AI Unit 5
AI Unit 5
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CHAPTER 1
INTRODUCTION TO PATTERN RECOGNITION
SYSTEM
1.1 Overview
One of the most important capabilities of mankind is learning by experience, by our
endeavors, by our faults. By the time we attain an age of five most of us are able to recognize
digits, characters; whether it is big or small, uppercase or lowercase, rotated, tilted. We will
be able to recognize, even if the character is on a mutilated paper, partially occluded or even
on the clustered background. Looking at the history of the human search for knowledge, it is
clear that humans are fascinated with recognizing patterns in nature, understand it, and
attempt to relate patterns into a set of rules. But the question is how this experience can be
used to make machines to learn. The most important challenge is how to generalize these
experiences, how do we make decisions and how our experiences can be built into a
machine? This has been one of the main fundamental principles behind the development of
vast range of theories and concepts that are based on the natural world.
Looking at the history, pattern recognition system has come a long way. Earlier it was
confined to theoretical research in the field of statistics for deriving various models out of the
large amount of data. With the advent in computer technology, number of practical
applications is increased in manifold which lead to further theoretical developments. At
present, pattern recognition has become integral part of any machine intelligence system that
exhibit decision making capabilities. Many different mathematical techniques are used for
this purpose.
Pattern recognition is concerned with the design and development of systems that
recognize patterns in data. The purpose of a pattern recognition program is to analyze a scene
in the real world and to arrive at a description of the scene which is useful for the
accomplishment of some task. The real world observations are gathered through sensors and
pattern recognition system classifies or describes these observations. A feature extraction
mechanism computes numeric or symbolic information from these observations. These
extracted features are then classified or described using a classifier. The process used for
pattern recognition consists of many procedures that ensure efficient description of the
patterns. 1
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1.2 Pattern Recognition
Pattern recognition can be defined as the categorization of input data into identifiable
classes via the extraction of significant features or attributes of the data from a background of
irrelevant detail. Duda and Hart defined it as a field concerned with machine recognition of
meaningful regularities in noisy or complex environments. A more simple definition is
search for structure in data. According to Jain et al. pattern recognition is a general term to
describe a wide range of problems like recognition, description, classification, and grouping
of patterns. Pattern recognition is about guessing or predicting the unknown nature of an
observation, a discrete quantity such as black or white, one or zero, sick or healthy, real or
fake. Watanabe defined a pattern as “opposite of a chaos; it is an entity, vaguely defined, that
could be given a name.” For example, a pattern could be a fingerprint image, a handwritten
word, a human face, or a speech signal. The pattern recognition problems are important in a
variety of engineering and scientific disciplines such as biology, psychology, medicine,
marketing, artificial intelligence, computer vision and remote sensing.
The field of pattern recognition is concerned mainly with the description and analysis
of measurements taken from physical or mental processes. It consists of acquiring raw data
and taking actions based on the “class” of the patterns recognized in the data. Earlier it was
studied as a specialized subject due to higher cost of the hardware for acquiring the data and
to compute the answers. The fast developments in computer technology and resources
enhanced possible various practical applications of pattern recognition, which in turn
contributed to the demands for further theoretical developments.
The design of a pattern recognition system essentially involves the following three
aspects: data representation, Classification and finally, Prototyping. The problem domain
dictates the choice of sensors, pre-processing techniques, representation scheme, and
decision making model.
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i. Representation - It describes the patterns to be recognized;
ii. Classification - It recognizes the “category” to which the patterns provided belong
to;
iii. Prototyping - It is the mechanism used for developing the prototypes or models.
Prototypes are used for representing the different classes to be
recognized.
A general pattern recognition system is shown in the Figure 1.1.1In the first step data
is acquired and preprocessed, this step is followed by feature extraction, feature reduction
and grouping of features, and finally the features are classified. In the classification step, the
trained classifier assigns the input pattern to one of the pattern classes based on the measured
features. The training set used during construction of the classifier is different from the test
set which is used for evaluation. This ensures different performance environment.
