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Questions and Answers
What is the primary goal of applying PCA to a dataset?
What is the primary goal of applying PCA to a dataset?
In dimensionality reduction using PCA, what does the transformation matrix W represent?
In dimensionality reduction using PCA, what does the transformation matrix W represent?
When selecting the principal components in PCA, what trade-off is often considered?
When selecting the principal components in PCA, what trade-off is often considered?
Which aspect does PCA help to address in exploratory data analysis?
Which aspect does PCA help to address in exploratory data analysis?
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How many eigenvectors are typically chosen to capture meaningful variance in PCA?
How many eigenvectors are typically chosen to capture meaningful variance in PCA?
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What is the purpose of computing the within-class scatter matrix SW?
What is the purpose of computing the within-class scatter matrix SW?
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Which of the following correctly describes the relationship between scatter matrices and covariance matrices in this context?
Which of the following correctly describes the relationship between scatter matrices and covariance matrices in this context?
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How does the assumption of uniformly distributed class labels affect the computation of scatter matrices?
How does the assumption of uniformly distributed class labels affect the computation of scatter matrices?
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In the provided example, how is the class scatter matrix class_scatter calculated?
In the provided example, how is the class scatter matrix class_scatter calculated?
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What does the function np.bincount(y_train)[1:]
return in the context described?
What does the function np.bincount(y_train)[1:]
return in the context described?
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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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Description
This quiz covers key concepts of Mean Vectors and Scatter Matrices, as well as Principal Component Analysis (PCA). You'll explore how these concepts help in understanding data distribution and dimensionality reduction. Test your knowledge on calculating scatter matrices and applying PCA techniques.