2. • We study phenomena that can not be directly observed
– ego, personality, intelligence in psychology
– Underlying factors that govern the observed data
• We want to identify and operate with underlying latent
factors rather than the observed data
– E.g. topics in news articles
– Transcription factors in genomics
• We want to discover and exploit hidden relationships
– “beautiful car” and “gorgeous automobile” are closely related
– So are “driver” and “automobile”
– But does your search engine know this?
– Reduces noise and error in results
Why Factor or Component Analysis?
3. • We have too many observations and dimensions
– To reason about or obtain insights from
– To visualize
– Too much noise in the data
– Need to “reduce” them to a smaller set of factors
– Better representation of data without losing much information
– Can build more effective data analyses on the reduced-
dimensional space: classification, clustering, pattern recognition
• Combinations of observed variables may be more
effective bases for insights, even if physical meaning is
obscure
Why Factor or Component Analysis?
4. • Discover a new set of factors/dimensions/axes against
which to represent, describe or evaluate the data
– For more effective reasoning, insights, or better visualization
– Reduce noise in the data
– Typically a smaller set of factors: dimension reduction
– Better representation of data without losing much information
– Can build more effective data analyses on the reduced-
dimensional space: classification, clustering, pattern recognition
• Factors are combinations of observed variables
– May be more effective bases for insights, even if physical
meaning is obscure
– Observed data are described in terms of these factors rather than
in terms of original variables/dimensions
Factor or Component Analysis
5. Basic Concept
• Areas of variance in data are where items can be best discriminated
and key underlying phenomena observed
– Areas of greatest “signal” in the data
• If two items or dimensions are highly correlated or dependent
– They are likely to represent highly related phenomena
– If they tell us about the same underlying variance in the data, combining
them to form a single measure is reasonable
• Parsimony
• Reduction in Error
• So we want to combine related variables, and focus on uncorrelated
or independent ones, especially those along which the observations
have high variance
• We want a smaller set of variables that explain most of the variance
in the original data, in more compact and insightful form
6. Basic Concept
• What if the dependences and correlations are not so
strong or direct?
• And suppose you have 3 variables, or 4, or 5, or 10000?
• Look for the phenomena underlying the observed
covariance/co-dependence in a set of variables
– Once again, phenomena that are uncorrelated or independent,
and especially those along which the data show high variance
• These phenomena are called “factors” or “principal
components” or “independent components,” depending
on the methods used
– Factor analysis: based on variance/covariance/correlation
– Independent Component Analysis: based on independence
7. Principal Component Analysis
• Most common form of factor analysis
• The new variables/dimensions
– Are linear combinations of the original ones
– Are uncorrelated with one another
• Orthogonal in original dimension space
– Capture as much of the original variance in
the data as possible
– Are called Principal Components
9. What are the new axes?
Original Variable A
Original
Variable
B PC 1
PC 2
• Orthogonal directions of greatest variance in data
• Projections along PC1 discriminate the data most along
any one axis
10. Principal Components
• First principal component is the direction of
greatest variability (covariance) in the data
• Second is the next orthogonal (uncorrelated)
direction of greatest variability
– So first remove all the variability along the first
component, and then find the next direction of
greatest variability
• And so on …
11. Principal Components
Analysis (PCA)
• Principle
– Linear projection method to reduce the number of parameters
– Transfer a set of correlated variables into a new set of uncorrelated
variables
– Map the data into a space of lower dimensionality
– Form of unsupervised learning
• Properties
– It can be viewed as a rotation of the existing axes to new positions in the
space defined by original variables
– New axes are orthogonal and represent the directions with maximum
variability
12. Computing the Components
• Data points are vectors in a multidimensional space
• Projection of vector x onto an axis (dimension) u is u.x
• Direction of greatest variability is that in which the average
square of the projection is greatest
– I.e. u such that E((u.x)2) over all x is maximized
– (we subtract the mean along each dimension, and center the
original axis system at the centroid of all data points, for simplicity)
– This direction of u is the direction of the first Principal Component
13. Computing the Components
• E((u.x)2) = E ((u.x) (u.x)T) = E (u.x.x T.uT)
• The matrix C = x.xT contains the correlations
(similarities) of the original axes based on how the
data values project onto them
• So we are looking for w that maximizes uCuT, subject
to u being unit-length
• It is maximized when w is the principal eigenvector of
the matrix C, in which case
– uCuT = uluT = l if u is unit-length, where l is the
principal eigenvalue of the correlation matrix C
– The eigenvalue denotes the amount of variability captured
along that dimension
14. Why the Eigenvectors?
Maximise uTxxTu s.t uTu = 1
Construct Langrangian uTxxTu – λuTu
Vector of partial derivatives set to zero
xxTu – λu = (xxT – λI) u = 0
As u ≠ 0 then u must be an eigenvector of xxT with
eigenvalue λ
15. Singular Value Decomposition
The first root is called the prinicipal eigenvalue which has an
associated orthonormal (uTu = 1) eigenvector u
Subsequent roots are ordered such that λ1> λ2 >… > λM with
rank(D) non-zero values.
