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February 11, 2023

SVD vs PCA vs NMF - Singular value decomposition vs principal component analysis vs Non-negative matrix factorization

NMF

  • The objective of NMF is dimensionality reduction and feature extraction
  • NMF Nonnegativity induces sparsity. Nonnegativity leads to part-based decompositions
  • NMF splits a face into a number of features that one could interpret as "nose", "eyes" etc, that you can combine to recreate the original image. 
  • NMF: Non-negative matrix factorization, which is a group of algorithms in multivariate analysis and linear algebra that can be used to analyze dimensional data.
  • Non-negative matrix factorization, or NMF, is a dimension reduction technique often used in unsupervised learning that combines the product of non-negative features into a single one.

PCA

  • PCA instead gives you "generic" faces ordered by how well they capture the original one.
  • Generate a low-dimensional encoding of a high-dimensional space
  • Reduce dimensionality while maintaining maximal variance
  • PCA transforms data linearly into new properties that are not correlated with each other.
  • PCA is a special case of SVD on the centered covariance matrix

PCA on the other hand is:

  • Subtract the mean sample from each row of the data matrix.
  • perform SVD on the resulting matrix.

The core idea behind PCA uses results obtained through SVD as its backbone

SVD

  • Singular value decomposition and principal component analysis are two eigenvalue methods used to reduce a high-dimensional dataset into fewer dimensions while retaining important information.
  • SVD performs low-rank matrix approximation
  • SVD procedure finds the optimum k vectors

More Reads

Link1, Link2, Link3, Link4

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