Indeed, projection onto the principal subspace is a kind of regularization, which makes for better generalization. This kind of makes sense intuitively. These

Indeed, projection onto the principal subspace is a kind of regularization, which makes for better generalization. This kind of makes sense intuitively. These slides go into more detail (the whole course is great), where it says "Projection regularizes!" http://www.mit.edu/~9.520/spring09/Classes/class07_spectral.pdf http://www.mit.edu/~9.520/spring09/Classes/class07_spectral....