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Problem 1
Reconsider the US air pollution data set:
Loading required package: tools
data (USairpollution)
head (USairpollution)
SO2 temp manu popul wind precip predays
Albany 46 47.6 44 116 8.8 33.36 135
Albuquerque 11 56.8 46 244 8.9 7.77 58
Atlanta 24 61.5 368 497 9.1 48.34 115
Baltimore 47 55.0 625 905 9.6 41.31 111
Buffalo 11 47.1 391 463 12.4 36.11 166
Charleston 31 55.2 35 71 6.5 40.75 148
A)
Perform singular value decomposition of this data matrix. Then create the matrix \(D\) . Describe what this matrix looks like.
components <- svd (USairpollution)
U <- components$ u
D <- components$ d
V <- components$ v
── Attaching core tidyverse packages ──────────────────────── tidyverse 2.0.0 ──
✔ dplyr 1.1.4 ✔ readr 2.1.5
✔ forcats 1.0.0 ✔ stringr 1.5.1
✔ ggplot2 3.5.2 ✔ tibble 3.3.0
✔ lubridate 1.9.4 ✔ tidyr 1.3.1
✔ purrr 1.1.0
── Conflicts ────────────────────────────────────────── tidyverse_conflicts() ──
✖ dplyr::filter() masks stats::filter()
✖ dplyr::lag() masks stats::lag()
ℹ Use the conflicted package (<http://conflicted.r-lib.org/>) to force all conflicts to become errors
[,1] [,2] [,3] [,4] [,5] [,6] [,7]
[1,] -0.02 0.10 0.21 -0.25 0.01 -0.07 -0.04
[2,] -0.03 0.15 0.00 0.04 -0.19 -0.40 0.03
[3,] -0.09 0.08 0.11 0.11 -0.06 0.13 -0.02
[4,] -0.16 0.13 -0.02 -0.19 -0.11 0.10 0.07
[5,] -0.09 0.06 0.20 0.11 0.44 -0.11 0.15
[6,] -0.01 0.09 0.25 -0.05 0.09 -0.04 -0.37
[7,] -0.67 -0.44 -0.20 0.01 -0.04 0.05 -0.08
[8,] -0.09 -0.01 0.19 0.16 0.12 -0.02 -0.28
[9,] -0.18 -0.24 0.32 0.03 0.08 -0.12 -0.01
[10,] -0.08 0.19 0.05 -0.14 0.14 -0.01 -0.10
[11,] -0.15 0.07 -0.04 0.29 -0.13 -0.03 0.16
[12,] -0.10 0.01 0.07 0.13 -0.01 -0.35 -0.03
[13,] -0.03 0.10 0.13 0.04 0.02 -0.07 0.28
[14,] -0.26 0.17 -0.17 -0.17 0.21 -0.06 0.00
[15,] -0.06 -0.15 0.35 0.02 -0.12 0.08 0.03
[16,] -0.20 0.26 -0.19 0.10 -0.01 0.14 0.09
[17,] -0.11 0.24 -0.05 -0.19 0.07 0.05 0.07
[18,] -0.07 0.28 -0.02 0.01 -0.07 0.21 -0.08
[19,] -0.09 0.07 0.07 0.16 0.00 0.02 0.14
[20,] -0.02 0.07 0.17 0.22 -0.12 0.15 -0.03
