Introduction and mathematical Preliminaries

Principles of pattern recognition

1. Probability Theory: Probability theory is used to model uncertainty and randomness in data. The
probability of an event A is denoted by P(A). Bayes' rule is a key formula used in pattern recognition
that relates the conditional probabilities of events:

P(A | B) = P(B | A) * P(A) / P(B)

where P(A | B) is the probability of event A given event B, P(B | A) is the probability of event B given
event A, P(A) is the prior probability of event A, and P(B) is the prior probability of event B.

2. Statistics: Statistics is used to analyze and summarize data. Mean, variance, and covariance are
some of the key statistical concepts used in pattern recognition. The mean of a set of n numbers x1,
x2, ..., xn is given by:

mean = (x1 + x2 + ... + xn) / n

The variance of a set of n numbers x1, x2, ..., xn is given by:

variance = (1/n) * ( (x1-mean)^2 + (x2-mean)^2 + ... + (xn-mean)^2 )

The covariance between two sets of n numbers x1, x2, ..., xn and y1, y2, ..., yn is given by:

covariance = (1/n) * ( (x1-mean_x)*(y1-mean_y) + (x2-mean_x)*(y2-mean_y) + ... + (xn-

where mean_x is the mean of the x values, mean_y is the mean of the y values.

3. Linear Algebra: Linear algebra is used to represent data as vectors and to perform operations on
them. Euclidean distance is a key concept used in pattern recognition that measures the distance
between two vectors x and y:

d(x,y) = sqrt( (x1-y1)^2 + (x2-y2)^2 + ... + (xn-yn)^2 )

where x1, x2, ..., xn and y1, y2, ..., yn are the components of vectors x and y.
4. Calculus: Calculus is used to optimize models and to find the minimum or maximum of a function.
Gradient descent is a key algorithm used in pattern recognition to find the minimum of a function.
The update rule for gradient descent is:

x_new = x_old - learning_rate * gradient

where x_old is the current value of the parameter, learning_rate is the step size, and gradient is the
derivative of the function with respect to the parameter.

5. Information Theory: Information theory is used to quantify the amount of information in data and
to measure the degree of uncertainty in data. Entropy is a key concept used in pattern recognition
that measures the amount of uncertainty in a probability distribution. The entropy of a probability
distribution p is given by:

H(p) = -sum_i p(i) * log2(p(i))

where i ranges over all possible outcomes of the distribution.

These mathematical concepts and principles provide a foundation for understanding and developing
pattern recognition algorithms. By leveraging these tools, we can build machines that can recognize
and classify patterns in data with a high degree of accuracy.
Classification and Bayesian rules
Classification is the process of assigning a label or class to a given input based on its features or
characteristics. It is a fundamental problem in pattern recognition and machine learning. The goal of
classification is to build a model that can accurately predict the class of new inputs based on their
features.

Bayesian rules are a set of mathematical formulas that are used in classification to compute the
probability of a given input belonging to each possible class. The basic idea behind Bayesian
classification is to find the class that has the highest probability given the input data.

Bayesian classification is based on Bayes' rule, which is a formula for computing the conditional
probability of an event given some observed evidence. The rule is as follows:

P(C | X) = P(X | C) * P(C) / P(X)

where P(C | X) is the probability of class C given the input X, P(X | C) is the probability of observing
the input X given class C, P(C) is the prior probability of class C, and P(X) is the probability of
observing the input X.

In Bayesian classification, we assume that the probability of observing the input X is the same for all
classes, so we can ignore the term P(X) in the denominator. Therefore, we can rewrite Bayes' rule as
follows:

P(C | X) = P(X | C) * P(C)

where P(C | X) and P(X | C) are called the posterior and likelihood probabilities, respectively. The
prior probability P(C) represents our prior belief about the probability of each class, based on some
external information or prior knowledge.

To classify a new input, we compute the posterior probability for each possible class and choose the
class with the highest probability. This can be expressed as follows:

predicted_class = argmax_c P(C=c | X)

where argmax_c is the class that maximizes the posterior probability, and X is the input data.

Bayesian classification is a powerful and flexible technique that can be used for a wide range of
classification tasks. It is particularly useful when the number of features is small compared to the
number of possible classes, or when the features are highly correlated. However, it can be
computationally expensive when the number of possible classes is very large, or when the
dimensionality of the feature space is high.
Clustering vs classification

Clustering and classification are two important techniques in pattern recognition that are used to
group similar data points together. While both techniques are used to analyze and understand data,
they have different goals and methods.

