Download presentation
Presentation is loading. Please wait.
Published byBritton Blake Modified over 8 years ago
1
Presented by: Muhammad Wasif Laeeq (BSIT07-1) Muhammad Aatif Aneeq (BSIT07-15) Shah Rukh (BSIT07-22) Mudasir Abbas (BSIT07-34) Ahmad Mushtaq (BSIT07-45) PRINCIPLE COMPONENT ANALYSIS
2
BZUPAGES.COM Study Hours G.P.A. Student A64 Student B53.2 Student C42.75 Student D22 Student E0.251.2 5 x 2 Matrix
3
BZUPAGES.COM
4
BZUPAGES.COM Var1Var9000 Student A Student B Student C Student D Student E 5 x 9000 Matrix
5
BZUPAGES.COM
6
BZUPAGES.COM
7
BZUPAGES.COM
8
BZUPAGES.COM
9
BZUPAGES.COM
10
BZUPAGES.COM
11
BZUPAGES.COM
12
BZUPAGES.COM THE DEFINITION Principal component analysis (PCA) is a mathematical procedure that uses an orthogonal transformation to convert a set of observations of possibly correlated variables into a set of values of uncorrelated variables called principal components.
13
BZUPAGES.COM Principal Components are always perpendicular to each other The number of principal components is less than or equal to the number of original variables First Principal Component has highest Variance
14
BZUPAGES.COM
15
BZUPAGES.COM
16
BZUPAGES.COM WHERE TO USE Used to uncover unknown trends Used to summarize Data Visualization of high dimension Data Dimensionality Reduction
17
BZUPAGES.COM BACKGROUND MATHEMATICS BY SHAHRUKH
18
Mean Standard Deviation Variance Covariance The covariance Matrix STATISTICS
19
Eigenvectors Eigenvalues MATHEMATICS Matrix Algebra
20
STATISTICS Mean
21
STATISTICS Standard deviation The average distance from the mean of the data set to a point
22
STATISTICS Cont.. To compute the squares of the distance from each data point to the mean of the set, add them all up, divide by n-1 and take the positive square root
23
STATISTICS Variance Variance is another measure of the spread of data in a data set. In fact it is almost identical to the standard deviation. The formula is this:
24
STATISTICS Covariance When there are than two dimensions of data then we use this, The formula is :
25
STATISTICS The covariance Matrix When there are more than two dimensions of data then we use this. The formula is : Suppose we have three dimensions of data:
26
Eigenvectors Eigenvalues MATHEMATICS Matrix Algebra
27
Eigenvectors:- The eigenvectors of a square matrix are the non- zero vectors which, after being multiplied by the matrix, remain proportional to the original vector. MATHEMATICS Cont…
28
Eigenvalues:- For each eigenvector, the corresponding eigenvalue is the factor by which the eigenvector changes when multiplied by the matrix. MATHEMATICS Cont…
29
MATHEMATICS Eigenvectors, Eigenvalues
30
PCA IN
31
BZUPAGES.COM
32
BZUPAGES.COM
33
BZUPAGES.COM
34
BZUPAGES.COM
35
BZUPAGES.COM
36
BZUPAGES.COM
37
BZUPAGES.COM
38
BZUPAGES.COM
39
BZUPAGES.COM So how do we detect a face? Any face can be identified by multiplying the eigen-faces to the name minus average. If the image we “project” from the face space is close enough to the actual image detected then we found what we are looking for…
40
PCA IN ACTION!
41
BZUPAGES.COM Suppose we have a 2 dimensional data:
42
BZUPAGES.COM The first step of PCA is to obtain covariance matrix Variance of x1 Variance of x2 Covariance of x1-x2 Variance(1) Cov(1,2) Cov(1,2)Variance(2)
43
BZUPAGES.COM Formula for variance: Formula for Covariance
44
BZUPAGES.COM Step 2: is to obtain Eigen Values by solving function determinant Solving a the above equation gives two values of And these two values are Eigen Values
45
BZUPAGES.COM Step 3: is to obtain Eigen Vector by solving for matrix X in such a way that, Cov Matrix
46
BZUPAGES.COM Step 4: is to obtain coordinates of data point in the direction of Eigen Vectors We obtain this by multiplying centered data matrix to the Eigen vector matrix.
47
BZUPAGES.COM Lets have a look at an Excell Workbook
48
BZUPAGES.COM Our covariance matrix is: 6.4228 7.9876 7.9876 9.9528
49
BZUPAGES.COM Lets find out the Eigen Values: By solving function determinant: - 16.3756* +0.12214 Solving =16.36809984, 0.007462657
50
BZUPAGES.COM Now we will find out Eigen Vectors: By solving the following matrix: Substract the 1 st Eigen value from variance terms of co-variance matrix of Step 1, we obtain -9.9453 7.9876 7.9876 -6.4153
51
BZUPAGES.COM Finding Eigen Vectors: Now for 1 st Eigen Vector: -9.9453 7.9876 7.9876 -6.4153 X= abab 0000 We get a=0.6262, b=0.7797 Similarly for 2 nd Eigen value 0.007462657, We get a=0.7797 and b=-0.6262
52
BZUPAGES.COM Now obtain cordinates of data point in the direction of Eigen Vectors
53
BZUPAGES.COM
Similar presentations
© 2024 SlidePlayer.com. Inc.
All rights reserved.