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1.3 Pattern Recognition approaches
Patterns generated from the raw data depend on the nature of the data. Patterns may
be generated based on the statistical feature of the data. In some situations, underlying
structure of the data decides the type of the pattern generated. In some other instances,
neither of the two situation exits. In such scenarios a system is developed and trained for
desired responses. Thus, for a given problem one or more of these different approaches may
be used to obtain the solution. Hence, to obtain the desired attributes for a pattern recognition
system, there are many different mathematical techniques. The four best-known approaches
for the pattern recognition are:
1. Template matching
2. Statistical classification
3. Syntactic matching
4. Neural networks
In template matching, the prototype of the pattern to be recognized is compared
against the pattern to be recognized. In the statistical approach, the patterns are described as
random variables, from which class densities can be inferred. Classification is done based on
the statistical modeling of data. In the syntactic approach, a pattern is seen as being
composed of simple sub-patterns which are themselves built from yet simpler sub-patterns,
the simplest being the primitives. Inter relationships between these primitive patterns are
used to represent a more complex pattern. The neural network approach to pattern
recognition is strongly related to the statistical methods, since they can be regarded as
parametric models with their own learning scheme.
The models proposed need not be independent and sometimes the same pattern
recognition method exists with different interpretations. A hybrid system may be built
involving multiple models. The comparison of different approaches is summarized in
Table 1.1.
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Table 1.1: Pattern Recognition Models
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1.3.2 Statistical Pattern Recognition
The statistical pattern recognition approach assumes statistical basis for classification
of data. It generates random parameters that represent the properties of the pattern to be
recognized. The main goal of statistical pattern classification is to find to which category or
class a given sample belongs. Statistical methodologies such as statistical hypothesis testing,
correlation and Bayes classification are used for implementing this method. The effectiveness
of the representation is determined by how well pattern from different classes are well
separated.
To measure the nearness of the given sample with one of the classes, statistical
pattern recognition uses probability of error. Bayesian classifier is a natural choice in
applying statistical methods to pattern recognition. However, its implementation is often
difficult due to the complexity of the problems and especially when the dimensionality of the
system is high. One can also consider simpler solution such as a parametric classifier based
on assumed mathematical forms such as linear, quadratic or piecewise. Initially a parametric
form of the decision boundary is specified; then the best decision boundary of the specified
form is found based on the classification of training samples. Another important issue
concerned with statistical pattern recognition is the estimation of the values of the parameters
since they are not given in practice. In these systems it is always important to understand
how the number of samples affects the classifier design and performance.
1.3.3 Syntactic Pattern Recognition
In many situations there exist interrelationship or interconnection between the
features associated with a pattern. In such circumstances it is appropriate to assume a
hierarchical relationship where a pattern is viewed as being consist of simple sub patterns
which are themselves built with yet another sub pattern. This is the basis of Syntactic pattern
recognition. In this method symbolic data structures such as arrays, strings, trees, or graphs
are used for pattern representation. These data structures define the relations between
fundamental pattern components and allow the representation of hierarchical models. Thus
complex patterns can be represented from simpler ones. The recognition of an unknown
pattern is accomplished by comparing its symbolic representation with a number of
predefined objects. This comparison helps to compute the similarity measurement between
the unknown input and with known patterns.
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The symbolic data structures used for the representation of the patterns are
represented by words of symbols or strings. The individual symbols in a string usually
represent components of the atomic pattern. The strings are however one-dimensional in
nature but many patterns are inherently two or more dimensional. One of the most used and
powerful symbolic structure for higher dimensional data representation is a graph. A graph is
composed of a set of nodes and a set of edges in which the nodes represent simpler sub-
patterns and the edges the relations between those sub-patterns. These relations may be
spatial, temporal or of any other type, depending on the problem. An important subclass of a
graph is a tree. A tree has three different classes of nodes, which are root, interior and leave.
Trees are intermediate between strings and graphs. They are interesting for pattern
recognition applications since they are more powerful than strings as a representation of the
object and computationally less expensive than graphs. Another form of symbolic
representation is the array which is a special type of graph which has the nodes and edges
arranged in a regular form. This type of data structure is very useful for low level pattern
representation.
Structural pattern recognition is found to be good because it provides a description of
how the given pattern is constructed from the primitives in addition to classification. This
method is useful in situations where the patterns have a definite structure which can be
captured in terms of a set of rules. However, due to parsing difficulties the implementation of
a syntactic approach is limited. It is very difficult to use this method for segmentation of
noisy patterns and another problem is inference of the grammar from training data. Powerful
pattern recognition capabilities can be achieved by combining the syntactic and statistical
pattern recognition techniques [Fu 1986].
