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MPIG Open Seminar 0110 Dimensionality Reduction袁洪慧Machine Perception and Interaction Group (MPIG) .cn 公众号:mpig_robotoutlineMotivation I : Data compression Motivation II: VisualizationPrincipal component analysis problem formulationPrincipal component analysis algorithmChoosing the number of principal componentsReconstruction from compressed representationAdvice for applying PCAMotivation I:Data Compression Data CompressionReduce data from 2D to 1Dinches)((cm) Data CompressionReduce data from 2D to 1Dinches)((cm)Data CompressionReduce data from 3D to 2DX3X3Z2X2X1X2Z1X1Motivation II:Data Visualization GDPPer GDPdevelopment indexLife expectancyPoverty indexHousehold e…Canada1.5770.90880.732.667.293…China5.8787.540.6877346.910.22…India1.6323.410.54764.736.80.735…Russia1.4819.840.75565.539.90.72…Singapore0.22356.690.8668042.567.1…USA14.52746.860.9178.340.884.3……………………?Data VisualizationData VisualizationCountry1.2Canada1.60.31.7ChinaIndia1.60.21.4Russia0.50.5Singapore1.71.52USA………Data VisualizationZ2Z1Principal component analysis problem formulationPrincipal Component Analysis Problem FormulationPrincipal Component Analysis Problem FormulationReduce 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 k vectors ,……, onto which to project the data, so as to minimize the projection error. PCA is not linear regressionPrincipal component analysis algorithmData PreprocessingTraining set:,,…….Preprocessing ( feature scaling /mean normalization): Replace each with - .If different features on different scales ( e.g., = size of house, = number of bedrooms), scale features to have comparable range of values.=Principal Component Analysis (PCA) Algorithmp61p60Reduce data from 3D to 2DReduce data from 2D to 1DPrincipal Component Analysis (PCA) AlgorithmReduce data from n-dimensions to k-dimensionsCompute “covariance matrix”:Compute “eigenvectors”

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