"No one is harder on a talented person than the person themselves" - Linda Wilkinson ; "Trust your guts and don't follow the herd" ; "Validate direction not destination" ;

May 08, 2016

Day #20 - PCA basics

Machine Learning Algorithms adjusts itself based on the input data set. Very different from traditional rules based / logic based systems. The capability to tune itself and work according to changing data set makes it self-learning / self-updating systems. Obviously, the inputs / updated data would be supplied by humans.

  • Line is unidirectional, Square is 2D, Cube is 3D
  • Fundamentally shapes are just set of points
  • For a N-dimensional space it is represented in N-dimensional hypercube
Feature Extraction
  • Converting a feature vector from Higher to lower dimension
PCA (Principal Component Analysis)
  • Input is a large number of correlated variables We perform Orthogonal transformation, convert them into uncorrelated variables. We identify principal components based on highest variation
  • Orthogonal vector - Dot product equals zero. The components perpendicular to each other
  • This is achieved using SVD (Single Value Decomposition)
  • SVD internally solves the matrix and identifies the Eigen Vectors
  • Eigen vector does not change direction when linear transformation is applied
  • PCA is used to explain variations in data. Find principal component with largest variation, Direction with next highest variation (orthogonal for first PCA)
  • Rotation or Reflection is referred as Orthogonal Transformation
  • PCA - Use components with high variations
  • SVD - Express Data as a Matrix
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Happy Learning!!!

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