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Factor and Component Analysis

Why Factor or Component Analysis?

We study phenomena that can not be directly observed
ego, personality, intelligence in psychology Underlying factors that govern the observed data

We want to identify and operate with underlying latent factors rather than the observed data
E.g. topics in news articles Transcription factors in genomics

We want to discover and exploit hidden relationships

beautiful car and gorgeous automobile are closely related So are driver and automobile But does your search engine know this? Reduces noise and error in results

Why Factor or Component Analysis?

We have too many observations and dimensions
To reason about or obtain insights from To visualize Too much noise in the data Need to reduce them to a smaller set of factors Better representation of data without losing much information Can build more effective data analyses on the reduceddimensional space: classification, clustering, pattern recognition

Combinations of observed variables may be more effective bases for insights, even if physical meaning is obscure

Factor or Component Analysis

Discover a new set of factors/dimensions/axes against which to represent, describe or evaluate the data
For more effective reasoning, insights, or better visualization Reduce noise in the data Typically a smaller set of factors: dimension reduction Better representation of data without losing much information Can build more effective data analyses on the reduceddimensional space: classification, clustering, pattern recognition

Factors are combinations of observed variables

May be more effective bases for insights, even if physical meaning is obscure Observed data are described in terms of these factors rather than in terms of original variables/dimensions

Basic Concept
Areas of variance in data are where items can be best discriminated and key underlying phenomena observed
Areas of greatest signal in the data

If two items or dimensions are highly correlated or dependent

They are likely to represent highly related phenomena If they tell us about the same underlying variance in the data, combining them to form a single measure is reasonable
Parsimony Reduction in Error

So we want to combine related variables, and focus on uncorrelated or independent ones, especially those along which the observations have high variance We want a smaller set of variables that explain most of the variance in the original data, in more compact and insightful form

Basic Concept
What if the dependences and correlations are not so strong or direct? And suppose you have 3 variables, or 4, or 5, or 10000? Look for the phenomena underlying the observed covariance/co-dependence in a set of variables
Once again, phenomena that are uncorrelated or independent, and especially those along which the data show high variance

These phenomena are called factors or principal components or independent components, depending on the methods used
Factor analysis: based on variance/covariance/correlation Independent Component Analysis: based on independence

Principal Component Analysis

Most common form of factor analysis The new variables/dimensions
Are linear combinations of the original ones Are uncorrelated with one another
Orthogonal in original dimension space

Capture as much of the original variance in the data as possible Are called Principal Components

Some Simple Demos

http://www.cs.mcgill.ca/~sqrt/dimr/dimreductio

What are the new axes?

Original Variable B PC 2 PC 1

Original Variable A

Orthogonal directions of greatest variance in data Projections along PC1 discriminate the data most along any one axis

Principal Components
First principal component is the direction of greatest variability (covariance) in the data Second is the next orthogonal (uncorrelated) direction of greatest variability
So first remove all the variability along the first component, and then find the next direction of greatest variability

And so on

Principal Components Analysis (PCA)

Principle
Linear projection method to reduce the number of parameters Transfer a set of correlated variables into a new set of uncorrelated variables Map the data into a space of lower dimensionality Form of unsupervised learning

Properties
It can be viewed as a rotation of the existing axes to new positions in the space defined by original variables New axes are orthogonal and represent the directions with maximum variability

Computing the Components

Data points are vectors in a multidimensional space Projection of vector x onto an axis (dimension) u is u.x Direction of greatest variability is that in which the average square of the projection is greatest
I.e. u such that E((u.x)2) over all x is maximized (we subtract the mean along each dimension, and center the original axis system at the centroid of all data points, for simplicity) This direction of u is the direction of the first Principal Component

Computing the Components

E((u.x)2) = E ((u.x) (u.x)T) = E (u.x.x T.uT) The matrix C = x.xT contains the correlations (similarities) of the original axes based on how the data values project onto them So we are looking for w that maximizes uCuT, subject to u being unit-length It is maximized when w is the principal eigenvector of the matrix C, in which case
uCuT = uuT = if u is unit-length, where is the principal eigenvalue of the correlation matrix C
The eigenvalue denotes the amount of variability captured along that dimension

Why the Eigenvectors?