Clustering is the process of dividing a set of data points into groups or clusters based on their
similarity. The goal of clustering is to identify groups of data points that are similar to each other and
different from other groups. Clustering is an unsupervised learning technique, which means that the
data points are not labeled with a specific class or category.

Classification, on the other hand, is the process of assigning a label or class to a given input based on
its features or characteristics. The goal of classification is to build a model that can accurately predict
the class of new inputs based on their features. Classification is a supervised learning technique,
which means that the data points are labeled with a specific class or category.

Here is an example to illustrate the difference between clustering and classification:

Suppose we have a dataset of flower measurements, with two features: petal length and petal
width. The goal is to group the flowers into different clusters based on their similarity.

To use clustering, we could apply a technique such as k-means clustering, which would group the
flowers into k clusters based on their distance from k randomly selected cluster centers. The result
would be k groups of flowers that are similar to each other in terms of petal length and width.

To use classification, we would need to have a labeled dataset where each flower is labeled with a
specific species (e.g. Iris Setosa, Iris Versicolor, Iris Virginica). We could then train a classification
model such as a decision tree or support vector machine to predict the species of new flowers based
on their petal length and width.

In terms of formulae, clustering algorithms such as k-means use distance measures to determine the
similarity between data points, whereas classification algorithms such as decision trees and support
vector machines use a variety of mathematical models and techniques to determine the relationship
between the features and the class labels.

In summary, clustering and classification are both important techniques in pattern recognition, but
they have different goals and methods. Clustering is used to group similar data points together,
while classification is used to assign labels or classes to new data points based on their features.
Basics of linear algebra and vector spaces

Linear algebra is a branch of mathematics that deals with vector spaces and linear transformations.
It is a fundamental tool in pattern recognition, as many machine learning algorithms involve
computations with vectors and matrices.

A vector space is a collection of vectors that satisfy certain properties. Specifically, a vector space is a
set V of vectors, along with two operations: vector addition and scalar multiplication, that satisfy the
following axioms:

1. Closure: For any u, v ∈ V, u + v ∈ V and αu ∈ V for any scalar α.

2. Associativity of addition: For any u, v, w ∈ V, (u + v) + w = u + (v + w).

3. Commutativity of addition: For any u, v ∈ V, u + v = v + u.

4. Identity element of addition: There exists a vector 0 ∈ V such that for any u ∈ V, u + 0 = u.

5. Inverse elements of addition: For any u ∈ V, there exists a vector -u ∈ V such that u + (-u) = 0.

6. Distributivity of scalar multiplication over vector addition: For any α, β and u ∈ V, (α + β)u = αu +
βu and α(u + v) = αu + αv.

7. Associativity of scalar multiplication: For any α, β and u ∈ V, (αβ)u = α(βu).

8. Identity element of scalar multiplication: For any u ∈ V, 1u = u.

Here is an example of a vector space:

Let V be the set of all 2D vectors, i.e. V = {(x, y) : x, y ∈ R}. The addition of vectors in V is defined as
(x1, y1) + (x2, y2) = (x1 + x2, y1 + y2). Scalar multiplication is defined as α(x, y) = (αx, αy) for any
scalar α. V satisfies all the above axioms, so it is a vector space.

In pattern recognition, vectors are often used to represent features of data points. For example,
suppose we have a dataset of images, and each image is represented as a vector of pixel values. We
could represent each image as a vector in a high-dimensional vector space, where each dimension
corresponds to a specific pixel.

Linear transformations are functions that preserve the structure of vector spaces, i.e. they map
vectors to vectors and preserve the properties of vector addition and scalar multiplication. A linear
transformation T from a vector space V to a vector space W is a function that satisfies the following
properties:
1. T(u + v) = T(u) + T(v) for any u, v ∈ V.

2. T(αu) = αT(u) for any scalar α and any u ∈ V.

Here is an example of a linear transformation:

Let V and W be vector spaces of dimension n and m, respectively. Suppose we have a matrix A of
size m × n. We can define a linear transformation T : V → W by T(x) = Ax for any vector x ∈ V. T
satisfies the above properties, since T(u + v) = A(u + v) = Au + Av = T(u) + T(v) and T(αu) = A(αu) =
α(Au) = αT(u).

In summary, linear algebra provides the mathematical tools for working with vectors and matrices,
which are fundamental in pattern recognition. Vector spaces are collections of vectors that satisfy
certain properties, and linear transformations are functions that preserve the structure of vector
spaces.
Eigen values and Eigen vectors

Eigenvalues and eigenvectors are important concepts in linear algebra that have many applications
in pattern recognition, machine learning, and data analysis.