1.3.4 Neural Network
Neural computing is based on the way by which biological neural system store and
manipulates information. It can be viewed as parallel computing environment consisting of
interconnection of large number of simple processors. Neural network have been successfully
applied in many tasks of pattern recognition and machine learning systems. The structure of
neural system is drawn from analogies with biological neural systems. Many algorithms have
been designed to work with neural network learning have been developed. In these
algorithms, a set of rules defines the evolution process undertaken by the synaptic
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connections of the networks, thus allowing them to learn how to perform specified tasks.
Neural network models uses a network of weighted directed graphs in which the nodes are
artificial neurons and directed edges are connections between neuron outputs and neuron
inputs. The neural networks have the ability to learn complex nonlinear input-output
relationships, use sequential training procedures, and adapt themselves to the data.
Different types of neural networks are used for pattern classification. Among them Feed-
forward network and Kohonen-Network is commonly used. The learning process involves
updating network architecture and connection weights so that a network can efficiently
perform a specific classification/clustering task. The neural network models are gaining
popularity because of their ability to solve pattern recognition problems, seemingly low
dependence on domain-specific knowledge, and due to the availability of efficient learning
algorithms for practitioners to use. Neural networks are also useful for implementing
nonlinear algorithms for feature extraction and classification. In addition, existing feature
extraction and classification algorithms can also be mapped on neural network architectures
for efficient implementation. In spite of the seemingly different underlying principles, most
of the well-known neural network models are implicitly equivalent or similar to classical
statistical pattern recognition methods.
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can lead to a strong reduction of information as compared with the original input data. In
most of the situations relatively small number of features is sufficient for correct recognition.
Obviously feature reduction is a sensitive procedure since if the reduction is done incorrectly
the whole recognition system may fail or may not produce the expected results. Examples of
such transformations are the Fourier transform, Empirical mode decomposition, and the Haar
transform. Feature generation via linear transformation techniques is just one of the many
possibilities. Feature extraction also depends on application in hand and may use different
techniques such as moment-based features, chain codes, and parametric models to obtain
required features.
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classifier in a pattern recognition system and they can be grouped in three classes: classifiers
based on Bayes decision theory, linear and nonlinear classifiers.
The first approach builds upon probabilistic arguments stemming from the statistical
nature of the generated features. This is due to the statistical variation of the patterns as well
as to possible noise obtained in the signal acquisition phase. The objective of this type of
design is to classify an unknown pattern in the most probable class as deduced from the
estimated probability density functions. Even though linear classifiers are more restricted in
their use, the major advantage is their simplicity and computational demand in solving
problems which do not require more sophisticated nonlinear model. Examples of linear
classifiers are the perceptron algorithm and least squares methods. For problems that are not
linearly separable and for which the design of a linear classifier, even in an optimal way,
does not lead to satisfactory performance, the use of nonlinear classifier are mandatory.
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Table 1.2: Examples of different pattern recognition applications
Problem domain Application Input Pattern Pattern Classes
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application of this type is desirable in the manufacturing industry for automated visual
inspection or automation in the assembly line.
Character recognition is another important application in the area of pattern
recognition, with major implications in automation and information handling. Optical
character recognition (OCR) systems consist in a scanning device and pattern recognition
software that translates the scanned imaged into computer coded characters. The advantage
of storing the recognized document are clear since it is more efficient to store ASCII
characters than a document image, also it turns possible further electronic processing. There
is a great interest in systems that recognize handwritten characters besides the machine
printed character recognition systems. A typical commercial application of such system is
machine reading of bank checks. Another application lies in automatic mail sorting machines
for postal code identification in post offices. On-line handwritten recognition systems are
another area of great commercial interest. Such system would accompany pen computers and
greatly improve human computer interface.
Recently, there has been a great amount of effort invested in speech recognition
systems. Speech is the most natural means by which we communicate and exchange
information. The potential application for such a system is numerous. One of the goal of this
kind of system is to enter data into a computer via a microphone and a major effort has been
done towards this direction with considerable success.