Maximise uTxxTu s.t uTu

=1 Construct Langrangian uTxxTu uTu Vector of partial derivatives set to zero xxTu u = (xxT I) u = 0 As u 0 then u must be an eigenvector of xxT with eigenvalue

Singular Value Decomposition

The first root is called the prinicipal eigenvalue which has an associated orthonormal (uTu = 1) eigenvector u Subsequent roots are ordered such that 1> 2 > > M with rank(D) non-zero values. Eigenvectors form an orthonormal basis i.e. uiTuj = ij The eigenvalue decomposition of xxT = UUT where U = [u1, u2, , uM] and = diag[ 1, 2, , M] Similarly the eigenvalue decomposition of xTx = VVT The SVD is closely related to the above x=U 1/2 VT The left eigenvectors U, right eigenvectors V, singular values = square root of eigenvalues.

Computing the Components

Similarly for the next axis, etc. So, the new axes are the eigenvectors of the matrix of correlations of the original variables, which captures the similarities of the original variables based on how data samples project to them

Geometrically: centering followed by rotation

Linear transformation

PCs, Variance and Least-Squares

The first PC retains the greatest amount of variation in the sample The kth PC retains the kth greatest fraction of the variation in the sample The kth largest eigenvalue of the correlation matrix C is the variance in the sample along the kth PC The least-squares view: PCs are a series of linear least squares fits to a sample, each orthogonal to all previous ones

How Many PCs?

For n original dimensions, correlation matrix is nxn, and has up to n eigenvectors. So n PCs. Where does dimensionality reduction come from?

Dimensionality Reduction
Can ignore the components of lesser significance.
25 20 15 10 Variance (%) 5 0 PC1 PC2 PC3 PC4 PC5 PC6 PC7 PC8 PC9 PC10

You do lose some information, but if the eigenvalues are small, you dont lose much
n dimensions in original data calculate n eigenvectors and eigenvalues choose only the first p eigenvectors, based on their eigenvalues final data set has only p dimensions

Computing and Using PCA: Text Search Example

PCA/FA
Principal Components Analysis
Extracts all the factor underlying a set of variables The number of factors = the number of variables Completely explains the variance in each variable
Parsimony?!?!?!

Factor Analysis
Also known as Principal Axis Analysis Analyses only the shared variance
NO ERROR!

Vector Space Model for Documents

Documents are vectors in multi-dim Euclidean space
Each term is a dimension in the space: LOTS of them Coordinate of doc d in dimension t is prop. to TF(d,t)
TF(d,t) is term frequency of t in document d

Term-document matrix, with entries being normalized TF values

t*d matrix, for t terms and d documents

Queries are also vectors in the same space

Treated just like documents

Rank documents based on similarity of their vectors with the query vector
Using cosine distance of vectors

Problems
Looks for literal term matches
Terms in queries (esp short ones) dont always capture users information need well

Problems:
Synonymy: other words with the same meaning
Car and automobile

Polysemy: the same word having other meanings

Apple (fruit and company)

What if we could match against concepts, that represent related words, rather than words themselves

Example of Problems

-- Relevant docs may not have the query terms but may have many related terms -- Irrelevant docs may have the query terms but may not have any related terms

Latent Semantic Indexing (LSI)

Uses statistically derived conceptual indices instead of individual words for retrieval Assumes that there is some underlying or latent structure in word usage that is obscured by variability in word choice Key idea: instead of representing documents and queries as vectors in a t-dim space of terms
Represent them (and terms themselves) as vectors in a lower-dimensional space whose axes are concepts that effectively group together similar words These axes are the Principal Components from PCA

Example
Suppose we have keywords
Car, automobile, driver, elephant

We want queries on car to also get docs about drivers and automobiles, but not about elephants
What if we could discover that the cars, automobiles and drivers axes are strongly correlated, but elephants is not How? Via correlations observed through documents If docs A & B dont share any words with each other, but both share lots of words with doc C, then A & B will be considered similar E.g A has cars and drivers, B has automobiles and drivers

When you scrunch down dimensions, small differences (noise) gets glossed over, and you get desired behavior

LSI and Our Earlier Example

-- Relevant docs may not have the query terms but may have many related terms -- Irrelevant docs may have the query terms but may not have any related terms

LSI: Satisfying a query

Take the vector representation of the query in the original term space and transform it to new space
Turns out dq = xqt T -1 places the query pseudo-doc at the centroid of its corresponding terms locations in the new space

Similarity with existing docs computed by taking dot products with the rows of the matrix D2Dt

Computing and Using LSI (PCA)