Eigenvectors form an orthonormal basis i.e. ui
Tuj = δij
The eigenvalue decomposition of xxT = UΣUT
where U = [u1, u2, …, uM] and Σ = diag[λ 1, λ 2, …, λ M]
Similarly the eigenvalue decomposition of xTx = VΣVT
The SVD is closely related to the above x=U Σ1/2 VT
The left eigenvectors U, right eigenvectors V,
singular values = square root of eigenvalues.
16. Computing the Components
• Similarly for the next axis, etc.
• So, the new axes are the eigenvectors of the matrix
of correlations of the original variables, which
captures the similarities of the original variables
based on how data samples project to them
• Geometrically: centering followed by rotation
– Linear transformation
17. PCs, Variance and Least-Squares
• The first PC retains the greatest amount of variation in the
sample
• The kth PC retains the kth greatest fraction of the variation in
the sample
• The kth largest eigenvalue of the correlation matrix C is the
variance in the sample along the kth PC
• The least-squares view: PCs are a series of linear least
squares fits to a sample, each orthogonal to all previous ones
18. How Many PCs?
• For n original dimensions, correlation
matrix is nxn, and has up to n
eigenvectors. So n PCs.
• Where does dimensionality reduction
come from?
19. 0
5
10
15
20
25
PC1 PC2 PC3 PC4 PC5 PC6 PC7 PC8 PC9 PC10
Variance
(%)
Dimensionality Reduction
Can ignore the components of lesser significance.
You do lose some information, but if the eigenvalues are
small, you don’t lose much
– n dimensions in original data
– calculate n eigenvectors and eigenvalues
– choose only the first p eigenvectors, based on their eigenvalues
– final data set has only p dimensions
22. PCA/FA
• Principal Components Analysis
– Extracts all the factor underlying a set of variables
– The number of factors = the number of variables
– Completely explains the variance in each variable
• Parsimony?!?!?!
• Factor Analysis
– Also known as Principal Axis Analysis
– Analyses only the shared variance
• NO ERROR!
23. Vector Space Model for Documents
• Documents are vectors in multi-dim Euclidean space
– Each term is a dimension in the space: LOTS of them
– Coordinate of doc d in dimension t is prop. to TF(d,t)
• TF(d,t) is term frequency of t in document d
• Term-document matrix, with entries being normalized
TF values
– t*d matrix, for t terms and d documents
• Queries are also vectors in the same space
– Treated just like documents
• Rank documents based on similarity of their vectors
with the query vector
– Using cosine distance of vectors
24. Problems
• Looks for literal term matches
• Terms in queries (esp short ones) don’t always
capture user’s information need well
• Problems:
– Synonymy: other words with the same meaning
• Car and automobile
– Polysemy: the same word having other meanings
• Apple (fruit and company)
• What if we could match against ‘concepts’,
that represent related words, rather than
words themselves
25. Example of Problems
-- Relevant docs may not have the query terms
but may have many “related” terms
-- Irrelevant docs may have the query terms
but may not have any “related” terms
26. Latent Semantic Indexing (LSI)
• Uses statistically derived conceptual indices
instead of individual words for retrieval
• Assumes that there is some underlying or latent
structure in word usage that is obscured by
variability in word choice
• Key idea: instead of representing documents and
queries as vectors in a t-dim space of terms
– Represent them (and terms themselves) as vectors in
a lower-dimensional space whose axes are concepts
that effectively group together similar words
– These axes are the Principal Components from PCA
27. Example
• Suppose we have keywords
– Car, automobile, driver, elephant
• We want queries on car to also get docs about drivers
and automobiles, but not about elephants
– What if we could discover that the cars, automobiles and drivers
axes are strongly correlated, but elephants is not
– How? Via correlations observed through documents
– If docs A & B don’t share any words with each other, but both
share lots of words with doc C, then A & B will be considered
similar
– E.g A has cars and drivers, B has automobiles and drivers
• When you scrunch down dimensions, small differences
(noise) gets glossed over, and you get desired behavior
28. LSI and Our Earlier Example
-- Relevant docs may not have the query terms