[21,] -0.09 0.20 0.02 -0.14 0.01 0.09 -0.09
[22,] -0.10 0.18 0.00 0.13 -0.02 0.18 0.03
[23,] -0.06 0.12 0.16 0.29 -0.06 0.18 -0.17
[24,] -0.13 0.06 0.06 0.07 0.24 -0.10 0.24
[25,] -0.15 -0.02 0.13 0.03 0.26 -0.17 0.07
[26,] -0.08 0.13 0.09 0.09 0.01 0.10 -0.14
[27,] -0.06 0.13 0.11 0.25 -0.07 0.22 -0.10
[28,] -0.04 0.18 0.10 -0.09 -0.10 0.09 0.15
[29,] -0.06 0.12 0.07 0.05 0.01 -0.08 0.24
[30,] -0.37 -0.05 -0.14 -0.13 -0.07 0.10 -0.02
[31,] -0.08 0.22 -0.15 0.06 -0.37 -0.44 -0.32
[32,] -0.09 0.12 0.13 -0.38 0.00 -0.04 -0.06
[33,] -0.05 -0.09 0.32 -0.39 -0.38 0.10 0.21
[34,] -0.05 0.09 0.14 0.04 -0.06 0.06 -0.15
[35,] -0.03 0.05 0.14 -0.02 -0.10 -0.31 -0.02
[36,] -0.12 0.13 -0.08 0.10 -0.12 -0.19 0.02
[37,] -0.09 0.11 0.16 -0.08 0.29 -0.06 -0.15
[38,] -0.14 -0.16 0.21 0.08 -0.21 -0.03 0.02
[39,] -0.12 0.19 -0.03 -0.10 -0.03 0.04 0.01
[40,] -0.04 0.12 0.06 0.15 -0.09 -0.08 0.43
[41,] -0.02 0.05 0.22 -0.03 -0.12 0.04 0.03
[1] 7051.95 931.12 540.46 92.71 85.24 52.95 10.14
[,1] [,2] [,3] [,4] [,5] [,6] [,7]
[1,] -0.03 0.00 0.21 -0.82 -0.54 0.03 0.01
[2,] -0.03 0.20 0.30 0.50 -0.67 -0.39 -0.11
[3,] -0.65 -0.71 0.26 0.09 0.00 -0.01 0.00
[4,] -0.75 0.57 -0.33 -0.07 0.01 0.01 0.00
[5,] -0.01 0.03 0.05 0.04 -0.04 -0.11 0.99
[6,] -0.02 0.13 0.24 0.24 -0.22 0.91 0.06
[7,] -0.07 0.34 0.79 -0.11 0.47 -0.12 -0.04
D_matrix <- diag (D)
D_matrix
[,1] [,2] [,3] [,4] [,5] [,6] [,7]
[1,] 7051.949 0.0000 0.000 0.00000 0.00000 0.0000 0.0000
[2,] 0.000 931.1211 0.000 0.00000 0.00000 0.0000 0.0000
[3,] 0.000 0.0000 540.463 0.00000 0.00000 0.0000 0.0000
[4,] 0.000 0.0000 0.000 92.70909 0.00000 0.0000 0.0000
[5,] 0.000 0.0000 0.000 0.00000 85.23724 0.0000 0.0000
[6,] 0.000 0.0000 0.000 0.00000 0.00000 52.9465 0.0000
[7,] 0.000 0.0000 0.000 0.00000 0.00000 0.0000 10.1409
The matrix D has 7 columns and where the diagonal numbers in the middle are the values produced by the components. All other values in the matrix are 0.
B)
Verify that \(X=UDV^T\) by plotting all the entries of \(X\) versus all the entries of \(UDV^T\) with the 0/1 line.
