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  • Lecture3 DimRed PCA 12 1 22

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    This document summarizes a lecture on machine learning for signal processing given by Sriram Ganapathy and Debarpan Bhattacharya from the Indian Institute of Science. The lecture covers dimensionality reduction using Principal Component Analysis (PCA) as described in chapter 12.1 of PRML by Bishop. PCA projects data into a lower dimensional subspace while preserving maximum variance. It works by finding the eigenvectors of the data covariance matrix that correspond to the largest eigenvalues. Examples are shown applying PCA to handwritten digit data to visualize the principal components and residual reconstruction error.

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    This document summarizes a lecture on machine learning for signal processing given by Sriram Ganapathy and Debarpan Bhattacharya from the Indian Institute of Science. The lecture covers dimensionality reduction using Principal Component Analysis (PCA) as described in chapter 12.1 of PRML by Bishop. PCA projects data into a lower dimensional subspace while preserving maximum variance. It works by finding the eigenvectors of the data covariance matrix that correspond to the largest eigenvalues. Examples are shown applying PCA to handwritten digit data to visualize the principal components and residual reconstruction error.

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    © All Rights Reserved
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    3 views21 pages

    Lecture3 DimRed PCA 12 1 22

    Uploaded by

    lubhawan parihar
    This document summarizes a lecture on machine learning for signal processing given by Sriram Ganapathy and Debarpan Bhattacharya from the Indian Institute of Science. The lecture covers dimensionality reduction using Principal Component Analysis (PCA) as described in chapter 12.1 of PRML by Bishop. PCA projects data into a lower dimensional subspace while preserving maximum variance. It works by finding the eigenvectors of the data covariance matrix that correspond to the largest eigenvalues. Examples are shown applying PCA to handwritten digit data to visualize the principal components and residual reconstruction error.

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    of 21

    MACHINE LEARNING

    FOR
    SIGNAL PROCESSING
    12-1-2022
    Sriram Ganapathy
    Electrical Engineering, Indian Institute of Science,
    sriramg@iisc.ac.in

    Debarpan Bhattacharya
    Electrical Engineering, Indian Institute of Science,
    debarpanb@iisc.ac.in

    http://leap.ee.iisc.ac.in/sriram/teaching/MLSP22/

    Dimensionality Reduction - PCA


    (Chapter 12.1, PRML, Bishop)
    Principal Component Analysis

    ❖ Reducing the data of dimension to lower


    dimension
    ❖ Projecting the data into subspace which preserves
    maximum data variance
    ❖ Maximize variance in projected space
    ❖ Equivalent formulated as minimizing the error
    between the original and projected data points.
    Direction of Maximum Variance
    Minimum Error Formulation

    PRML - C. Bishop (Sec. 12.1)


    PCA Example
    PCA example
    Principal Component Analysis

    ❖ First eigenvectors of data covariance matrix

    ❖ Residual error from PCA

    PRML - C. Bishop (Sec. 12.1)


    PCA

    Handwritten digits used for PCA training…

    PRML - C. Bishop (Sec. 12.1)


    PCA

    Eigen Values Residual Error

    PRML - C. Bishop (Sec. 12.1)


    PCA - Reconstruction
    Eigenvectors

    PCA - Reconstruction

    PRML - C. Bishop (Sec. 12.1)


    Whitening the Data

    Original Data Standardization Whitening

    PRML - C. Bishop (Sec. 12.1)


    Direction of Maximum Variance
    Minimum Error Formulation

    PRML - C. Bishop (Sec. 12.1)


    PCA Example
    Principal Component Analysis

    ❖ First eigenvectors of data covariance matrix

    ❖ Residual error from PCA

    PRML - C. Bishop (Sec. 12.1)


    PCA

    Handwritten digits used for PCA training…

    PRML - C. Bishop (Sec. 12.1)


    PCA

    Eigen Values Residual Error

    PRML - C. Bishop (Sec. 12.1)


    PCA - Reconstruction
    Eigenvectors

    PCA - Reconstruction

    PRML - C. Bishop (Sec. 12.1)


    Whitening the Data

    Original Data Standardization Whitening

    PRML - C. Bishop (Sec. 12.1)


    THANK YOU

    Sriram Ganapathy
    Electrical Engineering, Indian Institute of Science,
    sriramg@iisc.ac.in

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