I've calculated the cosine similarity between two vectors. For instance, each vector can have x elements, V = {v[0], v[1], ...}, such as {age, height, ...}
Currently, I do not normalize on each element. In other words, elements that have higher absolute values tend to matter more in the similarity computation. e.g. if you have a person who is 180 cm tall and is only 10 years old, height is going to affect the similarity more than age.
I'm considering three variation of feature scaling, borrowed from wiki (http://en.wikipedia.org/wiki/Feature_scaling):
Rescaling (subtract the min and divide by the range)
Standardization (subtracting the mean and dividing by standard deviation)
Using Percentiles (get the distribution of all values for a specific element and compute the percentiles the absolute value falls in)
It would be helpful if someone can explain the benefits to each and how I would go about determining what is the right method of normalization use. Having done all three, the sample results I get for instance is:
none: 1.0
standardized: 0.963
scaled: 0.981
quantile: 0.878
Related
While learning an image denoising technique based on bilateral filter, I encountered this tutorial which provides with full lists of arguments used to run OpenCV's bilateralFilter function. What I see, it's slightly confusing, because there is no explanation about a mathematical rule to alter the diameter value by manipulating both the sigma arguments. So, if picking some specific arguments to pass into that function, I realize hardly what diameter corresponds with a particular couple of sigma values.
Does there exist a dependency between both deviations and the diameter? If my inference is correct, what equation (may be, introduced in OpenCV documentation) is to be referred if applying bilateral filter in a program-based solution?
According to the documentation, the bilateralFilter function in OpenCV takes a parameter d, the neighborhood diameter, as well as a parameter sigmaSpace, the spatial sigma. They can be selected separately, but if d "is non-positive, it is computed from sigmaSpace." For more details we need to look at the source code:
if( d <= 0 )
radius = cvRound(sigma_space*1.5);
else
radius = d/2;
radius = MAX(radius, 1);
d = radius*2 + 1;
That is, if d is not positive, then it is taken as 3 times sigmaSpace. d is also always forced to be odd, so that there is a central pixel in the neighborhood.
Note that the other sigma, sigmaColor, is unrelated to the spatial size of the filter.
In general, if one chooses a sigmaSpace that is too large for the given d, then the Gaussian kernel will be cut off in a way that makes it not appear like a Gaussian, and loose its nice filtering properties (see for example here for an explanation). If it is taken too small for the given d, then many pixels in the neighborhood will always have a near-zero weight, meaning that computational work is wasted. The default value is rather small (one typically uses a radius of 3 times sigma for Gaussian filtering), but is still quite reasonable given the computational cost of the bilateral filter (a smaller neighborhood is cheaper).
These two value (d and sigma) are totally unrelated to each other. Sigma determines the values of the pixels of the kernel, but d determines the size of the kernel.
For example consider this Gaussian filter with sigma=1:
It's a filter kernel and and as you can see the pixel values of the kernel only depends on sigma (the 3*3 matrix in the middle is equal in both kernel), but reducing the size of the kernel (or reducing the diameter) will make the outer pixels ineffective without effecting the values of the middle pixels.
And now if you change the sigma, (with k=3) the kernel is still 3*3 but the pixels' values would be different.
I have hypothesis function h(x) = theta0 + theta1*x.
How can I select theta0 and theta1 value for the linear regression model?
The question is unclear whether you would like to do this by hand (with the underlying math), use a program like Excel, or solve in a language like MATLAB or Python.
To start, here is a website offering a summary of the math involved for a univariate calculation: http://www.statisticshowto.com/probability-and-statistics/regression-analysis/find-a-linear-regression-equation/
Here, there is some discussion of the matrix formulation of the multivariate problem (I know you asked for univariate but some people find the matrix formulation helps them conceptualize the problem): https://onlinecourses.science.psu.edu/stat501/node/382
We should start with a bit of an intuition, based on the level of the question. The goal of a linear regression is to find a set of variables, in your case thetas, that minimize the distance between the line formed and the data points observed (often, the square of this distance). You have two "free" variables in the equation you defined. First, theta0: this is the intercept. The intercept is the value of the response variable (h(x)) when the input variable (x) is 0. This visually is the point where the line will cross the y axis. The second variable you have defined is the slope (theta1), this variable expresses how much the response variable changes when the input changes. If theta1 = 0, h(x) does not change when x changes. If theta1 = 1, h(x) increases and decreases at the same rate as x. If theta1 = -1, h(x) responds in the opposite direction: if x increases, h(x) decreases by the same amount; if x decreases, h(x) increases by the quantity.
For more information, Mathworks provides a fairly comprehensive explanation: https://www.mathworks.com/help/symbolic/mupad_ug/univariate-linear-regression.html
So after getting a handle on what we are doing conceptually, lets take a stab at the math. We'll need to calculate the standard deviation of our two variables, x and h(x). WTo calculate the standard deviation, we will calculate the mean of each variable (sum up all the x's and then divide by the number of x's, do the same for h(x)). The standard deviation captures how much a variable differs from its mean. For each x, subtract the mean of x. Sum these differences up and then divide by the number of x's minus 1. Finally, take the square root. This is your standard deviation.
Using this, we can normalize both variables. For x, subtract the mean of x and divide by the standard deviation of x. Do this for h(x) as well. You will now have two lists of normalized numbers.
For each normalized number, multiply the value by its pair (the first normalized x value with its h(x) pair, for all values). Add these products together and divide by N. This gives you the correlation. To get the least squares estimate of theta1, calculate this correlation value times the standard deviation of h(x) divided by the standard deviation of x.