(U %*% diag (D) %*% t (V)) %>% round (1 )
[,1] [,2] [,3] [,4] [,5] [,6] [,7]
[1,] 46 47.6 44 116 8.8 33.4 135
[2,] 11 56.8 46 244 8.9 7.8 58
[3,] 24 61.5 368 497 9.1 48.3 115
[4,] 47 55.0 625 905 9.6 41.3 111
[5,] 11 47.1 391 463 12.4 36.1 166
[6,] 31 55.2 35 71 6.5 40.7 148
[7,] 110 50.6 3344 3369 10.4 34.4 122
[8,] 23 54.0 462 453 7.1 39.0 132
[9,] 65 49.7 1007 751 10.9 35.0 155
[10,] 26 51.5 266 540 8.6 37.0 134
[11,] 9 66.2 641 844 10.9 35.9 78
[12,] 17 51.9 454 515 9.0 12.9 86
[13,] 17 49.0 104 201 11.2 30.8 103
[14,] 35 49.9 1064 1513 10.1 31.0 129
[15,] 56 49.1 412 158 9.0 43.4 127
[16,] 10 68.9 721 1233 10.8 48.2 103
[17,] 28 52.3 361 746 9.7 38.7 121
[18,] 14 68.4 136 529 8.8 54.5 116
[19,] 14 54.5 381 507 10.0 37.0 99
[20,] 13 61.0 91 132 8.2 48.5 100
[21,] 30 55.6 291 593 8.3 43.1 123
[22,] 10 61.6 337 624 9.2 49.1 105
[23,] 10 75.5 207 335 9.0 59.8 128
[24,] 16 45.7 569 717 11.8 29.1 123
[25,] 29 43.5 699 744 10.6 25.9 137
[26,] 18 59.4 275 448 7.9 46.0 119
[27,] 9 68.3 204 361 8.4 56.8 113
[28,] 31 59.3 96 308 10.6 44.7 116
[29,] 14 51.5 181 347 10.9 30.2 98
[30,] 69 54.6 1692 1950 9.6 39.9 115
[31,] 10 70.3 213 582 6.0 7.0 36
[32,] 61 50.4 347 520 9.4 36.2 147
[33,] 94 50.0 343 179 10.6 42.7 125
[34,] 26 57.8 197 299 7.6 42.6 115
[35,] 28 51.0 137 176 8.7 15.2 89
[36,] 12 56.7 453 716 8.7 20.7 67
[37,] 29 51.1 379 531 9.4 38.8 164
[38,] 56 55.9 775 622 9.5 35.9 105
[39,] 29 57.3 434 757 9.3 38.9 111
[40,] 8 56.6 125 277 12.7 30.6 82
[41,] 36 54.0 80 80 9.0 40.2 114
SO2 temp manu popul wind precip predays
Albany 46 47.6 44 116 8.8 33.36 135
Albuquerque 11 56.8 46 244 8.9 7.77 58
Atlanta 24 61.5 368 497 9.1 48.34 115
Baltimore 47 55.0 625 905 9.6 41.31 111
Buffalo 11 47.1 391 463 12.4 36.11 166
Charleston 31 55.2 35 71 6.5 40.75 148
When looking at the points, it is clear to see that the values are very close to the origianal values in the data set.
USairpollution_recomposed2 <- (U %*% diag (D) %*% t (V)) %>% round (1 )
k <- 7
(Xtilde2 <- U[,1 : k] %*% diag (D_matrix[1 : k]) %*% t (V[,1 : k])) %>% round (1 )
[,1] [,2] [,3] [,4] [,5] [,6] [,7]
[1,] 3.6 4.5 84.5 98.0 0.8 3.0 9.6
[2,] 6.1 7.7 143.6 166.5 1.4 5.1 16.3
[3,] 17.4 21.9 407.6 472.7 3.9 14.5 46.4
[4,] 30.5 38.5 716.5 830.9 6.9 25.6 81.5
[5,] 17.1 21.6 402.4 466.7 3.8 14.4 45.8
[6,] 2.5 3.2 59.2 68.7 0.6 2.1 6.7
[7,] 131.0 165.3 3076.9 3568.4 29.4 109.8 350.1
[8,] 18.2 22.9 426.3 494.4 4.1 15.2 48.5
[9,] 34.3 43.2 804.7 933.3 7.7 28.7 91.6
[10,] 16.4 20.7 386.1 447.8 3.7 13.8 43.9
[11,] 29.4 37.1 691.2 801.6 6.6 24.7 78.6
[12,] 19.2 24.2 450.6 522.5 4.3 16.1 51.3
[13,] 6.4 8.0 149.5 173.4 1.4 5.3 17.0
[14,] 51.1 64.5 1200.8 1392.6 11.5 42.8 136.6
[15,] 11.1 14.0 260.7 302.4 2.5 9.3 29.7
