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Singular value decomposition

We can make a similar guess that (at least some small sets of) keywords are similarly correlated, and that the vector space representation of a document corpus (cf. Section §3.4 ) might be simplified in a similar way. The goal is to ``reduce the dimensionality'' of the documents' representation in the same way as we reduced that of our students' sizes.

But while we can draw a simple picture revealing the correlational structure between two dimensions, the picture is much more complicated when we try to conceive of the full $V 10^{5}$ space of index terms. For the $D$ vectors we seek a smaller $k

One of the most effective ways to characterize the correlational structure among large sets of objects is via EIGENFACTOR ANALYSIS . The technique we consider is called SINGULAR VALUE DECOMPOSITION . This factors any rectangular matrix into three terms: J = U L A^{T} where $U$ and $A$ are each ORTHONORMAL , and $L$ is a diagonal matrix ``connecting'' them. $ and vice versa. An orthonormal matrix contains mutually orthogonal vectors of unit length. The most common example of an orthonormal set o vectors are the column vectors of the identity matrix $\mathbf{I}$, corresponding to the coordinate vectors, but any rotation of this system is also orthonormal.}

As before (cf. Equation (FOAref) ) using inner product to measure similarity, we can define $X$: X = J J^{T} Since $J$ is a $D \times V$ matrix, $X$ is a $D \times D$ symmetric, square matrix capturing all $D \choose 2$ inter-document simularities. Then $U$ is the system of eigenvectors of $X$ and $L$ has the squareroot's of the eignenvalues $\sqrt{\lambda_{i}}$ along its diagonal. By convention, we order these in decreasing order:

Large eigenvalues correspond to dominant correlations and so, just as looking for the SIZE dimension which captured the main interaction between HEIGHT and WEIGHT, we will rely on the first $k$ dimensions to capture the dominant modes of interaction in $J$. J_{k} = U_k L_k A_k^T This operation is shown schematically in Figure (figure) .

As always, anytime we throw something away (viz., the small eigenvectors), the result must be an approximation. That is, there will be a difference bewteen our reduced-dimension representation $J_{k}$ and the original $J$.

One easy way to measure this discrepancy is by refering to the $D^{2}$ inter-document similarities latent in the $X$ matrix, and consider how much different they are in the approximate matrix $X_{k}$ X_{k}= J_{k} J_{k}^{T} using the $L_{2}$ norm $|| \cdot ||_{2}$ to measure deviation. Then: \mathname{Err} = ||X-X_{k}||_{2}

In fact, approximating $X$ with its reduced $k$-rank SVD decomposition turns out to be optimal, in the sense that it results in mininal $$ over all other rank-$k$ alternatives [REF865] .


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