Given all this information, calculating the intercept (theta0) is easy, all we'll have to do is take the mean of h(x) and subtract the product (multiply!) of our calculated theta1 and the average of x.
Phew! All taken care of! We have our least squares solution for those two variables. Let me know if you have any questions! One last excellent resource: https://people.duke.edu/~rnau/mathreg.htm
If you are asking about the hypothesis function in linear regression, then those theta values are selected by an algorithm called gradient descent. This helps in finding the theta values to minimize the cost function.
I have an Image I
I am trying to do Automatic Object Extraction using Quantum Mechanics
Each pixel in an image is considered as a potential field, V(x,y) and hence each wave (eigen) function represents a meaningful region.
2D Time-independent Sschrodinger's equation
Multiplying both sides by
We get,
Rewriting the Laplacian using Finite Difference approach
where Ni is the set of neighbours with index i, and |Ni| is the cardinality of, i.e. the number of elements in Ni
Combining the above two equations, we get:
where M is the number of elements in
Now,the left hand side of the equation is a measure of how similar the labels in a neighbourhood are, i.e. a measure of spatial coherence.
Now, for applying this to images, the potential V is given as the pixel intensities.
Here, V is the pixel intensities
The right hand side is a measure of how close the pixel values in a segment are to a constant value E.
Now, the wave functions can be numerically calculated by solving the eigenvectors of Hamiltonian operator in matrix form which is
for i = j
for
and elsewhere 0
Now, in this paper it is said that first we have to find the maximum and minimum eigenvalues and then calculate the eigenvectors with eigenvalues closest to a number of values regularly selected between the minimum and maximum eigenvalues. the number is 300.
I have calculated the 300 eigenvectors.
And then the absolute square of the eigenvectors are thresholded to obtain the segments.
Fine upto this part.
Now, how do I reconstruct the eigenvectors into a 2D image so as to get the potential segments in the image?
I tried to implement GMMs but I have a few problems during the em-algorithm.
Let's say I've got 3D Samples (stat1, stat2, stat3) which I use to train the GMMs.
One of my training sets for one of the GMMs has in nearly every sample a "0" for stat1. During training I get really small Numbers (like "1.4456539880060609E-124") in the first row and column of the covariance matrix which leads in the next iteration of the EM-Algorithm to 0.0 in the first row and column.
I get something like this:
0.0 0.0 0.0
0.0 5.0 6.0
0.0 2.0 1.0
I need the inverse covariance matrix to calculate the density but since one column is zero I can't do this.
I thought about falling back to the old covariance matrix (and mean) or to replace every 0 with a really small number.
Or is there a another simple solution to this problem?
Simply your data lies in degenerated subspace of your actual input space, and GMM is not well suited in most generic form for such setting. THe problem is that empirical covariance estimator that you use simply fail for such data (as you said - you cannot inverse it). What you usually do? You chenge covariance estimator to the constrained/regularized ones, which contain:
Constant-based shrinking, thus instead of using Sigma = Cov(X) you do Sigma = Cov(X) + eps * I, where eps is prefedefined small constant, and I is identity matrix. Consequently you never have a zero values on the diagonal, and it is easy to prove that for reasonable epsilon, this will be inversible
Nicely fitted shrinking, like Oracle Covariance Estimator or Ledoit-Wolf Covariance Estimator which find best epsilon based on the data itself.
Constrain your gaussians to for example spherical family, thus N(m, sigma I), where sigma = avg_i( cov( X[:, i] ) is the mean covariance per dimension. This limits you to spherical gaussians, and also solves the above issue
There are many more solutions possible, but all based on the same thing - chenge covariance estimator in such a way, that you have a guarantee of invertability.
I understood the overall SVM algorithm consisting of Lagrangian Duality and all, but I am not able to understand why particularly the Lagrangian multiplier is greater than zero for support vectors.
Thank you.
This might be a late answer but I am putting my understanding here for other visitors.
Lagrangian multiplier, usually denoted by α is a vector of the weights of all the training points as support vectors.
Suppose there are m training examples. Then α is a vector of size m. Now focus on any ith element of α: αi. It is clear that αi captures the weight of the ith training example as a support vector. Higher value of αi means that ith training example holds more importance as a support vector; something like if a prediction is to be made, then that ith training example will be more important in deriving the decision.
Now coming to the OP's concern:
I am not able to understand why particularly the Lagrangian multiplier
is greater than zero for support vectors.
It is just a construct. When you say αi=0, it is just that ith training example has zero weight as a support vector. You can instead also say that that ith example is not a support vector.
Side note: One of the KKT's conditions is the complementary slackness: αigi(w)=0 for all i. For a support vector, it must lie on the margin which implies that gi(w)=0. Now αi can or cannot be zero; anyway it is satisfying the complementary slackness condition.
For αi=0, you can choose whether you want to call such points a support vector or not based on the discussion given above. But for a non-support vector, αi must be zero for satisfying the complementary slackness as gi(w) is not zero.
I can't figure this out too...
If we take a simple example, say of 3 data points, 2 of positive class (yi=1): (1,2) (3,1) and one negative (yi=-1): (-1,-1) - and we calculate using Lagrange multipliers, we will get a perfect w (0.25,0.5) and b = -0.25, but one of our alphas was negative (a1 = 6/32, a2 = -1/32, a3 = 5/32).