Computer-aided diagnosis is also an important and possible application of pattern
recognition systems. The task of these systems would be assisting doctors in making
diagnostic decisions. The need for a computer-aided diagnosis came from the fact that
medical data are often not so easily interpretable. So an automatic pattern recognition system
can assist a doctor with a second opinion.
In addition to the applications described above several other uses of pattern
recognition system are of importance such as fingerprint identification, signature
authentication, and text retrieval, and face and gesture recognition. The field of pattern
recognition still poses some great challenges not just with applied and implementational
problems, but also on the theoretical framework.
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Parameter Estimation
Density estimation when the density is assumed to be in a specific parametric family.
Special cases include maximum likelihood, maximum a posteriori, unbiased estimation,
and predictive estimation. See the section on Parameter estimation techniques.
"Flat Minima"
"Bayesian backpropagation over I-O functions rather than weights"
Bootstrapping
A technique for simulating new data sets, to assess the robustness of a model or to
produce a set of likely models. The new data sets are created by re-sampling with
replacement from the original training set, so each datum may occur more than once. See
"What are cross-validation and bootstrapping?" and "The Bootstrap is Inconsistent with
Probability Theory".
Bagging
Bootstrap averaging. Generate a bunch of models via bootstrapping and then average
their predictions. See "Bagging Predictors", "Why does bagging work?", and "Bayesian
model averaging is not model combination".
Monte Carlo integration
A technique for approximating integrals in Bayesian inference. To approximate the
integral of a function over a domain D, generate samples from a uniform distribution over
D and average the value of the function at those samples. More generally, we can use a
non-uniform proposal distribution, as long as we weight samples accordingly. This is
known as importance sampling (which is an integration method, not a sampling
method). For Bayesian estimation, a popular approach is to sample from the posterior
distribution, even though it is usually not the most efficient proposal distribution. Gibbs
sampling is typically used to generate the samples. Gibbs sampling employs a
succession of univariate samples (a Markov Chain) to generate an approximate sample
from a multivariate density. See "Introduction to Monte Carlo methods", "Probabilistic
Inference using Markov Chain Monte Carlo Methods", and the Markov Chain Monte
Carlo home page. Software includes BUGS and FBM.
Regularization
Any estimation technique designed to impose a prior assumption of "smoothness" on the
fitted function. See "Regularization Theory and Neural Networks Architectures".
Expectation-Maximization (EM)
An optimization algorithm based on iteratively maximizing a lower bound. Commonly
used for maximum likelihood or maximum a posteriori estimation, especially fitting a
mixture of Gaussians. See
Expectation Propagation
To approximate the integral of a function, approximate each factor by sequential
moment-matching. For dynamic systems, it generalizes Iterative Extended Kalman
filtering. For Markov nets, it generalizes belief propagation. See A roadmap to research
on EP.
Newton-Raphson
A method for function optimization which iteratively maximizes a local quadratic
approximation to the objective function (not necessarily a lower bound as in Expectation-
Maximization). If the local approximation is not quadratic, we have a generalized
Newton method. See "Beyond Newton's method".
Iteratively Reweighted Least Squares
A method for maximum likelihood estimation of a generalized linear model. It is
equivalent to Newton-Raphson optimization. See McCullagh&Nelder.
Back-propagation
A method for maximum likelihood estimation of a feed-forward neural network. It is
equivalent to steepest-descent optimization. See Bishop.
Backfitting
A method for maximum likelihood estimation of a generalized additive regression. You
iteratively optimize each f_i while holding the others fixed. It is equivalent to the Gauss-
Seidel method in numerical linear algebra. See Hastie&Tibshirani and "Bayesian
backfitting".
Kalman filtering
An algorithm for inferring the next state or next observation of a Linear Dynamical
System. By making the state a constant, it can also be used for incrementally building up
a maximum-likelihood estimate of a parameter. See "An Introduction to the Kalman
Filter" (with links), "Dynamic Linear Models, Recursive Least Squares and Steepest
Descent Learning", "From Hidden Markov Models to Linear Dynamical Systems", and
Gelb (Ch.4).
Extended Kalman filtering
Kalman filtering applied to general dynamical systems with Gaussian noise. At each step,
the dynamical system is approximated with a linear dynamical system, to which the
Kalman filter is applied. The linear approximation can be iteratively refined to improve
the accuracy of the Kalman filter output. Despite the name, extended Kalman filtering is
not really different from Kalman filtering. See Gelb.
