In the AI and Machine Learning module, there exists a document in Lesson 2 “Data Preparation and Model Selection” title “Singular Value Decomposition”. In the contained example, three SVDs are calculated. The values of the SVDs are: 1.63, 0.49, and 1.45.
The author of the document says that the SVDs are ordered by the magnitude of their associated SVD values. In the example, SVD2 (value = 0.49) is said to be more important than SVD3 (value = 1.45). That SVD2 is said to be more important than SVD3 is contrary to the method of assigning importance by the magnitude of the SVD.
My question is, why was SVD2 selected over SVD3, if magnitude of the SVD is used to select (or remove) a SVD?
Thank you,
Bill Donaldson