Definitions
Let t be the total number of index terms Let N be the number of documents Let (Mij) be a term-document matrix with t rows and N columns
Entries are TF-based weights

Latent Semantic Indexing

The matrix (Mij) can be decomposed into 3 matrices (SVD) as follows: (Mij) = (U) (S) (V)t
(U) is the matrix of eigenvectors derived from (M)(M)t (V)t is the matrix of eigenvectors derived from (M)t(M) (S) is an r x r diagonal matrix of singular values
r = min(t,N) that is, the rank of (Mij) Singular values are the positive square roots of the eigen values of (M)(M)t (also (M)t(M))

Example
term controllability observability realization feedback controller observer transfer function polynomial matrices ch2 1 1 1 0 0 0 0 0 0 ch3 1 0 0 1 1 1 0 0 0 ch4 0 0 1 0 0 1 0 0 0 ch5 0 0 0 0 0 0 0 0 0 ch6 1 1 1 0 1 1 1 1 1 ch7 0 1 0 1 1 1 1 0 0 ch8 0 0 1 0 0 0 0 1 1 ch9 1 1 0 0 0 0 0 0 1
U (9x7) = 0.3996 0.4180 0.3464 0.1888 0.3602 0.4075 0.2750 0.2259 0.2958 -0.1037 -0.0641 -0.4422 0.4615 0.3776 0.3622 0.1667 -0.3096 -0.4232 0.5606 0.4878 -0.3997 0.0049 -0.0914 -0.3657 -0.1303 -0.3579 0.0277 -0.3717 0.1566 -0.5142 -0.0279 0.1596 -0.2684 0.4376 0.3127 0.4305 -0.3919 0.5771 0.2787 -0.2087 -0.2045 -0.0174 0.3844 -0.2406 -0.3800 -0.3482 0.1981 0.0102 0.4193 -0.3701 0.2711 -0.3066 -0.3122 0.5114 0.1029 -0.1094 -0.2857 -0.6629 -0.1023 0.5676 0.1230 -0.2611 0.2010

S (7x7) = 3.9901 0 0 0 0 0 0 0 2.2813 0 0 0 0 0 0 0 1.6705 0 0 0 0 0 0 0 1.3522 0 0 0 0 0 0 0 1.1818 0 0 0 0 0 0 0 0.6623 0 0 0 0 0 0 0 0.6487 V (7x8) = 0.2917 0.3399 0.1889 -0.0000 0.6838 0.4134 0.2176 0.2791 -0.2674 0.4811 -0.0351 -0.0000 -0.1913 0.5716 -0.5151 -0.2591 0.3883 0.0649 -0.4582 -0.0000 -0.1609 -0.0566 -0.4369 0.6442 -0.5393 -0.3760 -0.5788 -0.0000 0.2535 0.3383 0.1694 0.1593 0.3926 -0.6959 0.2211 0.0000 0.0050 0.4493 -0.2893 -0.1648 -0.2112 -0.0421 0.4247 -0.0000 -0.5229 0.3198 0.3161 0.5455 -0.4505 -0.1462 0.4346 0.0000 0.3636 -0.2839 -0.5330 0.2998

This happens to be a rank-7 matrix -so only 7 dimensions required Singular values = Sqrt of Eigen values of AAT

Dimension Reduction in LSI

The key idea is to map documents and queries into a lower dimensional space (i.e., composed of higher level concepts which are in fewer number than the index terms) Retrieval in this reduced concept space might be superior to retrieval in the space of index terms

Dimension Reduction in LSI

In matrix (S), select only k largest values Keep corresponding columns in (U) and (V)t The resultant matrix (M)k is given by
(M)k = (U)k (S)k (V)tk where k, k < r, is the dimensionality of the concept space

The parameter k should be

large enough to allow fitting the characteristics of the data small enough to filter out the non-relevant representational detail

PCs can be viewed as Topics

In the sense of having to find quantities that are not observable directly Similarly, transcription factors in biology, as unobservable causal bridges between experimental conditions and gene expression

Computing and Using LSI

Documents
Documents

Terms

M
mxn A

U
mxr U

S
rxr D

Vt
rxn VT

Uk
mxk Uk

Sk
kxk Dk

Vkt
kxn T Vk

= mxn =

Terms

Singular Value Decomposition (SVD): Convert term-document matrix into 3matrices U, S and V

