Difference between revisions of "10-601 Matrix Factorization"

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=== Slides ===
 
=== Slides ===
  
* [http://www.cs.cmu.edu/~wcohen/10-601/cf.pptx  Slides in Powerpoint], [http://www.cs.cmu.edu/~wcohen/10-601/cf.pdf  Slides in PDF].
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* [http://www.cs.cmu.edu/~wcohen/10-601/pca+mf.pdf  Slides in PDF].
  
 
=== Readings ===
 
=== Readings ===
  
* Murphy Chap 12; Bishop chapter 12. (PCA is not covered in Mitchell. )
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* Murphy Chap 12. PCA is not covered in Mitchell.
* There are also some [http://www.cs.cmu.edu/~wcohen/10-601/PCA-notes/pca.pdf notes on PCA/SVD] that I've written up
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* There are also some [http://www.cs.cmu.edu/~wcohen/10-601/PCA-notes/pca.pdf notes on PCA/SVD] that I've written up.
* There's a [http://arxiv.org/abs/1404.1100 good tutorial introduction to PCA] on arxiv.
 
 
* There's a nice description of [http://people.mpi-inf.mpg.de/~rgemulla/publications/rj10481rev.pdf the gradient-based approach to MF], and a scheme for parallelizing it,by Gemulla et al.
 
* There's a nice description of [http://people.mpi-inf.mpg.de/~rgemulla/publications/rj10481rev.pdf the gradient-based approach to MF], and a scheme for parallelizing it,by Gemulla et al.
  
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You should know:
 
You should know:
* What loss function and constraints are associated with PCA - i.e., what the "PCA optimization problem" is.
+
* What PCA is, and how it relates to matrix factorization.
 +
* How to interpret the "cartoons" that we use to illustrate PCA.
 +
* What loss function and constraints are associated with PCA - i.e., what the "PCA Problem" is.
 +
* How the principle components are related to each other and the data:
 +
** The earlier components have the highest variance (i.e., for the first components the examples, when re-expressed over the space defined by the new basis, have the largest variance)
 +
** The components are orthogonal to each other (by construction)
 
* How to interpret the low-dimensional embedding of instances, and the "prototypes" produced by PCA and MF techniques.
 
* How to interpret the low-dimensional embedding of instances, and the "prototypes" produced by PCA and MF techniques.
* How to interpret the prototypes in the case of dimension reduction for images.
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** How to interpret the prototypes in the case of dimension reduction for images.
 +
** How to interpret the prototypes in the case of collaborative filtering, and completion of a ratings matrix.
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* How PCA and MF relate to k-means and and EM.

Latest revision as of 15:33, 21 April 2016

This a lecture used in the Syllabus for Machine Learning 10-601B in Spring 2016

Slides

Readings

Summary

You should know:

  • What PCA is, and how it relates to matrix factorization.
  • How to interpret the "cartoons" that we use to illustrate PCA.
  • What loss function and constraints are associated with PCA - i.e., what the "PCA Problem" is.
  • How the principle components are related to each other and the data:
    • The earlier components have the highest variance (i.e., for the first components the examples, when re-expressed over the space defined by the new basis, have the largest variance)
    • The components are orthogonal to each other (by construction)
  • How to interpret the low-dimensional embedding of instances, and the "prototypes" produced by PCA and MF techniques.
    • How to interpret the prototypes in the case of dimension reduction for images.
    • How to interpret the prototypes in the case of collaborative filtering, and completion of a ratings matrix.
  • How PCA and MF relate to k-means and and EM.