An eigenvector is a vector whose direction remains unchanged when a linear transformation is applied to it. If you are interested to know its use in machine learning, then this document helps.
Matrix decompositions are a useful tool for reducing a matrix to their constituent parts in order to simplify a range of more complex operations.
Perhaps the most used type of matrix decomposition is the eigendecomposition that decomposes a matrix into eigenvectors and eigenvalues. This decomposition also plays a role in methods used in machine learning.
An eigenvector is a vector whose direction remains unchanged when a linear transformation is applied to it. Consider the image below in which three vectors are shown. The green square is only drawn to illustrate the linear transformation that is applied to each of these three vectors.
Note that Eigenvectors (red) do not change direction when a linear transformation (e.g. scaling) is applied to them. Other vectors (yellow) do.
In general, the eigenvector of a matrix is the vector for which the following holds:
where
is a scalar value called the ‘eigenvalue’. This means that the linear transformation on vector is completely defined by .
Eigenvectors and eigenvalues have many important applications in computer vision and machine learning in general. Well known examples are
It is used for feature extraction
It is used for face recognition.
For neural networks, eigenvector is essential for studying the dynamics of linear autoassociators and hetroassociators.
The form of the eigenvalue distribution suggests new techniques for accelerating the learning process. The learing time of a simple neural-network model is obtained through an analytic computation of the eigenvalue spectrum for the Hessian matrix
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