Relaxation labeling
An optimization algorithm for finding the most probable configuration of a Markov
random field. It generalizes the Viterbi algorithm for Markov chains. Other approaches to
this problem include Iterated Complete Modes, simulated annealing, network flow, and
variational lower bounds. See "Foundations of Relaxation Labeling Processes" (Hummel
and Zucker; appears in Readings in Computer Vision), "Self Annealing: Unifying
deterministic annealing and relaxation labeling", "Probabilistic relaxation", and Li.
Deterministic annealing
An optimization technique where the true objective function is morphed into a convex
function by a continuous convexity parameter. Start by solving the convex problem and
gradually morph to the true objective while iteratively recomputing the optimum. It is
called "graduated nonconvexity" in statistical physics, where the convexity parameter
often corresponds to temperature. See
Boosting
A technique for combining models based on adaptive resampling: different data is given
to different models. The idea is to successively omit the "easy" data points, which are
well modeled, so that the later models focus on the "hard" data. See Schapire's page,
"Additive Logistic Regression: a Statistical View of Boosting", "Prediction Games and
Arcing Algorithms", and "Half&Half Bagging and Hard Boundary Points".
Empirical Risk Minimization
A parameter estimation heuristic that seeks parameter values that minimize the "risk" or
"loss" that the model incurs on the training data. In classification, a "loss" usually means
an error, so it corresponds to choosing the model with lowest training error. In regression,
"loss" usually means squared error, so ERM corresponds to choosing the curve with
lowest squared error on the training data. It is thus the most basic (and naive) estimation
heuristic. This method only uses a loss function appropriate for the problem and does not
utilize a probabilistic model for the data. See "Empirical Risk Minimization is an
incomplete inductive principle".
Principal Component Analysis
Principle Component Analysis: A statistical technique used to
examine the interrelations among a set of variables in order
to identify the underlying structure of those variables. Also
called factor analysis.
1. Linearity
• Assumes the data set to be linear combinations of
the variables.
Orthogonal A
are perpendicular to each other in n-dimensional space.
n-Dimensional Space: the variable sample space. There are as
many dimensions as there are variables, so in a data set with 4
variables the sample space is 4-dimensional.
Components: a linear transformation that chooses a variable
system for the data set such that the greatest variance of the data
set comes to lie on the first axis (then called the principal
component), the second greatest variance on the second axis,
and so on ...
Orthogonal Non-orthogonal
Locations along each component (or eigenvector) are then
associated with values across all variables. This association
between the components and the original variables is called the
eigenvalue.
Initial Eigenv alues Extraction Sums of Squared Loadings Rotation Sums of Squared Loadings
Component Total % of Variance Cumulat iv e % Total % of Variance Cumulat iv e % Total % of Variance Cumulat iv e %
1 2.533 42.211 42.211 2.533 42.211 42.211 1.887 31.452 31.452
2 1.565 26.084 68.295 1.565 26.084 68.295 1.880 31.328 62.780
3 1.504 25.073 93.368 1.504 25.073 93.368 1.835 30.587 93.368
4 .174 2.901 96.269
5 .119 1.988 98.257
6 .105 1.743 100.000
Extraction Method: Principal Component Analy sis.
Cut-off point
Rotated
RotatedComponent Matrixa(a)
ComponentMatrix
Component
1 2 3
Corn -.065 .936 .214
Wheat -.104 .952 -.057
Groceries .962 -.092 -.086
Dry Goods .963 -.074 -.092
Flour -.126 -.097 .954
Whiskey -.057 .275 .927
Extraction Method: Principal Component Analy sis.
Rotation Met hod: Varimax wit h Kaiser Normalization.
a. Rotation conv erged in 4 iterations.
Scoreik D ij L jk
Examining the component scores for each town may give some
clues as to the interpretation of the components.
Component Score Box Plot
Easton, Philadelphia, and
Northumberland are the
only towns that load highly
on a single component.
Scoring highly on a single component simply means that the
original variable values for these locations are overwhelmingly
explained by a single component.
