Computer Vision.pptVIP

Computer Vision Spring 2006 15-385,-685 Instructor: S. Narasimhan Wean 5403 T-R 3:00pm – 4:20pm Lecture #19 Principal Components Analysis Lecture #19 Data Presentation Example: 53 Blood and urine measurements (wet chemistry) from 65 people (33 alcoholics, 32 non-alcoholics). Matrix Format Spectral Format Data Presentation Data Presentation Better presentation than ordinate axes? Do we need a 53 dimension space to view data? How to find the ‘best’ low dimension space that conveys maximum useful information? One answer: Find “Principal Components” Principal Components All principal components (PCs) start at the origin of the ordinate axes. First PC is direction of maximum variance from origin Subsequent PCs are orthogonal to 1st PC and describe maximum residual variance Applications Uses: Data Visualization Data Reduction Data Classification Trend Analysis Factor Analysis Noise Reduction Examples: How many unique “sub-sets” are in the sample? How are they similar / different? What are the underlying factors that influence the samples? Which time / temporal trends are (anti)correlated? Which measurements are needed to differentiate? How to best present what is “interesting”? Which “sub-set” does this new sample rightfully belong? Algebraic Interpretation Given m points in a n dimensional space, for large n, how does one project on to a low dimensional space while preserving broad trends in the data and allowing it to be visualized? Algebraic Interpretation – 1D Given m points in a n dimensional space, for large n, how does one project on to a 1 dimensional space? Choose a line that fits the data so the points are spread out well along the line Algebraic Interpretation – 1D Formally, minimize sum of squares of distances to the line. Why sum of squares? Because it allows fast minimization, assuming the line passes through 0 Algebraic Interpretation – 1D Minimizing sum of squares of distances to the line is the same as maximizing the sum of squ