Reduce Dimensionality: Throw out low-order rows and columns

Recreate Matrix: Multiply to produce approximate termdocument matrix. Use new matrix to process queries OR, better, map query to reduced space

Following the Example

term controllability observability realization feedback controller observer transfer function polynomial matrices ch2 1 1 1 0 0 0 0 0 0 ch3 1 0 0 1 1 1 0 0 0 ch4 0 0 1 0 0 1 0 0 0 ch5 0 0 0 0 0 0 0 0 0 ch6 1 1 1 0 1 1 1 1 1 ch7 0 1 0 1 1 1 1 0 0 ch8 0 0 1 0 0 0 0 1 1 ch9 1 1 0 0 0 0 0 0 1
U (9x7) = 0.3996 0.4180 0.3464 0.1888 0.3602 0.4075 0.2750 0.2259 0.2958 -0.1037 -0.0641 -0.4422 0.4615 0.3776 0.3622 0.1667 -0.3096 -0.4232 0.5606 0.4878 -0.3997 0.0049 -0.0914 -0.3657 -0.1303 -0.3579 0.0277 -0.3717 0.1566 -0.5142 -0.0279 0.1596 -0.2684 0.4376 0.3127 0.4305 -0.3919 0.5771 0.2787 -0.2087 -0.2045 -0.0174 0.3844 -0.2406 -0.3800 -0.3482 0.1981 0.0102 0.4193 -0.3701 0.2711 -0.3066 -0.3122 0.5114 0.1029 -0.1094 -0.2857 -0.6629 -0.1023 0.5676 0.1230 -0.2611 0.2010

S (7x7) = 3.9901 0 0 0 0 0 0 0 2.2813 0 0 0 0 0 0 0 1.6705 0 0 0 0 0 0 0 1.3522 0 0 0 0 0 0 0 1.1818 0 0 0 0 0 0 0 0.6623 0 0 0 0 0 0 0 0.6487 V (7x8) = 0.2917 0.3399 0.1889 -0.0000 0.6838 0.4134 0.2176 0.2791 -0.2674 0.4811 -0.0351 -0.0000 -0.1913 0.5716 -0.5151 -0.2591 0.3883 0.0649 -0.4582 -0.0000 -0.1609 -0.0566 -0.4369 0.6442 -0.5393 -0.3760 -0.5788 -0.0000 0.2535 0.3383 0.1694 0.1593 0.3926 -0.6959 0.2211 0.0000 0.0050 0.4493 -0.2893 -0.1648 -0.2112 -0.0421 0.4247 -0.0000 -0.5229 0.3198 0.3161 0.5455 -0.4505 -0.1462 0.4346 0.0000 0.3636 -0.2839 -0.5330 0.2998

This happens to be a rank-7 matrix -so only 7 dimensions required Singular values = Sqrt of Eigen values of AAT

U (9x7) = 0.3996 -0.1037 0.5606 -0.3717 -0.3919 -0.3482 0.4180 -0.0641 0.4878 0.1566 0.5771 0.1981 0.3464 -0.4422 -0.3997 -0.5142 0.2787 0.0102 0.1888 0.4615 0.0049 -0.0279 -0.2087 0.4193 0.3602 0.3776 -0.0914 0.1596 -0.2045 -0.3701 0.4075 0.3622 -0.3657 -0.2684 -0.0174 0.2711 0.2750 0.1667 -0.1303 0.4376 0.3844 -0.3066 0.2259 -0.3096 -0.3579 0.3127 -0.2406 -0.3122 0.2958 -0.4232 0.0277 0.4305 -0.3800 0.5114 S (7x7) = 3.9901 0 0 0 0 0 0 0 2.2813 0 0 0 0 0 0 0 1.6705 0 0 0 0 0 0 0 1.3522 0 0 0 0 0 0 0 1.1818 0 0 0 0 0 0 0 0.6623 0 0 0 0 0 0 0 0.6487 V (7x8) = 0.2917 -0.2674 0.3883 -0.5393 0.3926 -0.2112 0.3399 0.4811 0.0649 -0.3760 -0.6959 -0.0421 0.1889 -0.0351 -0.4582 -0.5788 0.2211 0.4247 -0.0000 -0.0000 -0.0000 -0.0000 0.0000 -0.0000 0.6838 -0.1913 -0.1609 0.2535 0.0050 -0.5229 0.4134 0.5716 -0.0566 0.3383 0.4493 0.3198 0.2176 -0.5151 -0.4369 0.1694 -0.2893 0.3161 0.2791 -0.2591 0.6442 0.1593 -0.1648 0.5455