Component
1 2 3
Corn -.065 .936 .214
Wheat -.104 .952 -.057
Groceries .962 -.092 -.086
Dry Goods .963 -.074 -.092
Flour -.126 -.097 .954
Whiskey -.057 .275 .927
Extraction Method: Principal Component Analy sis.
Rotation Met hod: Varimax wit h Kaiser Normalization.
a. Rotation conv erged in 4 iterations.
Town Component Scores
Correlation Matrix
Corn Wheat Groceries DryGoods Flour Whiskey
Corn 1.000 .812 -.163 -.160 .108 .450
Wheat .812 1.000 -.183 -.157 -.096 .198
Groceries -.163 -.183 1.000 .883 -.191 -.164
Correlation
DryGoods -.160 -.157 .883 1.000 -.198 -.163
Flour .108 -.096 -.191 -.198 1.000 .806
Whiskey .450 .198 -.164 -.163 .806 1.000
• So, if you had a 3-dimensional data set (x,y,z), then you could
measure the covariance between the x and y dimensions, the y
and z dimensions, and the x and z dimensions. Measuring the
covariance between x and x , or y and y , or z and z would give
you the variance of the x , y and z dimensions respectively.
Covariance Matrix
• Representing Covariance between dimensions as a
matrix e.g. for 3 dimensions:
cov(x,x) cov(x,y) cov(x,z)
C = cov(y,x) cov(y,y) cov(y,z)
cov(z,x) cov(z,y) cov(z,z)
Variances
• Diagonal is the variances of x, y and z
• cov(x,y) = cov(y,x) hence matrix is symmetrical about
the diagonal
• N-dimensional data will result in NxN covariance
matrix
Covariance
• What is the interpretation of covariance
calculations?
e.g.: 2 dimensional data set
x: number of hours studied for a subject
y: marks obtained in that subject
covariance value is say: 104.53
what does this value mean?
Covariance examples
X
Covariance
• Exact value is not as important as it’s sign.
1 2 4 3 5 6
2 4 8 6 10 12
3 6 12 9 15 18
1 1 2 1 4 1
2 =1* 2 4 =2* 2 8 =4* 2
3 3 6 3 12 3
3 1 5 1 6 1
6 =3* 2 10 = 5 * 2 12 = 6 * 2
9 3 15 3 18 3
PCA Toy Example
1 1 2 1 4 1
2 =1* 2 4 =2* 2 8 =4* 2
3 3 6 3 12 3
3 1 5 1 6 1
6 =3* 2 10 = 5 * 2 12 = 6 * 2
9 3 15 3 18 3
p3
p2
p1
p3
p2
p1
In this coordinate system, every point has only one non-zero coordinate: we
only need to store the direction of the line (a 3 bytes image) and the non-
zero coordinate for each of the points (6 bytes).
Principal Component Analysis
(PCA)
• Given a set of points, how do we know
if they can be compressed like in the
previous example?
– The answer is to look into the
correlation between the points
– The tool for doing this is called PCA
PCA
• By finding the eigenvalues and eigenvectors of the
covariance matrix, we find that the eigenvectors with
the largest eigenvalues correspond to the dimensions
that have the strongest correlation in the dataset.
• This is the principal component.
• PCA is a useful statistical technique that has found
application in:
– fields such as face recognition and image compression
– finding patterns in data of high dimension.
PCA Theorem
Let x1 x2 … xn be a set of n N x 1 vectors and let x be their
average:
PCA Theorem
Let X be the N x n matrix with columns
x1 - x, x2 – x,… xn –x :
Notes:
1. Q is square
2. Q is symmetric
3. Q is the covariance matrix [aka scatter matrix]
4. Q can be very large (in vision, N is often the number of
pixels in an image!)