[16,] 39.1 49.3 917.4 1063.9 8.8 32.7 104.4
[17,] 22.4 28.3 526.8 611.0 5.0 18.8 59.9
[18,] 13.9 17.5 325.3 377.3 3.1 11.6 37.0
[19,] 17.7 22.4 416.8 483.3 4.0 14.9 47.4
[20,] 4.7 5.9 110.5 128.1 1.1 3.9 12.6
[21,] 18.0 22.7 422.4 489.9 4.0 15.1 48.1
[22,] 19.4 24.5 456.1 528.9 4.4 16.3 51.9
[23,] 11.1 14.0 260.9 302.6 2.5 9.3 29.7
[24,] 25.6 32.2 600.2 696.0 5.7 21.4 68.3
[25,] 28.5 36.0 669.2 776.1 6.4 23.9 76.1
[26,] 14.7 18.5 344.2 399.2 3.3 12.3 39.2
[27,] 11.6 14.6 271.4 314.8 2.6 9.7 30.9
[28,] 8.5 10.7 199.9 231.8 1.9 7.1 22.7
[29,] 10.8 13.6 253.4 293.9 2.4 9.0 28.8
[30,] 71.6 90.3 1681.0 1949.5 16.1 60.0 191.3
[31,] 16.1 20.4 379.3 439.8 3.6 13.5 43.2
[32,] 17.5 22.1 411.8 477.6 3.9 14.7 46.9
[33,] 10.3 13.0 242.4 281.2 2.3 8.7 27.6
[34,] 10.1 12.8 238.0 276.0 2.3 8.5 27.1
[35,] 6.4 8.1 150.5 174.5 1.4 5.4 17.1
[36,] 23.3 29.4 548.0 635.5 5.2 19.6 62.3
[37,] 18.4 23.2 431.0 499.9 4.1 15.4 49.0
[38,] 27.3 34.4 640.9 743.3 6.1 22.9 72.9
[39,] 24.0 30.2 562.8 652.6 5.4 20.1 64.0
[40,] 8.3 10.5 194.7 225.7 1.9 6.9 22.1
[41,] 3.5 4.4 81.1 94.0 0.8 2.9 9.2
plot (USairpollution_recomposed2, Xtilde2); abline (0 ,1 )
cor (as.vector (USairpollution_recomposed2), as.vector (Xtilde2))
C)
Consider low-dimensional approximations of the data matrix. What is the fewest number of dimensions required to yield a correlation between the entries of \(X\) and \(\tilde X\) of at least 0.9?
k <- 2
(Xtilde2 <- U[,1 : k] %*% diag (D_matrix[1 : k]) %*% t (V[,1 : k])) %>% round (1 )
[,1] [,2] [,3] [,4] [,5] [,6] [,7]
[1,] 3.6 4.5 84.5 98.0 0.8 3.0 9.6
[2,] 6.1 7.7 143.6 166.5 1.4 5.1 16.3
[3,] 17.4 21.9 407.6 472.7 3.9 14.5 46.4
[4,] 30.5 38.5 716.5 830.9 6.9 25.6 81.5
[5,] 17.1 21.6 402.4 466.7 3.8 14.4 45.8
[6,] 2.5 3.2 59.2 68.7 0.6 2.1 6.7
[7,] 131.0 165.3 3076.9 3568.4 29.4 109.8 350.1
[8,] 18.2 22.9 426.3 494.4 4.1 15.2 48.5
[9,] 34.3 43.2 804.7 933.3 7.7 28.7 91.6
[10,] 16.4 20.7 386.1 447.8 3.7 13.8 43.9
[11,] 29.4 37.1 691.2 801.6 6.6 24.7 78.6
[12,] 19.2 24.2 450.6 522.5 4.3 16.1 51.3
[13,] 6.4 8.0 149.5 173.4 1.4 5.3 17.0
[14,] 51.1 64.5 1200.8 1392.6 11.5 42.8 136.6
[15,] 11.1 14.0 260.7 302.4 2.5 9.3 29.7
[16,] 39.1 49.3 917.4 1063.9 8.8 32.7 104.4
[17,] 22.4 28.3 526.8 611.0 5.0 18.8 59.9
[18,] 13.9 17.5 325.3 377.3 3.1 11.6 37.0
[19,] 17.7 22.4 416.8 483.3 4.0 14.9 47.4
[20,] 4.7 5.9 110.5 128.1 1.1 3.9 12.6
[21,] 18.0 22.7 422.4 489.9 4.0 15.1 48.1
[22,] 19.4 24.5 456.1 528.9 4.4 16.3 51.9
[23,] 11.1 14.0 260.9 302.6 2.5 9.3 29.7
[24,] 25.6 32.2 600.2 696.0 5.7 21.4 68.3
[25,] 28.5 36.0 669.2 776.1 6.4 23.9 76.1
[26,] 14.7 18.5 344.2 399.2 3.3 12.3 39.2
[27,] 11.6 14.6 271.4 314.8 2.6 9.7 30.9
[28,] 8.5 10.7 199.9 231.8 1.9 7.1 22.7
[29,] 10.8 13.6 253.4 293.9 2.4 9.0 28.8
