Image with 20 PCs

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