but may have many “related” terms
-- Irrelevant docs may have the query terms
but may not have any “related” terms
29. LSI: Satisfying a query
• Take the vector representation of the query in the
original term space and transform it to new space
– Turns out dq = xq
t T S-1
– places the query pseudo-doc at the centroid of its
corresponding terms’ locations in the new space
• Similarity with existing docs computed by taking dot
products with the rows of the matrix DS2Dt
30. Latent Semantic Indexing
• The matrix (Mij) can be decomposed into 3
matrices (SVD) as follows: (Mij) = (U) (S) (V)t
• (U) is the matrix of eigenvectors derived from (M)(M)t
• (V)t is the matrix of eigenvectors derived from (M)t(M)
• (S) is an r x r diagonal matrix of singular values
– r = min(t,N) that is, the rank of (Mij)
– Singular values are the positive square roots of the eigen
values of (M)(M)t (also (M)t(M))
32. Dimension Reduction in LSI
• The key idea is to map documents and
queries into a lower dimensional space (i.e.,
composed of higher level concepts which are
in fewer number than the index terms)
• Retrieval in this reduced concept space might
be superior to retrieval in the space of index
terms
33. Dimension Reduction in LSI
• In matrix (S), select only k largest values
• Keep corresponding columns in (U) and (V)t
• The resultant matrix (M)k is given by
– (M)k = (U)k (S)k (V)t
k
– where k, k < r, is the dimensionality of the concept space
• The parameter k should be
– large enough to allow fitting the characteristics of the data
– small enough to filter out the non-relevant
representational detail
34. PCs can be viewed as Topics
In the sense of having to find quantities that are not observable directly
Similarly, transcription factors in biology, as unobservable causal bridges
between experimental conditions and gene expression
35. Computing and Using LSI
=
=
mxn
A
mxr
U
rxr
D
rxn
VT
Terms
Documents
=
=
mxn
Âk
mxk
Uk
kxk
Dk
kxn
VT
k
Terms
Documents
Singular Value
Decomposition
(SVD):
Convert term-document
matrix into 3matrices
U, S and V
Reduce Dimensionality:
Throw out low-order
rows and columns
Recreate Matrix:
Multiply to produce
approximate term-
document matrix.
Use new matrix to
process queries
OR, better, map query to
reduced space
M U S Vt Uk Sk
Vk
t
42. What LSI can do
• LSI analysis effectively does
– Dimensionality reduction
– Noise reduction
– Exploitation of redundant data
– Correlation analysis and Query expansion (with related words)
• Some of the individual effects can be achieved with
simpler techniques (e.g. thesaurus construction). LSI
does them together.
• LSI handles synonymy well, not so much polysemy
• Challenge: SVD is complex to compute (O(n3))
– Needs to be updated as new documents are found/updated
43. SVD Properties
• There is an implicit assumption that the observed data
distribution is multivariate Gaussian
• Can consider as a probabilistic generative model – latent
variables are Gaussian – sub-optimal in likelihood terms for
non-Gaussian distribution
• Employed in signal processing for noise filtering – dominant
subspace contains majority of information bearing part of
signal
• Similar rationale when applying SVD to LSI
44. LSI Conclusions
– SVD defined basis provide P/R improvements over term
matching
• Interpretation difficult
• Optimal dimension – open question
• Variable performance on LARGE collections
• Supercomputing muscle required
– Probabilistic approaches provide improvements over SVD
• Clear interpretation of decomposition
• Optimal dimension – open question
• High variability of results due to nonlinear optimisation over HUGE
parameter space
– Improvements marginal in relation to cost
45. Factor Analysis (e.g. PCA) is not
the most sophisticated
dimensionality reduction technique
• Dimensionality reduction is a useful technique for any
classification/regression problem
– Text retrieval can be seen as a classification problem
• There are many other dimensionality reduction
techniques
– Neural nets, support vector machines etc.
• Compared to them, LSI is limited in the sense that it
is a “linear” technique
– It cannot capture non-linear dependencies between original
dimensions (e.g. data that are circularly distributed).
46. Limitations of PCA
•Relevant Component Analysis (RCA)
•Fisher Discriminant analysis (FDA)
Are the maximal variance dimensions the
relevant dimensions for preservation?