[30,] 71.6 90.3 1681.0 1949.5 16.1 60.0 191.3
[31,] 16.1 20.4 379.3 439.8 3.6 13.5 43.2
[32,] 17.5 22.1 411.8 477.6 3.9 14.7 46.9
[33,] 10.3 13.0 242.4 281.2 2.3 8.7 27.6
[34,] 10.1 12.8 238.0 276.0 2.3 8.5 27.1
[35,] 6.4 8.1 150.5 174.5 1.4 5.4 17.1
[36,] 23.3 29.4 548.0 635.5 5.2 19.6 62.3
[37,] 18.4 23.2 431.0 499.9 4.1 15.4 49.0
[38,] 27.3 34.4 640.9 743.3 6.1 22.9 72.9
[39,] 24.0 30.2 562.8 652.6 5.4 20.1 64.0
[40,] 8.3 10.5 194.7 225.7 1.9 6.9 22.1
[41,] 3.5 4.4 81.1 94.0 0.8 2.9 9.2
cor (as.vector (USairpollution_recomposed2), as.vector (Xtilde2))
cor (as.vector (USairpollution_recomposed2), as.vector (Xtilde2))
Using 2 dimensions, I got a correlation of 0.986.
D)
Find \(\Sigma\) , the covariance matrix of this data set. Then perform eigen-decomposition of this matrix. Verify that
The eigenvectors of \(\Sigma\) equal the columns of \(V\)
The eigenvalues of \(\Sigma\) equal the diagonals of \(D^2/(n-1)\)
n <- nrow (USairpollution)
USairpollution_centered <- scale (USairpollution, center = TRUE , scale = FALSE )
Sigma <- cov (USairpollution)
eigen_decomp <- eigen (Sigma)
eigenvalues_from_Sigma <- eigen_decomp$ values
eigenvectors_from_Sigma <- eigen_decomp$ vectors
eigenvalues_from_Sigma
[1] 6.384720e+05 1.481204e+04 7.019599e+02 2.050019e+02 1.167047e+02
[6] 1.205705e+01 1.448704e+00
[,1] [,2] [,3] [,4] [,5]
[1,] 0.0168607518 -0.099835625 0.208775573 0.95883106 -0.152191203
[2,] -0.0011417794 0.025814390 -0.071600745 -0.11014784 -0.477854201
[3,] 0.6968327936 -0.710249079 -0.067182201 -0.07319788 -0.009643654
[4,] 0.7170284512 0.692912523 0.056666935 0.04906669 0.010735457
[5,] 0.0004067530 -0.001011680 0.005386606 -0.01506609 0.025401917
[6,] -0.0004336922 0.001225937 0.265807619 -0.16261712 -0.832729325
[7,] 0.0028836950 -0.069155051 0.934279828 -0.18459052 0.232812295
[,6] [,7]
[1,] -0.053952911 -2.704138e-02
[2,] -0.852534945 -1.640507e-01
[3,] -0.002153023 1.136208e-03
[4,] 0.002915751 -5.682006e-05
[5,] 0.176541256 -9.838347e-01
[6,] 0.453206155 6.376788e-02
[7,] -0.183568735 -1.891454e-02
svd_decomp <- svd (USairpollution_centered)
D_values <- svd_decomp$ d
V <- svd_decomp$ v
D_values
[1] 5053.60055 769.72821 167.56610 90.55428 68.32413 21.96092 7.61237
print (all.equal (abs (eigenvectors_from_Sigma), abs (V)))
eigenvalues_from_SVD <- (D_values^ 2 ) / (n - 1 )
eigenvalues_from_Sigma
[1] 6.384720e+05 1.481204e+04 7.019599e+02 2.050019e+02 1.167047e+02
[6] 1.205705e+01 1.448704e+00
[1] 6.384720e+05 1.481204e+04 7.019599e+02 2.050019e+02 1.167047e+02
[6] 1.205705e+01 1.448704e+00
print (all.equal (eigenvalues_from_Sigma, eigenvalues_from_SVD))
Problem 2
In this problem we explore how “high” a low-dimensional SVD approximation of an image has to be before you can recognize it.
