Difference between revisions of "Principal Component Analysis"
Jump to navigation
Jump to search
Kevin Dunn (talk | contribs) m |
Kevin Dunn (talk | contribs) m |
||
| Line 1: | Line 1: | ||
__NOTOC__ | {{ClassSidebar | ||
| date = 16, 23, 30 September 2011 | |||
| vimeoID1 = 29191853 | |||
| vimeoID2 = 29230126 | |||
| vimeoID3 = 29241472 | |||
| vimeoID4 = 29528378 | |||
| vimeoID5 = 29539202 | |||
| vimeoID6 = 29563468 | |||
| vimeoID7 = 29884276 | |||
| vimeoID8 = 29911568 | |||
| vimeoID9 = | |||
| course_notes_PDF = | |||
| course_notes_alt = Course notes | |||
| overheads_PDF = | |||
| overheads_PDF_alt = Projector notes | |||
| assignment_instructions = | |||
| assignment_solutions = | |||
| video_download_link_MP4 = http://connectmv.com/media/latent/video/Class-2A.mp4 | |||
| video_download_link2_MP4 = http://connectmv.com/media/latent/video/Class-2B.mp4 | |||
| video_download_link3_MP4 = http://connectmv.com/media/latent/video/Class-2C.mp4 | |||
| video_download_link4_MP4 = http://connectmv.com/media/latent/video/Class-3A.mp4 | |||
| video_download_link5_MP4 = http://connectmv.com/media/latent/video/Class-3B.mp4 | |||
| video_download_link6_MP4 = http://connectmv.com/media/latent/video/Class-3C.mp4 | |||
| video_download_link7_MP4 = http://connectmv.com/media/latent/video/Class-4A.mp4 | |||
| video_download_link8_MP4 = http://connectmv.com/media/latent/video/Class-4B.mp4 | |||
| video_download_link9_MP4 = | |||
| video_download_link_MP4_size = 290 Mb | |||
| video_download_link2_MP4_size = 306 Mb | |||
| video_download_link3_MP4_size = 294 Mb | |||
| video_download_link4_MP4_size = 152 Mb | |||
| video_download_link5_MP4_size = 276 Mb | |||
| video_download_link6_MP4_size = 333 Mb | |||
| video_download_link7_MP4_size = 198 Mb | |||
| video_download_link8_MP4_size = 180 Mb | |||
| video_download_link9_MP4_size = Mb | |||
| video_notes1 = | |||
| video_notes2 = | |||
| video_notes3 = | |||
| video_notes4 = | |||
| video_notes5 = | |||
| video_notes6 = | |||
}}__NOTOC__ | |||
== Class 2 == | == Class 2 == | ||
| Line 41: | Line 82: | ||
<pdfreflow> | <pdfreflow> | ||
class_date = 23 September 2011 [580 Kb] | class_date = 23, 30 September 2011 [580 Kb] | ||
button_label = Create my projector slides! | button_label = Create my projector slides! | ||
show_page_layout = 1 | show_page_layout = 1 | ||
| Line 60: | Line 101: | ||
** The [http://en.wikipedia.org/wiki/Lagrange_multiplier Lagrange multiplier principle] for solving simple, equality constrained optimization problems. | ** The [http://en.wikipedia.org/wiki/Lagrange_multiplier Lagrange multiplier principle] for solving simple, equality constrained optimization problems. | ||
===Background reading === | ===Background reading === | ||
* Reading on [http://literature.connectmv.com/item/12/cross-validatory-estimation-of-the-number-of-components-in-factor-and-principal-components-models cross validation] | * Reading on [http://literature.connectmv.com/item/12/cross-validatory-estimation-of-the-number-of-components-in-factor-and-principal-components-models cross validation] | ||
Revision as of 01:56, 11 April 2012
| Class date(s): | 16, 23, 30 September 2011 | ||||
| |||||
| |||||
| |||||
| |||||
| |||||
| |||||
| |||||
| |||||
Class 2
<pdfreflow> class_date = 16 September 2011 [1.65 Mb] button_label = Create my projector slides! show_page_layout = 1 show_frame_option = 1 pdf_file = lvm-class-2.pdf </pdfreflow> or you may download the class slides directly.
- Download these 3 CSV files and bring them on your computer:
- Peas dataset: http://datasets.connectmv.com/info/peas
- Food texture dataset: http://datasets.connectmv.com/info/food-texture
- Food consumption dataset: http://datasets.connectmv.com/info/food-consumption
Background reading
- Reading for class 2
- Linear algebra topics you should be familiar with before class 2:
- matrix multiplication
- that matrix multiplication of a vector by a matrix is a transformation from one coordinate system to another (we will review this in class)
- linear combinations (read the first section of that website: we will review this in class)
- the dot product of 2 vectors, and that they are related by the cosine of the angle between them (see the geometric interpretation section)
This illustration should help better explain what I trying to get across in class 2B
- \(p_1\) and \(p_2\) are the unit vectors for components 1 and 2.
- \( \mathbf{x}_i \) is a row of data from matrix \( \mathbf{X}\).
- \(\hat{\mathbf{x}}_{i,1} = t_{i,1}p_1\) = the best prediction of \( \mathbf{x}_i \) using only the first component.
- \(\hat{\mathbf{x}}_{i,2} = t_{i,2}p_2\) = the improvement we add after the first component to better predict \( \mathbf{x}_i \).
- \(\hat{\mathbf{x}}_{i} = \hat{\mathbf{x}}_{i,1} + \hat{\mathbf{x}}_{i,2} \) = is the total prediction of \( \mathbf{x}_i \) using 2 components and is the open blue point lying on the plane defined by \(p_1\) and \(p_2\). Notice that this is just the vector summation of \( \hat{\mathbf{x}}_{i,1}\) and \( \hat{\mathbf{x}}_{i,2}\).
- \(\mathbf{e}_{i,2} \) = is the prediction error vector because the prediction \(\hat{\mathbf{x}}_{i} \) is not exact: the data point \( \mathbf{x}_i \) lies above the plane defined by \(p_1\) and \(p_2\). This \(e_{i,2} \) is the residual distance after using 2 components.
- \( \mathbf{x}_i = \hat{\mathbf{x}}_{i} + \mathbf{e}_{i,2} \) is also a vector summation and shows how \( \mathbf{x}_i \) is broken down into two parts: \(\hat{\mathbf{x}}_{i} \) is a vector on the plane, while \( \mathbf{e}_{i,2} \) is the vector perpendicular to the plane.
Class 3
<pdfreflow> class_date = 23, 30 September 2011 [580 Kb] button_label = Create my projector slides! show_page_layout = 1 show_frame_option = 1 pdf_file = lvm-class-3.pdf </pdfreflow> or you may download the class slides directly.
Background reading
- Least squares:
- what is the objective function of least squares
- how to calculate the regression coefficient \(b\) for \(y = bx + e\) where \(x\) and \(y\) are centered vectors
- understand that the residuals in least squares are orthogonal to \(x\)
- Some optimization theory:
- How an optimization problem is written with equality constraints
- The Lagrange multiplier principle for solving simple, equality constrained optimization problems.
Background reading
- Reading on cross validation