47. Limitations of PCA
Should the goal be finding independent rather
than pair-wise uncorrelated dimensions
•Independent Component Analysis (ICA)
ICA PCA
49. Limitations of PCA
• The reduction of dimensions for
complex distributions may need non
linear processing
• Curvilenear Component Analysis (CCA)
– Non linear extension of PCA
– Preserves the proximity between the points in the input
space i.e. local topology of the distribution
– Enables to unfold some varieties in the input data
– Keep the local topology
50. Example of data representation
using CCA
Non linear projection of a horseshoe
Non linear projection of a spiral
51. PCA applications -Eigenfaces
• Eigenfaces are
the eigenvectors of
the covariance matrix of
the probability distribution of
the vector space of
human faces
• Eigenfaces are the ‘standardized face ingredients’
derived from the statistical analysis of many
pictures of human faces
• A human face may be considered to be a
combination of these standard faces
52. PCA applications -Eigenfaces
To generate a set of eigenfaces:
1. Large set of digitized images of human faces is taken
under the same lighting conditions.
2. The images are normalized to line up the eyes and
mouths.
3. The eigenvectors of the covariance matrix of the
statistical distribution of face image vectors are then
extracted.
4. These eigenvectors are called eigenfaces.
53. PCA applications -Eigenfaces
• the principal eigenface looks like a bland
androgynous average human face
http://en.wikipedia.org/wiki/Image:Eigenfaces.png
54. Eigenfaces – Face Recognition
• When properly weighted, eigenfaces can be
summed together to create an approximate
gray-scale rendering of a human face.
• Remarkably few eigenvector terms are needed
to give a fair likeness of most people's faces
• Hence eigenfaces provide a means of applying
data compression to faces for identification
purposes.
• Similarly, Expert Object Recognition in Video
55. Eigenfaces
• Experiment and Results
Data used here are from the ORL database of faces.
Facial images of 16 persons each with 10 views are used.
- Training set contains 16×7 images.
- Test set contains 16×3 images.
First three eigenfaces :
56. Classification Using Nearest Neighbor
• Save average coefficients for each person. Classify new face as
the person with the closest average.
• Recognition accuracy increases with number of eigenfaces till 15.
Later eigenfaces do not help much with recognition.
Best recognition rates
Training set 99%
Test set 89%
0.4
0.6
0.8
1
0 50 100 150
number of eigenfaces
accuracy
validation set training set
57. PCA of Genes (Leukemia data,
precursor B and T cells)
• 34 patients, dimension of 8973 genes reduced to 2
58. PCA of genes (Leukemia data)
Plot of 8973 genes, dimension of 34 patients reduced to 2
59. Leukemia data - clustering of patients
on original gene dimensions
60. Leukemia data - clustering of
patients on top 100 eigen-genes
62. Sporulation Data Example
• Data: A subset of sporulation data (477
genes) were classified into seven
temporal patterns (Chu et al., 1998)
• The first 2 PCs contains 85.9% of the
variation in the data. (Figure 1a)
• The first 3 PCs contains 93.2% of the
variation in the data. (Figure 1b)
63. Sporulation Data
• The patterns overlap around the origin in (1a).
• The patterns are much more separated in (1b).
64. PCA for Process Monitoring
Variation in processes:
• Chance
• Natural variation inherent in a process. Cumulative effect
of many small, unavoidable causes.
• Assignable
• Variations in raw material, machine tools, mechanical
failure and human error. These are accountable
circumstances and are normally larger.
65. PCA for process monitoring
• Latent variables can sometimes be interpreted
as measures of physical characteristics of a
process i.e., temp, pressure.
• Variable reduction can increase the sensitivity of
a control scheme to assignable causes
• Application of PCA to monitoring is increasing
– Start with a reference set defining normal operation
conditions, look for assignable causes
– Generate a set of indicator variables that best
describe the dynamics of the process
– PCA is sensitive to data types
67. Cocktail-party Problem
• Multiple sound sources in room (independent)
• Multiple sensors receiving signals which are
mixture of original signals
• Estimate original source signals from mixture
of received signals
• Can be viewed as Blind-Source Separation
as mixing parameters are not known
69. • Cocktail party or Blind Source Separation (BSS) problem
– Ill posed problem, unless assumptions are made!
• Most common assumption is that source signals are
statistically independent. This means knowing value of
one of them gives no information about the other.
• Methods based on this assumption are called
Independent Component Analysis methods
– statistical techniques for decomposing a complex data set into
independent parts.
