这个练习还是围绕着pca,pca白化,zca白化的,不过这里用的图像,而不再是简单的二维数据,能够让我们直观地看到这些预处理的作用
Step 0b: Zero-mean the data (by row)
%% Step 0b: Zero-mean the data (by row)
% You can make use of the mean and repmat/bsxfun functions.
% -------------------- YOUR CODE HERE --------------------
avg = mean(x,1);
x = x - repmat(avg,size(x,1),1);
Step 1a&1b: Implement PCA to obtain xRot & Check your implementation of PCA
%% Step 1a: Implement PCA to obtain xRot
% Implement PCA to obtain xRot, the matrix in which the data is expressed
% with respect to the eigenbasis of sigma, which is the matrix U.
% -------------------- YOUR CODE HERE --------------------
xRot = zeros(size(x)); % You need to compute this
sigma = x * x' / size(x,2);
[u s v] = svd(sigma);
xRot = u' * x;
%%================================================================
%% Step 1b: Check your implementation of PCA
% The covariance matrix for the data expressed with respect to the basis U
% should be a diagonal matrix with non-zero entries only along the main
% diagonal. We will verify this here.
% Write code to compute the covariance matrix, covar.
% When visualised as an image, you should see a straight line across the
% diagonal (non-zero entries) against a blue background (zero entries).
% -------------------- YOUR CODE HERE --------------------
covar = zeros(size(x, 1)); % You need to compute this
covar = xRot * xRot' / size(xRot,2);
% Visualise the covariance matrix. You should see a line across the
% diagonal against a blue background.
figure('name','Visualisation of covariance matrix');
imagesc(covar);
结果如下
Step 2: Find k, the number of components to retain
%% Step 2: Find k, the number of components to retain
% Write code to determine k, the number of components to retain in order
% to retain at least 99% of the variance.
% -------------------- YOUR CODE HERE --------------------
k = 0; % Set k accordingly
all = sum(diag(s));
for i=1:size(s,1)
if sum(diag(s(1:i,1:i))) / all >= 0.99
k = i;
break;
end
end
Step 3: Implement PCA with dimension reduction
%% Step 3: Implement PCA with dimension reduction
% Now that you have found k, you can reduce the dimension of the data by
% discarding the remaining dimensions. In this way, you can represent the
% data in k dimensions instead of the original 144, which will save you
% computational time when running learning algorithms on the reduced
% representation.
%
% Following the dimension reduction, invert the PCA transformation to produce
% the matrix xHat, the dimension-reduced data with respect to the original basis.
% Visualise the data and compare it to the raw data. You will observe that
% there is little loss due to throwing away the principal components that
% correspond to dimensions with low variation.
% -------------------- YOUR CODE HERE --------------------
xHat = zeros(size(x)); % You need to compute this
xTilde = u(:,1:k)' * x;
xHat = u(:,1:k) * xTilde;
% Visualise the data, and compare it to the raw data
% You should observe that the raw and processed data are of comparable quality.
% For comparison, you may wish to generate a PCA reduced image which
% retains only 90% of the variance.
figure('name',['PCA processed images ',sprintf('(%d / %d dimensions)', k, size(x, 1)),'']);
display_network(xHat(:,randsel));
figure('name','Raw images');
display_network(x(:,randsel));
对比图如下
原数据
保留90%的方差
保留99%的方差
Step 4a&4b: Implement PCA with whitening and regularisation & Check your implementation of PCA whitening
%% Step 4a: Implement PCA with whitening and regularisation
% Implement PCA with whitening and regularisation to produce the matrix
% xPCAWhite.
epsilon = 0.1;
xPCAWhite = zeros(size(x));
xPCAWhite = diag(sqrt(1./(diag(s) + epsilon))) * xRot;
% -------------------- YOUR CODE HERE --------------------
%%================================================================
%% Step 4b: Check your implementation of PCA whitening
% Check your implementation of PCA whitening with and without regularisation.
% PCA whitening without regularisation results a covariance matrix
% that is equal to the identity matrix. PCA whitening with regularisation
% results in a covariance matrix with diagonal entries starting close to
% 1 and gradually becoming smaller. We will verify these properties here.
% Write code to compute the covariance matrix, covar.
%
% Without regularisation (set epsilon to 0 or close to 0),
% when visualised as an image, you should see a red line across the
% diagonal (one entries) against a blue background (zero entries).
% With regularisation, you should see a red line that slowly turns
% blue across the diagonal, corresponding to the one entries slowly
% becoming smaller.
% -------------------- YOUR CODE HERE --------------------
% Visualise the covariance matrix. You should see a red line across the
% diagonal against a blue background.
covar = xPCAWhite * xPCAWhite' / size(xPCAWhite,2)
figure('name','Visualisation of covariance matrix');
imagesc(covar);
epsilon = 0.1
epsilon = 0
Step 5: Implement ZCA whitening
%% Step 5: Implement ZCA whitening
% Now implement ZCA whitening to produce the matrix xZCAWhite.
% Visualise the data and compare it to the raw data. You should observe
% that whitening results in, among other things, enhanced edges.
xZCAWhite = zeros(size(x));
% -------------------- YOUR CODE HERE --------------------
xZCAWhite = u * xPCAWhite;
% Visualise the data, and compare it to the raw data.
% You should observe that the whitened images have enhanced edges.
figure('name','ZCA whitened images');
display_network(xZCAWhite(:,randsel));
figure('name','Raw images');
display_network(x(:,randsel));
结果如下,强化了边缘