-0.1094 -0.2857 -0.6629 -0.1023 0.5676 0.1230 -0.2611 0.2010

Formally, this will be the rank-k (2) matrix that is closest to M in the 0.1029 matrix norm sense
U2 (9x2) = 0.3996 -0.1037 0.4180 -0.0641 0.3464 -0.4422 0.1888 0.4615 0.3602 0.3776 0.4075 0.3622 0.2750 0.1667 0.2259 -0.3096 0.2958 -0.4232 S2 (2x2) = 3.9901 0 0 2.2813 V2 (8x2) = 0.2917 -0.2674 T 0.3399 0.4811 0.1889 -0.0351 -0.0000 -0.0000 0.6838 -0.1913 0.4134 0.5716 0.2176 -0.5151 0.2791 -0.2591

What should be the value of k?

5 components ignored

0.52835834 0.42813724 0.30949408 0.0 1.1355368 0.5239192 0.46880865 0.5063048 0.5256176 0.49655432 0.3201918 0.0 1.1684579 0.6059082 0.4382505 0.50338876 0.6729299 -0.015529543 0.29650056 0.0 1.1381099 -0.0052356124 0.82038856 0.6471 -0.0617774 0.76256883 0.10535021 0.0 0.3137232 0.9132189 -0.37838274 -0.06253 0.18889774 0.90294445 0.24125765 0.0 0.81799114 1.0865396 -0.1309748 0.17793834 0.25334513 0.95019233 0.27814224 0.0 0.9537667 1.1444798 -0.071810216 0.2397161

U2S2V2T

K=2 USVT =U7S7V7T

term controllability observability realization feedback controller observer transfer function polynomial matrices ch2 1 1 1 0 0 0 0 0 0 ch3 1 0 0 1 1 1 0 0 0 ch4 0 0 1 0 0 1 0 0 0 ch5 0 0 0 0 0 0 0 0 0 ch6 1 1 1 0 1 1 1 1 1 ch7 0 1 0 1 1 1 1 0 0 ch8 0 0 1 0 0 0 0 1 1 ch9 1 1 0 0 0 0 0 0 1

0.21838559 0.55592346 0.19392742 0.0 0.6775683 0.6709899 0.042878807 0.2077163 0.4517898 -0.033422917 0.19505836 0.0 0.75146574 -0.031091988 0.55994695 0.4345 0.60244554 -0.06330189 0.25684044 0.0 0.99175954 -0.06392482 0.75412846 0.5795

U4S4V4T
1.1630535 0.67789733 0.17131016 0.0 0.85744447 0.30088043 -0.025483057 1.0295205

K=4
3 components ignored

0.7278324 0.46981966 -0.1757451 0.0 1.0910251 0.6314231 0.11810507 1.0620605 0.78863835 0.20257005 1.0048805 0.0 1.0692837 -0.20266426 0.9943222 0.106248446 -0.03825318 0.7772852 0.12343567 0.0 0.30284256 0.89999276 -0.3883498 -0.06326774 0.013223715 0.8118903 0.18630582 0.0 0.8972661 1.1681904 -0.027708884 0.11395822 0.21186034 1.0470067 0.76812166 0.0 0.960058 1.0562774 0.1336124 -0.2116417 -0.18525022 0.31930918 -0.048827052 0.0 0.8625925 0.8834896 0.23821498 0.1617572 -0.008397698 -0.23121 0.2242676 0.0 0.9548515 0.14579195 0.89278513 0.1167786 0.30647483 -0.27917668 -0.101294056 0.0 1.1318822 0.13038804 0.83252335 0.70210195

K=6
One component ignored

U6S6V6T
1.0299273 1.0099105 -0.029033005 0.0 0.9757162 0.019038305 0.035608776 0.98004794 0.96788234 -0.010319378 0.030770123 0.0 1.0258299 0.9798115 -0.03772955 1.0212346 0.9165214 -0.026921304 1.0805727 0.0 1.0673982 -0.052518982 0.9011715 0.055653755 -0.19373542 0.9372319 0.1868434 0.0 0.15639876 0.87798584 -0.22921464 0.12886547 -0.029890355 0.9903935 0.028769515 0.0 1.0242295 0.98121595 -0.03527296 0.020075336 0.16586632 1.0537577 0.8398298 0.0 0.8660687 1.1044582 0.19631699 -0.11030859 0.035988174 0.01172187 -0.03462495 0.0 0.9710446 1.0226605 0.04260301 -0.023878671 -0.07636017 -0.024632007 0.07358454 0.0 1.0615499 -0.048087567 0.909685 0.050844945 0.05863098 0.019081593 -0.056740552 0.0 0.95253044 0.03693092 1.0695065 0.96087193