• It can be shown that under some reasonable conditions, if
the ICA assumption holds, then the source signals can be
recovered up to permutation and scaling.
BSS and ICA
72. The ICA model
s1 s2
s3 s4
x1 x2 x3 x4
a11
a12
a13
a14
xi(t) = ai1*s1(t) +
ai2*s2(t) +
ai3*s3(t) +
ai4*s4(t)
Here, i=1:4.
In vector-matrix
notation, and dropping
index t, this is
x = A * s
73. This is recorded by the microphones: a
linear mixture of the sources
xi(t) = ai1*s1(t) + ai2*s2(t) + ai3*s3(t) + ai4*s4(t)
75. BSS
• If we knew the mixing parameters aij then we would just need to
solve a linear system of equations.
• We know neither aij nor si.
• ICA was initially developed to deal with problems closely related
to the cocktail party problem
• Later it became evident that ICA has many other applications
– e.g. from electrical recordings of brain activity from different
locations of the scalp (EEG signals) recover underlying
components of brain activity
Problem: Determine the source signals
s, given only the mixtures x.
76. ICA Solution and Applicability
• ICA is a statistical method, the goal of which is to decompose
given multivariate data into a linear sum of statistically
independent components.
• For example, given two-dimensional vector , x = [ x1 x2 ] T , ICA
aims at finding the following decomposition
where a1, a2 are basis vectors and s1, s2 are basis coefficients.
Constraint: Basis coefficients s1 and s2 are statistically independent.
s
a
a
s
a
a
x
x
2
22
12
1
21
11
2
1
2
2
1
1 s
s a
a
x
77. Application domains of ICA
• Blind source separation
• Image denoising
• Medical signal processing – fMRI, ECG, EEG
• Modelling of the hippocampus and visual cortex
• Feature extraction, face recognition
• Compression, redundancy reduction
• Watermarking
• Clustering
• Time series analysis (stock market, microarray data)
• Topic extraction
• Econometrics: Finding hidden factors in financial data
85. • In the heart, PET can:
– quantify the extent of heart disease
– can calculate myocardial blood flow or
metabolism quantitatively
PET image acquisition
86. PET image acquisition
• Static image
– accumulating the data during the acquisition
• Dynamic image
– for the quantitative analysis
(ex. blood flow, metabolism)
– acquiring the data sequentially with a time interval
90. Other PET applications
• In cancer, PET can:
• distinguish benign from malignant tumors
• stage cancer by showing metastases anywhere in body
• In the brain, PET can:
• calculate cerebral blood flow or metabolism quantitatively.
• positively diagnose Alzheimer's disease for early intervention.
• locate tumors in the brain and distinguish tumor from scar tissue.
• locate the focus of seizures for some patients with epilepsy.
• find regions related with specific task like memory, behavior etc.
91. Factorial Faces for Recognition
Eigenfaces
Factorial Faces
PCA/FA
Factorial Coding/ICA
It finds a linear data representation that
best model the covariance structure of
face image data (second-order relations)
It finds a linear data representation that
Best model the probability distribution of
Face image data (high-order relations)
(IEEE BMCV 2000)
94. Experimental Results
Figure 1. Sample images in the training set.
(neutral expression, anger, and right-light-on from first session;
smile and left-light-on from second session)
Figure 2. Sample images in the test set.
(smile and left-light-on from first session; neutral expression,
anger, and right-light-on from second session)
95. Eigenfaces vs Factorial Faces
Figure 3. First 20 basis images: (a) in eigenface method; (b) factorial
code. They are ordered by column, then, by row.
(a) (b)
96. Figure 1. The comparison of recognition performance using Nearest
Neighbor: the eigenface method and Factorial Code Representation using
20 or 30 principal components in the snap-shot method;
Experimental Results
97. Figure 2. The comparison of recognition performance using MLP
Classifier: the eigenface method and Factorial Code Representation using
20 or 50 principal components in the snap-shot method;
Experimental Results
98. PCA vs ICA
• Linear Transform
– Compression
– Classification
• PCA
– Focus on uncorrelated and Gaussian components
– Second-order statistics
– Orthogonal transformation
• ICA
– Focus on independent and non-Gaussian components
– Higher-order statistics
– Non-orthogonal transformation
99. Gaussians and ICA
• If some components are gaussian and some are
non-gaussian.
– Can estimate all non-gaussian components
– Linear combination of gaussian components can be
estimated.
– If only one gaussian component, model can be
estimated
• ICA sometimes viewed as non-Gaussian factor
analysis