PCA Theorem
Theorem:
Each xj can be written as:
Notes:
1. The eigenvectors e1 e2 … en span an eigenspace
2. e1 e2 … en are N x 1 orthonormal vectors (directions in
N-Dimensional space)
3. The scalars gji are the coordinates of xj in the space.
Using PCA to Compress Data
• Expressing x in terms of e1 … en has not
changed the size of the data
•Assuming that
•Then
PCA Example –STEP 1
http://kybele.psych.cornell.edu/~edelman/Psych-465-Spring-2003/PCA-tutorial.pdf
• DATA:
• x y
• 2.5 2.4
• 0.5 0.7
• 2.2 2.9
mean
• 1.9 2.2
• 3.1 3.0 this becomes the
• 2.3 2.7
• 2 1.6
new origin of the
• 1 1.1 data from now on
• 1.5 1.6
• 1.1 0.9
PCA Example –STEP 2
• Calculate the covariance matrix
cov = .616555556 .615444444
.615444444 .716555556
find projection
that maximizes
variance
Covariance to variance
w x
2 2
T
w x w Cw
T T
wi Cij w j
ij
Maximizing variance
• Principal eigenvector of C
– the one with the largest eigenvalue.
w arg max w Cw
* T
w: w 1
w Cw
*T *
Implementing PCA
Where:
• U is m x m and its columns are orthonormal vectors
• V is n x n and its columns are orthonormal vectors
• D is m x n diagonal and its diagonal elements are called
the singular values of X, and are such that:
1 ¸ 2 ¸ … n ¸ 0
SVD Properties
2 1 – 3.2 – 1.6
3 4 – 2.2 1.4
Data: Y= 5 0 Centre each column on its mean: Yc = y – y = – 0.2 – 2.6
7 6 1.8 3.4
9 2 3.8 – 0.6
1
Covariance matrix (2 variables): - Y c' Yc = 8.2 1.6
S = -----------
n –1 1.6 5.8
90
Eigenvalues: 1= 9, 2= 5 Matrix of eigenvalues: =
05
-4 -2 0 2 4
Principal component analysis (PCA) 393
y2 y2
(y2 – y2 )
6
(a) 6
(b)
4 4
(y1 – y1)
2 2
0 0
0 2 8 10
y1
0 2 4 6 8 10
y1
4 6
y2 (y2 – y2 )
II (c) (d)
6 II
2 I
4 2
1 4
1
I 2 (y1 – y1)
–4 –2 2 4 2
–1
–1
–2 –2
26° 34' –2
0 –4
0 2 4 6 8 10
y1
Figure 9.2 Numerical example of principal component analysis. (a) Five objects are plotted with respect to
descriptors y1 and y2 . (b) After centring the data, the objects are now plotted with respect to
y 1 – y 1 and y 2 – y2 , represented by dashed axes. (c) The objects are plotted with
reference to principal axes I and II, which are centred with respect to the scatter of points.
(d) The two systems of axes (b and c) can be superimposed after a rotation of 26 34'.
II II
1 y2 II
6
(a) 2 y2
(b)
0 I
4 y2
1
y1
= 76° 35'
–1
2
–1 0 1 0 I
0 I
–1 y1
–2 y1
–2
–2 –1 0 1 2 3
–6 –4 –2 0 2 4
Fig. 9.3 Numerical example from Fig. 9.2. Distance and correlation biplots are discussed in
Subsection 9.1.4. (a) Distance biplot. The eigenvectors are scaled to lengths 1.
Inset: descriptors (matrix U). Main graph: descriptors (matrix U; arrows) and
objects (matrix F; dots). The interpretation of the object-descriptor relationships is
not based on their proximity, but on orthogonal projections (dashed lines) of the
objects on the descriptor-axes or their extensions. (b) Correlation biplot.
Descriptors (matrix U 1/2 ; arrows) with a covariance angle of 76 35'. Objects
(matrix G; dots). Projecting the objects orthogonally on a descriptor (dashed lines)
reconstructs the values of the objects along that descriptors, to within a
multiplicative constant.
These two projections respect the biplot rule, that the product of the two projected
matrices reconstruct the data Y:
0.78016 0.20336
Matrix of eigenvectors of Q'Q (c c) : U(c k) = – 0.20383 –0.81145
– 0.59144 0.54790
– 0.53693 0.55831
–1/2
Matrix of eigenvectors of QQ' (r r) : Û (r k) = QU = – 0.13043 –0.79561
0.83349 0.23516
Compute matrices F and V for scaling 1 biplot, and V̂ and F̂ for scaling 2 biplot:
CA biplot CA biplot
scaling type 1 scaling type 2
Sp.3
● Site_1
● Site_3
Sp.1
● Site_1 Sp. 3
● Site_3
Sp.1
● Sit e_2
Sp.2
● Site_2
Sp.2
-1.5 -1.0 -0.5 0.0 0.5 1.0 1. 5 2.0 -1.0 -0.5 0.0 0.5 1.0 1.5 2.0
CA axis 1 CA axis 1
Calculation details
Compute matrices V, V̂ , F, and F̂ used in the ordination biplots:
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Introduction
Linear Discriminant Analysis (LDA) is most commonly used as dimensionality reduction technique in the pre-
processing step for pattern-classification and machine learning applications. The goal is to project a dataset onto a
lower-dimensional space with good class-separability in order avoid overfitting (“curse of dimensionality”) and
also reduce computational costs.
