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Week 1

This document contains 11 multiple choice questions about linear algebra concepts such as projections, principal component analysis, and covariance matrices. The questions involve calculating projections and residues of vectors, finding covariance matrices and their eigenvalues, determining the number of principal components needed to capture a given percentage of variance, and identifying the signs of point coordinates after a change of basis to the principal components.

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sachin
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© © All Rights Reserved
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Download as PDF, TXT or read online on Scribd
36 views

Week 1

This document contains 11 multiple choice questions about linear algebra concepts such as projections, principal component analysis, and covariance matrices. The questions involve calculating projections and residues of vectors, finding covariance matrices and their eigenvalues, determining the number of principal components needed to capture a given percentage of variance, and identifying the signs of point coordinates after a change of basis to the principal components.

Uploaded by

sachin
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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Graded

This document has questions.


Note to Learners
Statement
The projection is treated as a vector in all the questions. If we wish to talk about the length of the
projection, then that would be mentioned explicitly. Likewise, the residue after the projection is also
treated as a vector. If we wish to talk about the length of the residue, that would be mentioned
explicitly.

Question-1 [0.5 point]


Statement

Consider a point and a line passing through the origin which is represented by the vector

. What can you say about the following quantities? (MSQ)

(1) the projection of onto the line

(2) the residue

Options
(a)

The residue is equal to the zero vector.

(b)

The residue is equal to the vector .

(c)

The projection is the zero vector.

(d)

The projection is equal to the vector .

Answer
(b), (c)

Solution
We have . So, the projection is the zero vector. The residue is given by:
Common data for questions (2) to (5)
Statement
Consider a point and a line that passes through the origin . The point lies on the line.

We use the following notation:


Question-2 [1 point]
Statement
Consider the following statements:

Statement-1: The projection of on the line is given by

Statement-2: The projection of on the line is given by

Statement-3: The projection of on the line is given by

Statement-4: The projection of on the line is given by

Which of the above statements is true?

Options
(a)

Statement-1

(b)

Statement-2

(c)

Statement-3

(d)

Statement-4

(e)

None of these statements are true.

Answer
(e)

Solution
The projection of a point on a line is given by:

This is the expression when does not have unit length. In this problem, does not have unit
length. If , then the expression becomes:
Question-3 [1 point]
Statement
Find the length of the projection of on the line . Enter your answer correct to two decimal places.

Answer

Range:

Solution
The length of the projection is given by:
Question-4 [1 point]
Statement
Find the residue after projecting on the line .

Options
(a)

(b)

(c)

(d)

Answer
(b)

Solution
The residue is given by:
Question-5 [1 point]
Statement
Find the reconstruction error for this point. Enter your answer correct to two decimal places.

Answer

Range:

Solution
The reconstruction error is given by the square of the length of the residue. If the residue is , then:

Programming based solution. This is to be used only to verify the correctness of the calculations. The
added benefit is that you get used to NumPy .

1 import numpy as np
2
3 x = np.array([2, 5])
4 w = np.array([1, 1])
5 w = w / np.linalg.norm(w)
6
7 # Projection
8 proj = (x @ w) * w
9 print(f'Projection = {np.linalg.norm(proj)}')
10 # Residue
11 res = x - proj
12 print(f'Residue = {res}')
13 # Reconstruction error
14 recon = res @ res
15 print(f'Reconstruction error = {recon}')
Question-6 [0.5 point]
Statement
Consider the following images of points in 2D space. The red line segments in one of the images
represent the lengths of the residues after projecting the points on the line . Which image is it?

Image-1

Image-2
Options
(a)

Image-1

(b)

Image-2

Answer
(b)

Solution
The residue after the projection should be perpendicular to the line. Note that by projection we mean
the orthogonal projection of a point on a line. The projection of a point on a line is one of the proxies
for that point on the line, in fact it is the "best" possible proxy. But every proxy does not become a
projection. The projection of a point on a line is unique.
Question-7 [1 point]
Statement
Consider a dataset that has samples, where each sample belongs to . PCA is run on this
dataset and the top principal components are retained, the rest being discarded. If it takes one unit
of memory to store a real number, find the percentage decrease in storage space of the dataset by
moving to its compressed representation. Enter your answer correct to two decimal places; it should
lie in the range .

Answer

Range:

Solution
Original space =

Compressed space =

Percentage decrease in space =


Common Data for questions (8) to (9)
Statement
Consider a dataset that has points all of which belong to :
Question-8 [1 point]
Statement
Find the covariance matrix of this dataset.

Options
(a)

(b)

(c)

(d)

Answer
(a)

Solution
Let us first arrange the data in the form of a matrix. Here, and :

The covariance matrix is therefore:


Question-9 [1 point]
Statement
If PCA is run on this dataset, find the variance of the dataset along the first principal component. The
eigenvectors of the covariance matrix are given below:

Recall that the first principal component is the most important. Enter your answer correct to two
decimal places.

Answer

Range:

Solution
If is the eigenpair for , we have:

Of the two eigenvalues, the larger one is the answer.

Verification for these two problems:

1 import numpy as np
2
3 X = np.array([[-3, 0],
4 [-2, 0],
5 [-2, 1],
6 [-1, 0],
7 [1, 0],
8 [2, 0],
9 [2, -1],
10 [3, 0]])
11
12 C = X.T @ X / X.shape[0]
13 print(f'Covariance matrix = {C}')
14 eigval, eigvec = np.linalg.eigh(C)
15 print(f'Variance = {eigval[-1]}')

A more detailed version. The variance of the dataset along the principal component is and is
given by:
So, the variance along the principal component is the largest eigenvalue of the covariance
matrix.
Question-10 [1 point]
Statement
Consider a dataset of points all of which lie in . The eigenvalues of the covariance matrix are
given below:

If we run the PCA algorithm on this dataset and retain the top- principal components, what is a good
choice of ? Use the heuristic that was discussed in the lectures.

Answer
2

Solution
The top- principal components should capture of the variance. Here is a code snippet to
answer this question:

1 L = [3.2, 1.5, 0.2, 0.01, 0.001]


2
3 den = sum(L)
4 for k in range(1, len(L) + 1):
5 num = sum(L[: k])
6 if num / den >= 0.95:
7 break
8 print(k)
Question-11 [1 point]
Statement
PCA is run on a dataset that has features. The resulting principal components are and . We
represent the points in 2D space in terms of this new coordinate system made up of the principal
components. The first coordinate corresponds to and the second to . In such a scenario, what
would be the sign of the coordinates for the points and ?

Options
(a)

(b)

(c)

(d)
Answer
(b), (d)

Solution
Each vector is associated with a line perpendicular to it. This line divides the space into two halves.
The basic idea is to identify the sign of the half-planes into which the line perpendicular to the vector
divides the space.

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