Querying
To query for feedback controller, the query vector would be q = [0 0 0 1 1 0 0 0 0]' (' indicates transpose), Let q be the query vector. Then the document-space vector corresponding to q is given by: q'*U2*inv(S2) = Dq Point at the centroid of the query terms poisitions in the new space. For the feedback controller query vector, the result is: Dq = 0.1376 0.3678 To find the best document match, we compare the Dq vector against all the document vectors in the 2-dimensional V2 space. The document vector that is nearest in direction to Dq is the best match. The cosinevalues for the eight document vectors and the query vector are:
-0.3747 0.9671 0.1735 -0.9413 0.0851 0.9642 -0.7265 -0.3805

U2 (9x2) = 0.3996 -0.1037 0.4180 -0.0641 0.3464 -0.4422 0.1888 0.4615 0.3602 0.3776 0.4075 0.3622 0.2750 0.1667 0.2259 -0.3096 0.2958 -0.4232 S2 (2x2) = 3.9901 0 0 2.2813 V2 (8x2) = 0.2917 -0.2674 0.3399 0.4811 0.1889 -0.0351 -0.0000 -0.0000 0.6838 -0.1913 0.4134 0.5716 0.2176 -0.5151 0.2791 -0.2591

term controllability observability realization feedback controller observer transfer function polynomial matrices

ch2 1 1 1 0 0 0 0 0 0

ch3 1 0 0 1 1 1 0 0 0

ch4 0 0 1 0 0 1 0 0 0

ch5 0 0 0 0 0 0 0 0 0

ch6 1 1 1 0 1 1 1 1 1

ch7 0 1 0 1 1 1 1 0 0

ch8 0 0 1 0 0 0 0 1 1

ch9 1 1 0 0 0 0 0 0 1

-0.37

0.967

0.173

-0.94

0.08

0.96

-0.72

-0.38

Medline data

Within .40 threshold

K is the number of singular values used

What LSI can do

LSI analysis effectively does
Dimensionality reduction Noise reduction Exploitation of redundant data Correlation analysis and Query expansion (with related words)

Some of the individual effects can be achieved with simpler techniques (e.g. thesaurus construction). LSI does them together. LSI handles synonymy well, not so much polysemy Challenge: SVD is complex to compute (O(n3))
Needs to be updated as new documents are found/updated

SVD Properties
There is an implicit assumption that the observed data distribution is multivariate Gaussian Can consider as a probabilistic generative model latent variables are Gaussian sub-optimal in likelihood terms for non-Gaussian distribution Employed in signal processing for noise filtering dominant subspace contains majority of information bearing part of signal Similar rationale when applying SVD to LSI

LSI Conclusions
SVD defined basis provide P/R improvements over term matching
Interpretation difficult Optimal dimension open question Variable performance on LARGE collections Supercomputing muscle required

Probabilistic approaches provide improvements over SVD

Clear interpretation of decomposition Optimal dimension open question High variability of results due to nonlinear optimisation over HUGE parameter space

Improvements marginal in relation to cost

Factor Analysis (e.g. PCA) is not the most sophisticated dimensionality reduction technique
Dimensionality reduction is a useful technique for any classification/regression problem
Text retrieval can be seen as a classification problem

There are many other dimensionality reduction techniques

Neural nets, support vector machines etc.

Compared to them, LSI is limited in the sense that it is a linear technique

It cannot capture non-linear dependencies between original dimensions (e.g. data that are circularly distributed).