Ronald A. Fisher formulated the Linear Discriminant in 1936 (The Use of Multiple Measurements in Taxonomic
Problems), and it also has some practical uses as classifier. The original Linear discriminant was described for a 2-
class problem, and it was then later generalized as “multi-class Linear Discriminant Analysis” or “Multiple
Discriminant Analysis” by C. R. Rao in 1948 (The utilization of multiple measurements in problems of biological
classification)
The general LDA approach is very similar to a Principal Component Analysis (for more information about
the PCA, see the previous article Implementing a Principal Component Analysis (PCA) in Python step by
step), but in addition to finding the component axes that maximize the variance of our data (PCA), we are
additionally interested in the axes that maximize the separation between multiple classes (LDA).
So, in a nutshell, often the goal of an LDA is to project a feature space (a dataset n-dimensional samples) onto a
smaller subspace k
Both Linear Discriminant Analysis (LDA) and Principal Component Analysis (PCA) are linear transformation
techniques that are commonly used for dimensionality reduction. PCA can be described as an “unsupervised”
algorithm, since it “ignores” class labels and its goal is to find the directions (the so-called principal components)
that maximize the variance in a dataset. In contrast to PCA, LDA is “supervised” and computes the directions
(“linear discriminants”) that will represent the axes that that maximize the separation between multiple classes.
Although it might sound intuitive that LDA is superior to PCA for a multi-class classification task where the class
labels are known, this might not always the case.
For example, comparisons between classification accuracies for image recognition after using PCA or LDA show
that PCA tends to outperform LDA if the number of samples per class is relatively small (PCA vs. LDA, A.M.
Martinez et al., 2001). In practice, it is also not uncommon to use both LDA and PCA in combination: E.g., PCA
for dimensionality reduction followed by an LDA.
What is a “good” feature subspace?
-dimensional dataset by projecting it onto a (k)-dimensional subspace (where k<d). So, how do we know what size
we should choose for k (k
= the number of dimensions of the new feature subspace), and how do we know if we have a feature space that
represents our data “well”?
Later, we will compute eigenvectors (the components) from our data set and collect them in a so-called scatter-
matrices (i.e., the in-between-class scatter matrix and within-class scatter matrix).
Each of these eigenvectors is associated with an eigenvalue, which tells us about the “length” or “magnitude” of
the eigenvectors.
If we would observe that all eigenvalues have a similar magnitude, then this may be a good indicator that our data
is already projected on a “good” feature space.
And in the other scenario, if some of the eigenvalues are much much larger than others, we might be interested in
keeping only those eigenvectors with the highest eigenvalues, since they contain more information about our data
distribution. Vice versa, eigenvalues that are close to 0 are less informative and we might consider dropping those
for constructing the new feature subspace.
Summarizing the LDA approach in 5 steps
Listed below are the 5 general steps for performing a linear discriminant analysis; we will explore them in more
detail in the following sections.
1. Compute the d -dimensional mean vectors for the different classes from the
dataset.
2. Compute the scatter matrices (in-between-class and within-class scatter
matrix).
3. Compute the eigenvectors (e1,e2,...,ed) and corresponding eigenvalues
( 1, 2,..., d) for the scatter matrices.
4. Sort the eigenvectors by decreasing eigenvalues and choose k eigenvectors
with the largest eigenvalues to form a d×k dimensional matrix W (where
every column represents an eigenvector).
5. Use this d×k eigenvector matrix to transform the samples onto the new
subspace. This can be summarized by the matrix multiplication: Y=X×W
(where X is a n×d-dimensional matrix representing the n samples, and yy are
the transformed n×k-dimensional samples in the new subspace).
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