matlab实现zca去白化,ZCA白化变换推导——Learning Multiple Layers of Features from Tiny Images...

参考文献：Learning Multiple Layers of Features from Tiny Images：附录

设数据集 X 的维数为 d×n ，且已经中心化

则协方差矩阵为

1/(n-1)*X*X'

我们想让这n个d维向量中任意两维都不相关，则假定去相关矩阵为W

Y = W*X

为了使W达到去相关的目的，Y*Y‘必须是对角阵，可以进一步约束Y满足

Y * Y’ = (n - 1) I

再对W矩阵加限制(主要是方便下面的推导)

W = W‘

则

Y * Y’ = (n-1) I

W*X*X'*W' = (n-1) I

W ' * W * X * X' * W = (n-1) * W' = (n-1) * W

所以W^2 * X * X' = (n-1) I

W = sqrt(n-1) * (X * X')^(-1/2)

而X * X‘ 是对称半正定，所以可以分解为 P*D*P’，其中D是对角阵，P是正交阵，(X * X')^(a) = P * D^(a) * P

所以W = P * D^(-1/2) * P';

Matlab代码

testZCA.m

clear;clc

patches = [];

tx = imread('test.jpg');%load('pcaData.txt','-ascii');

tx = double(tx);

x = zeros(size(tx, 1) * size(tx, 2), size(tx, 3));

tx = tx(:);

for i = 1 : size(x,2)

x(:, i) = tx(1 + size(x, 1) * (i - 1) : size(x,1) * i);

end

patches = x';

%for i = 1 : size(x,2);

% im = imread(strcat('train\', num2str(i), '.png'));

% im = reshape(im, [1, 32*32*3]);

% im = double(im);

% % centralize

% im(1:32*32) = im(1:32*32) - mean(im(1:32*32));

% im(32*32+1:2*32*32) = im(32*32+1:2*32*32) - mean(im(32*32+1:2*32*32));

% im(2*32*32+1:3*32*32) = im(2*32*32+1:3*32*32) - mean(im(2*32*32+1:3*32*32));

%

% patches = [patches, im'];

%end

y = ZCA_whitening(patches);

y = y * y';

y = ZCA_normalize(y);

covx = 1/1000 * patches * patches';

covx = ZCA_normalize(covx);

hold on

subplot(1,2,1)

imshow(uint8(covx))

subplot(1,2,2)

imshow(uint8(y));

function y = ZCA_normalize(x)

[row, col] = size(x);

tx = [];

for i = 1 : row

tx = [tx, x(i,:)];

end

tx = tx - min(tx);

tx = tx / max(tx) * 255;

y = zeros(row, col);

for i = 1 : row

y(i, :) = tx((i - 1) * col + 1 : i * col);

end

end

%% 假定每一个d维数据是0均值的,那么这n个d维数据的矩阵X(d*n)的协方差矩阵为

%% covX = 1/(n-1)*X*X'

%% 为了消除维数之间的相关性，做变换W，得到Y，即Y = W*X

%% 下面求‘去相关矩阵W'.由于W消除了相关性,所以Y*Y'是对角阵,故令W满足

%% Y*Y' = (n-1)*I

%% 由于满足条件的W很多,那么不妨设W=W'

%% 之后的推导比较自然,比较难想到的就是将X*X'做正交分解为P*D*P'

function y = ZCAwhitening(x)

[dim, n] = size(x);

[P, D] = schur(x * x');

w = sqrt(n-1) * P * D^(-1/2) * P';

y = w * x;

end效果图——数据集是取自Kaggle上的Tiny Image Classification的比赛