Given a square matrix A, an eigenvector v is a nonzero vector that, when multiplied by A, results in a
scalar multiple of v. The scalar multiple is called the eigenvalue λ, so we have Av = λv. In other
words, when we apply the matrix A to the eigenvector v, we get a new vector that is parallel to v,
and the eigenvalue λ tells us how much longer or shorter the new vector is compared to v.

Here is an example:

Suppose we have the matrix A = [[2, 1], [1, 2]]. We want to find the eigenvectors and eigenvalues of
A. First, we solve the equation Av = λv for λ and v:

```

Av = λv

[[2, 1], [1, 2]] [[x], [y]] = λ [[x], [y]]

```

Expanding this equation, we get:

```

2x + y = λx

x + 2y = λy

```
This gives us two equations:

```

(2 - λ)x + y = 0

x + (2 - λ)y = 0

```

These equations have nontrivial solutions (i.e., solutions other than x = y = 0) only if the determinant
of the coefficient matrix is zero:

```

|2 - λ 1 | = (2 - λ)(2 - λ) - 1 = λ^2 - 4λ + 3 = 0

|1 2 - λ|

```

Solving this equation, we get two eigenvalues: λ1 = 1 and λ2 = 3. To find the corresponding
eigenvectors, we substitute each eigenvalue into the equations we derived earlier and solve for x
and y:

For λ1 = 1:

```

(2 - 1)x + y = 0

x + (2 - 1)y = 0

```

Solving these equations, we get the eigenvector v1 = [[-1], [1]].

For λ2 = 3:
```

(2 - 3)x + y = 0

x + (2 - 3)y = 0

```

Solving these equations, we get the eigenvector v2 = [[1], [1]].

So the eigenvalues of A are λ1 = 1 and λ2 = 3, and the corresponding eigenvectors are v1 = [[-1], [1]]
and v2 = [[1], [1]].

Eigenvectors and eigenvalues are useful in pattern recognition because they can be used to
represent data in a more compact and informative way. For example, suppose we have a dataset of
images, and each image is represented as a vector of pixel values. We can use the eigenvectors and
eigenvalues of the covariance matrix of the pixel values to extract the principal components of the
images, which capture the most important patterns in the data. These principal components can
then be used for tasks like image compression, denoising, and classification.
Rank of matrix and SVD
Rank of a matrix is the maximum number of linearly independent rows or columns in the matrix. It is
denoted by r(A), where A is the matrix. The rank of a matrix has many applications in linear algebra,
including solving systems of linear equations, computing determinants, and finding the inverse of a
matrix.

Here is an example:

Suppose we have the matrix A = [[1, 2, 3], [4, 5, 6], [7, 8, 9]]. To find the rank of A, we can perform
row operations to put A into row echelon form:

```

[1 2 3]

[4 5 6]

[7 8 9]

->

[1 2 3]

[ 0 -3 -6 ]

[0 0 0]

```

The row echelon form of A has two nonzero rows, so the rank of A is 2.

Singular Value Decomposition (SVD) is a matrix factorization technique that decomposes a matrix
into three matrices: U, Σ, and V^T. The SVD of a matrix A is given by:
A = UΣV^T

where U and V are orthogonal matrices and Σ is a diagonal matrix with non-negative diagonal entries
called the singular values of A.

Here is an example:

Suppose we have the matrix A = [[1, 2], [3, 4], [5, 6]]. To find the SVD of A, we first compute the
singular values of A:

```

A^T A = [[35, 44], [44, 56]]

The eigenvalues of A^T A are λ1 = 91 and λ2 = 0, and the corresponding eigenvectors are v1 =
[[0.737], [0.676]] and v2 = [[-0.676], [0.737]]. We normalize these eigenvectors to get:

u1 = [[0.391], [0.851]]

u2 = [[0.851], [-0.391]]

The singular values of A are the square roots of the eigenvalues of A^T A:

σ1 = sqrt(91) = 9.539

σ2 = sqrt(0) = 0

We arrange the singular values in a diagonal matrix Σ:

Σ = [[9.539, 0], [0, 0]]

U = [u1, u2] = [[0.391, 0.851], [0.851, -0.391], [0, 0]]

V = [v1, v2] = [[0.737, -0.676], [0.676, 0.737]]

So the SVD of A is:

A = UΣV^T = [[-0.327, -1.103], [-0.736, -1.632], [-1.146, -2.161]]

SVD is useful in pattern recognition because it can be used to extract the most important features or
patterns in a dataset. The singular values and corresponding singular vectors of a matrix capture the
variation or structure in the data, and can be used to reduce the dimensionality of the data, cluster
similar data points, or identify outliers.