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Hairong Qi, Gonzalez Family Professor Electrical Engineering and Computer Science

Explore Fisher's Linear Discriminant, PCA, and curse of dimensionality aspects. Learn mathematical preliminaries and other approaches for dimension reduction in pattern classification.

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Hairong Qi, Gonzalez Family Professor Electrical Engineering and Computer Science

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  1. ECE471-571 – Pattern RecognitionLecture 6 – Dimensionality Reduction – Fisher’s Linear Discriminant Hairong Qi, Gonzalez Family Professor Electrical Engineering and Computer Science University of Tennessee, Knoxville http://www.eecs.utk.edu/faculty/qi Email: hqi@utk.edu

  2. Pattern Classification Statistical Approach Non-Statistical Approach Supervised Unsupervised Decision-tree Basic concepts: Baysian decision rule (MPP, LR, Discri.) Basic concepts: Distance Agglomerative method Syntactic approach Parameter estimate (ML, BL) k-means Non-Parametric learning (kNN) Winner-takes-all LDF (Perceptron) Kohonen maps NN (BP) Mean-shift Support Vector Machine Deep Learning (DL) Dimensionality Reduction FLD, PCA Performance Evaluation ROC curve (TP, TN, FN, FP) cross validation Stochastic Methods local opt (GD) global opt (SA, GA) Classifier Fusion majority voting NB, BKS

  3. Review - Bayes Decision Rule Maximum Posterior Probability If , then x belongs to class 1, otherwise, 2. Likelihood Ratio Discriminant Function Case 1: Minimum Euclidean Distance (Linear Machine), Si=s2I Case 2: Minimum Mahalanobis Distance (Linear Machine), Si = S Case 3: Quadratic classifier , Si = arbitrary

  4. The Curse of Dimensionality – 1st Aspect • The number of training samples • What would the probability density function look like if the dimensionality is very high? • For a 7-dimensional space, where each variable could have 20 possible values, then the 7-d histogram contains 207 cells. To distribute a training set of some reasonable size (1000) among this many cells is to leave virtually all the cells empty

  5. Curse of Dimensionality – 2nd Aspect • Accuracy and overfitting • In theory, the higher the dimensionality, the less the error, the better the performance. However, in realistic pattern recognition problems, the opposite is often true. Why? • The assumption that pdf behaves like Gaussian is only approximately true • When increasing the dimensionality, we may be overfitting the training set. • Problem: excellent performance on the training set, poor performance on new data points which are in fact very close to the data within the training set

  6. Curse of Dimensionality - 3rd Aspect • Computational complexity

  7. Dimensionality Reduction • Fisher’s linear discriminant • Best discriminating the data • Principal component analysis (PCA) • Best representing the data

  8. Fisher’s Linear Discriminant • For two-class cases, projection of data from d-dimension onto a line • Principle: We’d like to find vector w (direction of the line) such that the projected data set can be best separated Projected mean Sample mean

  9. Other Approaches? • Solution 1: make the projected mean as apart as possible • Solution 2? Scatter matrix Between-class scatter matrix Within-class scatter matrix

  10. *The Generalized Rayleigh Quotient Canonical variate

  11. Some Math Preliminaries • Positive definite • A matrix S is positive definite if y=xTSx>0 for all Rd except 0 • xTSx is called the quadratic form • The derivative of a quadratic form is particularly useful • Eigenvalue and eigenvector • x is called the eigenvector of A iff x is not zero, and Ax=lx • l is the eigenvalue of x

  12. * Multiple Discriminant Analysis • For c-class problem, the projection is from d-dimensional space to a (c-1)-dimensional space (assume d >= c) • Sec. 3.8.3

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