.Rdata objects are essentially R workspace memory snapshots that, when loaded, load any type of R object that you want into your global environment. The command below, when executed, will load three objects into your memory: mysteryU4, mysteryD4, and mysteryV4. These are the first \(k\) vectors and singular values of an SVD I performed on a 700-pixels-tall \(\times\) 600-pixels-wide image of a well-known villain.
load ('Data/mystery_person_k4.Rdata' )
A)
Write a function that takes SVD ingredients u, d and v and renders the \(700 \times 600\) image produced by this approximation using functions from the magick package. Use your function to determine whether a 4-dimensional approximation to this image is enough for you to tell who the mystery villain is. Recall that you will likely need to rescale your recomposed approximation so that all pixels are in [0,1].
Linking to ImageMagick 6.9.13.29
Enabled features: cairo, freetype, fftw, ghostscript, heic, lcms, pango, raw, rsvg, webp
Disabled features: fontconfig, x11
render_svd_image <- function (u, d, v) {
X_approx <- u %*% diag (d) %*% t (v)
X_rescaled <- (X_approx - min (X_approx)) / (max (X_approx) - min (X_approx))
m_height <- dim (u)[1 ]
n_width <- dim (v)[1 ]
img_array <- array (X_rescaled, dim = c (m_height, n_width, 1 ))
img <- image_read (img_array)
return (img)
}
image_k4 <- render_svd_image (mysteryU4, mysteryD4, mysteryV4)
print (image_k4)
# A tibble: 1 × 7
format width height colorspace matte filesize density
<chr> <int> <int> <chr> <lgl> <int> <chr>
1 PNG 600 700 Gray FALSE 0 72x72
Using only 4 dimensions is not enough to be able to tell what the image is.
B)
I’m giving you slightly higher-dimensional approximations (\(k=10\) and \(k=50\) , respectively) in the objects below:
load ('Data/mystery_person_k10.Rdata' )
load ('Data/mystery_person_k50.Rdata' )
Create both of the images produced by these approximations. At what point can you tell who the mystery villain is?
render_svd_image <- function (u, d, v) {
X_approx <- u %*% diag (d) %*% t (v)
X_rescaled <- (X_approx - min (X_approx)) / (max (X_approx) - min (X_approx))
m_height <- dim (u)[1 ]
n_width <- dim (v)[1 ]
img_array <- array (X_rescaled, dim = c (m_height, n_width, 1 ))
img <- image_read (img_array)
return (img)
}
image_k10 <- render_svd_image (mysteryU10, mysteryD10, mysteryV10)
print (image_k10)
# A tibble: 1 × 7
format width height colorspace matte filesize density
<chr> <int> <int> <chr> <lgl> <int> <chr>
1 PNG 600 700 Gray FALSE 0 72x72
image_k50 <- render_svd_image (mysteryU50, mysteryD50, mysteryV50)
print (image_k50)
# A tibble: 1 × 7
format width height colorspace matte filesize density
<chr> <int> <int> <chr> <lgl> <int> <chr>
1 PNG 600 700 Gray FALSE 0 72x72
No, when k = 10, you cannot determine who the picture is of. When k = 50 you can see it is Todd Iverson.
C)
How many numbers need to be stored in memory for each of the following:
A full \(700\times 600\) image? You would need 600 * 700, so 42000.
A 4-dimensional approximation? (700 * k) + k + (600 * k) = k * 1301 1301 * 4 = 5204
A 10-dimensional approximation? 1301 * 10 = 13010
A 50-dimensional approximation? 1301 * 50 = 60050