1 / 22

Projection Pursuit

Projection Pursuit. PCA and FDA are linear, PP may be linear or non-linear. Find interesting “criterion of fit”, or “figure of merit” function, that allows for low-dim (usually 2D or 3D) projection. Projection Pursuit (PP). General transformation with parameters W.

craig
Download Presentation

Projection Pursuit

An Image/Link below is provided (as is) to download presentation Download Policy: Content on the Website is provided to you AS IS for your information and personal use and may not be sold / licensed / shared on other websites without getting consent from its author. Content is provided to you AS IS for your information and personal use only. Download presentation by click this link. While downloading, if for some reason you are not able to download a presentation, the publisher may have deleted the file from their server. During download, if you can't get a presentation, the file might be deleted by the publisher.

E N D

Presentation Transcript

  1. Projection Pursuit

  2. PCA and FDA are linear, PP may be linear or non-linear. Find interesting “criterion of fit”, or “figure of merit” function, that allows for low-dim (usually 2D or 3D) projection. Projection Pursuit (PP) General transformation with parameters W. Index of “interestingness” Interesting indices may use a priori knowledge about the problem: 1. mean nearest neighbor distance – increase clustering of Y(j)2. maximize mutual information between classes and features 3. find projection that have non-Gaussian distributions. The last index does not use a priori knowledge; it leads to the Independent Component Analysis (ICA).ICA features are not only uncorrelated, but also independent.

  3. ICA is a special version of PP, recently very popular. Gaussian distributions of variable Y are characterized by 2 parameters: mean value: variance: These are the first 2 moments of distribution; all higher are 0 for G(Y). Kurtosis One simple measure of non-Gaussianity of projections is the 4-th moment (cumulant) of the distribution, called kurtosis, measures “skewedness” of the distribution. For E{Y}=0 kurtosis is: Super-Gaussian distribution: long tail, peak at zero, k4(y)>0, like binary image data. sub-Gaussian distribution is more flat and has k4(y)<0, like speech signal data.

  4. Features Yi, Yjare uncorrelated if covariance is diagonal, or: Correlation and independence Variables are statistically independent if their joint probability distribution is a product of probabilities for all variables: Uncorrelated features are orthogonal. Statistically independent features Yi, Yj for any functions give: This is much stronger condition than correlation; in particular the functions may be powers of variables; any non-Gaussian distribution after PCA transformation will still have correlated features.

  5. Example: PCA and PP based on maximal kurtosis: note nice separation of the blue class. PP/ICA example

  6. Some remarks • Many formulations of PP and ICA methods exist. • PP is used for data visualization and dimensionality reduction. • Nonlinear projections are frequently considered, but solutions are more numerically intensive. • PCA may also be viewed as PP, max (for standardized data): Index I(Y;W) is based here on maximum variance. Other components are found in the space orthogonal to W1TX Same index is used, with projection on space orthogonal to k-1PCs.

  7. How do we find multiple Projections • Statistical approach is complicated: • Perform a transformation on the data to eliminate structure in the already found direction • Then perform PP again • Neural Comp approach: Lateral Inhibition

  8. High Dimensional Data Dimension Reduction Visualisation Classification Analysis Feature Extraction

  9. Projection Pursuit what: An automated procedure that seeks interesting low dimensional projections of a high dimensional cloud by numerically maximizing an objective function or projection index. Huber, 1985

  10. Projection Pursuit why: Curse of dimensionality • Less Robustness • worse mean squared error • greater computational cost • slower convergence to limiting distributions • … • Required number of labelled samples increases with dimensionality.

  11. What is an interesting projection In general: the projection that reveals more information about the structure. In pattern recognition: a projection that maximises class separability in a low dimensional subspace.

  12. Projection Pursuit Dimensional Reduction Find lower-dimensional projections of a high-dimensional point cloud to facilitate classification. Exploratory Projection Pursuit Reduce the dimension of the problem to facilitate visualization.

  13. Projection Pursuit How many dimensions to use • for visualization • for classification/analysis Which Projection Index to use • measure of variation (Principal Components) • departure from normality (negative entropy) • class separability(distance, Bhattacharyya, Mahalanobis, ...) • …

  14. Projection Pursuit Which optimization method to choose We are trying to find the global optimum among local ones • hill climbing methods (simulated annealing) • regular optimization routines with random starting points.

  15. Timetable for Dimensionality reduction • Begin 16 April 1998 • Report on the state-of-the-art. 1 June 1998 • Begin software implementation 15 June 1998 • Prototype software presentation 1 November 1998

  16. ICA demos • ICA has many applications in signal and image analysis. • Finding independent signal sources allows for separation of signals from different sources, removal of noise or artifacts. Observations X are a linear mixture W of unknown sources Y Both W and Y are unknown! This is a blind separation problem. How can they be found? If Y are Independent Components and W linear mixing the problem is similar to FDA or PCA, only the criterion function is different. Play with ICALab PCA/ICA Matlab software for signal/image analysis:http://www.bsp.brain.riken.go.jp/page7.html

  17. ICA demo: images & audio Example from Cichocki’s lab, http://www.bsp.brain.riken.go.jp/page7.html X space for images: take intensity of all pixels  one vector per image, or take smaller patches (ex: 64x64), increasing # vectors • 5images:originals,mixed, convergence ofICA iterations X space for signals: sample the signal for some time Dt • 10 songs:mixed samplesandseparated samples

  18. Self-organization PCA, FDA, ICA, PP are all inspired by statistics, although some neural-inspired methods have been proposed to find interesting solutions, especially for their non-linear versions. • Brains learn to discover the structure of signals: visual, tactile, olfactory, auditory (speech and sounds). • This is a good example of unsupervised learning: spontaneous development of feature detectors, compressing internal information that is needed to model environmental states (inputs). • Some simple stimuli lead to complex behavioral patterns in animals; brains use specialized microcircuits to derive vital information from signals – for example, amygdala nuclei in rats sensitive to ultrasound signals signifying “cat around”.

  19. Models of self-organizaiton SOM or SOFM (Self-Organized Feature Mapping) – self-organizing feature map, one of the simplest models. How can such maps develop spontaneously? Local neural connections: neuronsinteract strongly with those nearby, but weakly with those that are far (in addition inhibiting some intermediate neurons). History: von der Malsburg and Willshaw (1976), competitive learning, Hebb mechanisms, „Mexican hat” interactions, models of visual systems. Amari (1980) – models of continuous neural tissue. Kohonen (1981) - simplification, no inhibition; leaving two essential factors: competition and cooperation.

  20. Computational Intelligence: Methods and Applications Lecture 8 Projection Pursuit &Independent Component Analysis Włodzisław Duch SCE, NTU, Singapore Google: Duch

  21. Computational Intelligence: Methods and Applications Lecture 6Principal Component Analysis. Włodzisław Duch SCE, NTU, Singapore http://www.ntu.edu.sg/home/aswduch

More Related