Dimensionality Reduction

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Dimensionality Reduction

Fereshteh Sadeghi
CSEP 546
Motivation

● Clustering
○ One way to summarize a complex real-valued data point with a single categorical variable
● Dimensionality reduction
○ Another way to simplify complex high-dimensional data
○ Summarize data with a lower dimensional real valued vector
Motivation

● Clustering
○ One way to summarize a complex real-valued data point with a single categorical variable
● Dimensionality reduction
○ Another way to simplify complex high-dimensional data
○ Summarize data with a lower dimentional real valued vector

• Given data points in d dimensions


• Convert them to data points in r<d dimensions
• With minimal loss of information
Data Compression
Reduce data from
(inches)

2D to 1D

(cm)

Andrew
Data Compression
Reduce data from
(inches)

2D to 1D

(cm)

Andrew
Data Compression
Reduce data from 3D to 2D

Andrew
Principal Component Analysis (PCA) problem formulation

Reduce from 2-dimension to 1-dimension: Find a direction (a vector )


onto which to project the data so as to minimize the projection error.
Reduce from n-dimension to k-dimension: Find vectors
onto which to project the data, so as to minimize the projection error.

Andrew
Covariance
● Variance and Covariance:
○ Measure of the “spread” of a set of points around their center of mass(mean)
● Variance:
○ Measure of the deviation from the mean for points in one dimension
● Covariance:
○ Measure of how much each of the dimensions vary from the mean with respect to each other

• Covariance is measured between two dimensions


• Covariance sees if there is a relation between two dimensions
• Covariance between one dimension is the variance
Positive: Both dimensions increase or decrease Negative: While one increase the other
together decrease
Covariance

● Used to find relationships between dimensions in high dimensional data sets

The Sample
mean
Eigenvector and Eigenvalue
Ax = λx
A: Square Matirx
λ: Eigenvector or characteristic vector
X: Eigenvalue or characteristic value
• The zero vector can not be an
eigenvector
• The value zero can be eigenvalue
Eigenvector and Eigenvalue
Ax = λx
A: Square Matirx
λ: Eigenvector or characteristic vector
X: Eigenvalue or characteristic value

Example
Eigenvector and Eigenvalue
Ax - λx = 0
Ax =
(A – λI)x = 0
λx
If we define a new matrix B:
B=A–
λI
Bx = 0 BUT! an
If B has an x = B-10 = 0 eigenvector cannot
inverse:
be zero!!
x will be an eigenvector of A if and only if B does
not have an inverse, or equivalently det(B)=0 :
det(A – λI) = 0
Eigenvector and Eigenvalue
Example 1: Find the eigenvalues of

two eigenvalues: −1, − 2


Note: The roots of the characteristic equation can be repeated. That is, λ1 = λ2 =…=
λk. If that happens, the eigenvalue is said to be of multiplicity k.
Example 2: Find the eigenvalues of

λ = 2 is an eigenvector of multiplicity 3.
Principal Component Analysis

Input
:
Set of basis
vectors:
Summarize a D dimensional vector X with K dimensional
feature vector h(x)
Principal Component Analysis

Basis vectors are


orthonormal

New data representation


h(x)
Principal Component Analysis

New data representation


h(x)

Empirical mean of the data


SIFT feature visualization

• The top three principal components of SIFT descriptors from a set of images are computed
• Map these principal components to the principal components of the RGB space
• pixels with similar colors share similar structures
Application: Image compression

Original
Image

• Divide the original 372x492 image into patches:


• Each patch is an instance that contains 12x12 pixels on a grid
• View each as a 144-D vector
PCA compression: 144D 🡪 60D
PCA compression: 144D 🡪 16D
16 most important eigenvectors
PCA compression: 144D ) 6D
6 most important eigenvectors
PCA compression: 144D 🡪 3D
3 most important eigenvectors
PCA compression: 144D 🡪 1D
60 most important eigenvectors

Looks like the discrete cosine bases of JPG!...


2D Discrete Cosine Basis

http://en.wikipedia.org/wiki/Discrete_cosine_transform
Dimensionality reduction
● PCA (Principal Component Analysis):
○ Find projection that maximize the variance
● ICA (Independent Component Analysis):
○ Very similar to PCA except that it assumes non-Guassian features
● Multidimensional Scaling:
○ Find projection that best preserves inter-point distances
● LDA(Linear Discriminant Analysis):
○ Maximizing the component axes for class-separation
●…
●…

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