Limitations of PCA
Are the maximal variance dimensions the relevant dimensions for preservation? Relevant Component Analysis (RCA) Fisher Discriminant analysis (FDA)

Limitations of PCA
Should the goal be finding independent rather than pair-wise uncorrelated dimensions Independent Component Analysis (ICA) ICA PCA

PCA vs ICA

ICA (non-orthogonal coordinate)

Limitations of PCA
The reduction of dimensions for complex distributions may need non linear processing Curvilenear Component Analysis (CCA)
Non linear extension of PCA Preserves the proximity between the points in the input space i.e. local topology of the distribution Enables to unfold some varieties in the input data Keep the local topology

PCA applications -Eigenfaces

Eigenfaces are the eigenvectors of the covariance matrix of the probability distribution of the vector space of human faces Eigenfaces are the standardized face ingredients derived from the statistical analysis of many pictures of human faces A human face may be considered to be a combination of these standard faces

PCA applications -Eigenfaces

To generate a set of eigenfaces: 1. 2. 3. Large set of digitized images of human faces is taken under the same lighting conditions. The images are normalized to line up the eyes and mouths. The eigenvectors of the covariance matrix of the statistical distribution of face image vectors are then extracted. These eigenvectors are called eigenfaces.

4.

PCA applications -Eigenfaces

the principal eigenface looks like a bland androgynous average human face

http://en.wikipedia.org/wiki/Image:Eigenfaces.png

Eigenfaces Face Recognition

When properly weighted, eigenfaces can be summed together to create an approximate grayscale rendering of a human face. Remarkably few eigenvector terms are needed to give a fair likeness of most people's faces Hence eigenfaces provide a means of applying data compression to faces for identification purposes. Similarly, Expert Object Recognition in Video

Eigenfaces
Experiment and Results Data used here are from the ORL database of faces. Facial images of 16 persons each with 10 views are used. - Training set contains 167 images. - Test set contains 163 images. First three eigenfaces :

Classification Using Nearest Neighbor

Save average coefficients for each person. Classify new face as the person with the closest average. Recognition accuracy increases with number of eigenfaces till 15. Later eigenfaces do not help much with recognition.

1 0.8 a c c u ra c y 0.6 0.4 0 50 100 150 num of eigenfaces ber validation set training set

PCA of Genes (Leukemia data, precursor B and T cells)

34 patients, dimension of 8973 genes reduced to 2

PCA of genes (Leukemia data)

Plot of 8973 genes, dimension of 34 patients reduced to 2

Sporulation Data Example

Data: A subset of sporulation data (477 genes) were classified into seven temporal patterns (Chu et al., 1998) The first 2 PCs contains 85.9% of the variation in the data. (Figure 1a) The first 3 PCs contains 93.2% of the variation in the data. (Figure 1b)

Sporulation Data

The patterns overlap around the origin in (1a). The patterns are much more separated in (1b).

PCA for Process Monitoring

Variation in processes: Chance
Natural variation inherent in a process. Cumulative effect of many small, unavoidable causes.

Assignable
Variations in raw material, machine tools, mechanical failure and human error. These are accountable circumstances and are normally larger.

PCA for process monitoring

Latent variables can sometimes be interpreted as measures of physical characteristics of a process i.e., temp, pressure. Variable reduction can increase the sensitivity of a control scheme to assignable causes Application of PCA to monitoring is increasing
Start with a reference set defining normal operation conditions, look for assignable causes Generate a set of indicator variables that best describe the dynamics of the process PCA is sensitive to data types

ICA (non-orthogonal coordinate)

Cocktail-party Problem
Multiple sound sources in room (independent) Multiple sensors receiving signals which are mixture of original signals Estimate original source signals from mixture of received signals Can be viewed as Blind-Source Separation as mixing parameters are not known

BSS and ICA

Cocktail party or Blind Source Separation (BSS) problem
Ill posed problem, unless assumptions are made!

Most common assumption is that source signals are statistically independent. This means knowing value of one of them gives no information about the other. Methods based on this assumption are called Independent Component Analysis methods
statistical techniques for decomposing a complex data set into independent parts.

It can be shown that under some reasonable conditions, if the ICA assumption holds, then the source signals can be recovered up to permutation and scaling.

Source Separation Using ICA

Microphone 1 W W W Microphone 2 W22 +
11

Separation 1 +

21

12

Separation 2

The ICA model

s1 s2 s3 s4 xi(t) = ai1*s1(t) + ai2*s2(t) + ai3*s3(t) + ai4*s4(t) Here, i=1:4. In vector-matrix notation, and dropping index t, this is x=A*s

a11

a12

a13

a14

x1

x2

x3

x4

This is recorded by the microphones: a linear mixture of the sources xi(t) = ai1*s1(t) + ai2*s2(t) + ai3*s3(t) + ai4*s4(t)

