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Principal Component Analysis Dr. Nidhi Mathur
Principal Component Analysis or PCA is a way of identifying patterns in data and expressing data in such a way as to highlight their similarities and differences. PCA is a powerful tool for analyzing data. 2 PCA - Dr. Nidhi  Mathur
Method Get some data, Subtract the mean, Calculate the covariance matrix, Calculate the eigenvectors and eigenvalues of covariance matrix, Choose components and form a feature vector, Derive the new data set. 3 PCA - Dr. Nidhi  Mathur
Image Representation Rows  of the pixels in an (NxN) image are placed one after the other to form a one dimensional vector. N x N Image 1 x N2 vector 4 PCA - Dr. Nidhi  Mathur
If there are M images, then Now, this is the starting point of PCA Analysis. 5 PCA - Dr. Nidhi  Mathur
Let  be an 1 x N 2 vector corresponding to an N x N image. Obtain images I1, I2, …..IM. Represent every Ii as vector i. Compute  average vector  Subtract the mean vector Compute the covariance matrix ,         where                            is an N 2 x M matrix Compute the eigenvalues  ui of ATA  6 PCA - Dr. Nidhi  Mathur
Matrix ATA is very large and  computation is impractical. ,[object Object]
Compute  eigenvalues vi of AAT. (AT A and AAT have the same eigenvalues and their  eigenvectors are related as: ui = A x vi )  ,[object Object]
AAT  has M eigenvectors/eigenvalues 7 PCA - Dr. Nidhi  Mathur

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PCA Guide by Dr Nidhi Mathur

  • 1. Principal Component Analysis Dr. Nidhi Mathur
  • 2. Principal Component Analysis or PCA is a way of identifying patterns in data and expressing data in such a way as to highlight their similarities and differences. PCA is a powerful tool for analyzing data. 2 PCA - Dr. Nidhi Mathur
  • 3. Method Get some data, Subtract the mean, Calculate the covariance matrix, Calculate the eigenvectors and eigenvalues of covariance matrix, Choose components and form a feature vector, Derive the new data set. 3 PCA - Dr. Nidhi Mathur
  • 4. Image Representation Rows of the pixels in an (NxN) image are placed one after the other to form a one dimensional vector. N x N Image 1 x N2 vector 4 PCA - Dr. Nidhi Mathur
  • 5. If there are M images, then Now, this is the starting point of PCA Analysis. 5 PCA - Dr. Nidhi Mathur
  • 6. Let  be an 1 x N 2 vector corresponding to an N x N image. Obtain images I1, I2, …..IM. Represent every Ii as vector i. Compute average vector Subtract the mean vector Compute the covariance matrix , where is an N 2 x M matrix Compute the eigenvalues ui of ATA  6 PCA - Dr. Nidhi Mathur
  • 7.
  • 8.
  • 9. AAT has M eigenvectors/eigenvalues 7 PCA - Dr. Nidhi Mathur
  • 10.
  • 11. Keep only K eigenvectors.(corresponding to the K largest values.)8 PCA - Dr. Nidhi Mathur
  • 12. 9 PCA - Dr. Nidhi Mathur Thanks