Weka's PCA is taking too long to run

Question

I am trying to use Weka for feature selection using PCA algorithm.

My original feature space contains ~9000 attributes, in 2700 samples.
I tried to reduce dimensiona

Answer 1

Best

for the construction of your covariance matrix, you can use the following formula which is also used by matlab. It is faster then the apache library.

Whereby Matrix is an m x n matrix. (m --> #databaseFaces)