Recovered signals

BSS
Problem: Determine the source signals s, given only the mixtures x.
If we knew the mixing parameters aij then we would just need to solve a linear system of equations. We know neither aij nor si. ICA was initially developed to deal with problems closely related to the cocktail party problem Later it became evident that ICA has many other applications
e.g. from electrical recordings of brain activity from different locations of the scalp (EEG signals) recover underlying components of brain activity

ICA Solution and Applicability

ICA is a statistical method, the goal of which is to decompose given multivariate data into a linear sum of statistically independent components. For example, given two-dimensional vector , x = [ x1 x2 ] T , ICA aims at finding the following decomposition x1 a11 = s1 + a12 s 2 x2 a 21 a 22

x = a1 s1 + a 2 s 2
where a1, a2 are basis vectors and s1, s2 are basis coefficients. Constraint: Basis coefficients s1 and s2 are statistically independent.

Application domains of ICA

Blind source separation Image denoising Medical signal processing fMRI, ECG, EEG Modelling of the hippocampus and visual cortex Feature extraction, face recognition Compression, redundancy reduction Watermarking Clustering Time series analysis (stock market, microarray data) Topic extraction Econometrics: Finding hidden factors in financial data

Image denoising

Original image

Noisy image

Wiener filtering

ICA filtering

Blind Separation of Information from Galaxy Spectra

1.4 1.2 1 0.8 0.6 0.4 0.2 0 -0.2

50

100

150

200

250

300

350

Approaches to ICA
Unsupervised Learning
Factorial coding (Minimum entropy coding, Redundancy reduction) Maximum likelihood learning Nonlinear information maximization (entropy maximization) Negentropy maximization Bayesian learning

Statistical Signal Processing

Higher-order moments or cumulants Joint approximate diagonalization Maximum likelihood estimation

PET image acquisition

In the heart, PET can:
quantify the extent of heart disease can calculate myocardial blood flow or metabolism quantitatively

PET image acquisition

Static image
accumulating the data during the acquisition

Dynamic image
for the quantitative analysis (ex. blood flow, metabolism) acquiring the data sequentially with a time interval

frame n

tem po ral
frame 1

frame 3

frame 2

spatial

y1y2y3yN

Mixing Left Ventricle Right Ventricle Myocardium

Unmixing

g(u) u1 u2

Noise

u3

uN

Elementary Activities

Dynamic Frames

Independent Components

Independent Components

Right Ventricle

Left Ventricle

Tissue

Other PET applications

In cancer, PET can:
distinguish benign from malignant tumors stage cancer by showing metastases anywhere in body

In the brain, PET can:

calculate cerebral blood flow or metabolism quantitatively. positively diagnose Alzheimer's disease for early intervention. locate tumors in the brain and distinguish tumor from scar tissue. locate the focus of seizures for some patients with epilepsy. find regions related with specific task like memory, behavior etc.

Factorial Faces for Recognition

Eigenfaces PCA/FA

It finds a linear data representation that best model the covariance structure of face image data (second-order relations) Factorial Faces Factorial Coding/ICA It finds a linear data representation that Best model the probability distribution of

Eigenfaces

PCA

= a1

+ a2

+ a3

+ a4

+ an

Efficient Low Dimensional Representation

= b1

+ b2

+ b3

+ b4

+ bn

Experimental Results

Figure 1. Sample images in the training set. (neutral expression, anger, and right-light-on from first session; smile and left-light-on from second session)

Figure 2. Sample images in the test set. (smile and left-light-on from first session; neutral expression, anger, and right-light-on from second session)

Eigenfaces vs Factorial Faces

(a)

(b)

Figure 3. First 20 basis images: (a) in eigenface method; (b) factorial code. They are ordered by column, then, by row.

Experimental Results

Figure 1. The comparison of recognition performance using Nearest Neighbor: the eigenface method and Factorial Code Representation using 20 or 30 principal components in the snap-shot method;

Experimental Results

Figure 2. The comparison of recognition performance using MLP Classifier: the eigenface method and Factorial Code Representation using 20 or 50 principal components in the snap-shot method;

PCA vs ICA
Linear Transform
Compression Classification

PCA
Focus on uncorrelated and Gaussian components Second-order statistics Orthogonal transformation

ICA
Focus on independent and non-Gaussian components Higher-order statistics Non-orthogonal transformation

Gaussians and ICA

If some components are gaussian and some are non-gaussian.
Can estimate all non-gaussian components Linear combination of gaussian components can be estimated. If only one gaussian component, model can be estimated