PCA and Scatter Matrices

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Questions and Answers

What is the primary goal of applying PCA to a dataset?

  • To identify directions of maximum variance in the data (correct)
  • To reduce the correlation between features in the dataset
  • To maximize the number of dimensions in the data
  • To ensure all features are equally weighted

In dimensionality reduction using PCA, what does the transformation matrix W represent?

  • The mapping from the original d-dimensional space to the k-dimensional subspace (correct)
  • The total variance of the original dataset
  • The eigenvalues of the dataset
  • The correlation matrix of the features

When selecting the principal components in PCA, what trade-off is often considered?

  • Feature selection and overfitting
  • Data redundancy and feature scaling
  • Computational efficiency and classifier performance (correct)
  • Dimensionality increase and data visualization

Which aspect does PCA help to address in exploratory data analysis?

<p>Identifying patterns based on feature correlation (D)</p> Signup and view all the answers

How many eigenvectors are typically chosen to capture meaningful variance in PCA?

<p>Several based on the largest eigenvalues to optimize variance capture (B)</p> Signup and view all the answers

What is the purpose of computing the within-class scatter matrix SW?

<p>To measure the dispersion of samples within each class. (C)</p> Signup and view all the answers

Which of the following correctly describes the relationship between scatter matrices and covariance matrices in this context?

<p>The covariance matrix is a normalized version of the scatter matrix. (A)</p> Signup and view all the answers

How does the assumption of uniformly distributed class labels affect the computation of scatter matrices?

<p>It necessitates scaling the individual scatter matrices before summation. (A)</p> Signup and view all the answers

In the provided example, how is the class scatter matrix class_scatter calculated?

<p>By summing the products of the feature deviations from the mean vector. (B)</p> Signup and view all the answers

What does the function np.bincount(y_train)[1:] return in the context described?

<p>The distribution of samples across class labels. (C)</p> Signup and view all the answers

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Study Notes

Mean Vectors and Scatter Matrices

  • Mean vectors (MV) represent the average feature values for each class.
  • The within-class scatter matrix (SW) measures the spread of data points within each class.
  • SW is calculated by summing individual scatter matrices (Si) for each class, which are calculated as the sum of squared differences between each data point and the class mean.
  • The assumption of uniform class distribution is often violated in real-world data, leading to the need for scaling the individual scatter matrices (Si) before summing them up as SW.
  • Dividing the scatter matrices by the number of class samples Ni is equivalent to calculating the covariance matrix, which is a normalized version of the scatter matrix.

Principal Component Analysis (PCA)

  • PCA aims to reduce dimensionality in high-dimensional datasets by finding the directions of maximum variance.
  • PCA projects data onto a new subspace with fewer dimensions, while preserving as much information as possible.
  • The orthogonal axes of this subspace are called principal components, representing the directions of maximum variance.
  • A transformation matrix (W) is constructed to map samples from the original feature space to the new subspace.

Kernel PCA

  • Kernel PCA addresses the limitations of standard PCA when dealing with nonlinear data.
  • It employs the "kernel trick" to avoid explicit calculation of dot products between samples in the original feature space.
  • Instead, it leverages a kernel function (K) that measures similarity between samples, bypassing the need for explicit eigenvector computation.
  • The kernel function calculates a dot product between two vectors, representing a measure of similarity.

Kernel Function Types

  • Polynomial Kernel: Allows for nonlinear relationships between features, controlled by the power (p) and threshold (θ).
  • Hyperbolic Tangent (Sigmoid) Kernel: Another nonlinear kernel with parameters η and θ.
  • Radial Basis Function (RBF) or Gaussian Kernel: Commonly used kernel in machine learning, based on the Gaussian function.

RBF Kernel PCA Implementation

  • Step 1: Compute the kernel (similarity) matrix (K) by calculating the similarity between all pairs of samples.
  • Step 2: Apply a dimensionality reduction technique to project data onto the new subspace.
  • Step 3: Perform classification or other analysis in the reduced feature space.

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