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I built MatmulFlow ( — an interactive tool that makes matrix multiplication dimensions visual, part of my AI by Hand ✍️ series. Matrix multiplication dimensions are confusing. Which is the inner dimension? Columns of the first or rows of the second? And when you chain five multiplications together, it... show more
25,992 просмотров • 2 месяцев назад •via X (Twitter)
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![[Discrete Fourier Transform] by Hand ✍️ In signal processing, the Discrete Fourier Transform (DFT) is no doubt the most important method. But the math involved is extremely complex, literally, involving a summation over a complex number term e^(-iwt). I developed this exercise to demonstrate that underneath such complexity, DFT is just a series of matrix multiplications you can calculate by hand. ✍️ Once you see that, it should not surprise you that a deep neural network, which is also a series of matrix multiplications, with activation functions in-between, can learn to perform DFT to process and analyze signals so effectively. How does DFT work? [1] Given ↳ Signals A, B, and C in the 🟧 frequency domain: ◦ A = cos(w) + 2cos(2w) ◦ B = cos(w) + cos(3w) + cos(4w) ◦ C = -cos(2w) + cos(3w) ◦ Each signal is a weighed sum of four cosine waves at frequencies 1w, 2w, 3w, and 4w. ◦ We will apply Inverse DFT to convert the signals to time domain representations, and then demonstrate DFT can convert back to their original frequency domain representations. ↳ Signal X in the 🟩 time domain. X is sampled at 10 time points 1t, 2t, …, 10t: ◦ X = [-2.5, -1.8, 3, -0.7, -1.0, -0.7, 3, -1.8, -2.5, 5] ◦ Suppose X is also a weighted sum of the same four cosine waves, but we don’t already know their weights. We will apply DFT to discover them. [2] 🟧 Frequency Matrix (F) ↳ Write the coefficients of A, B, C as a matrix F. Each signal is a row. Each frequency is a column. ↳ A → [1, 2, 0, 0] ↳ B → [1, 0, 1, 1] ↳ C → [0, 1-, 1, 0] [3] Cosine → Discrete ↳ Sample from the continuous cosine waves at discrete time points 1t, 2t, 3t, to 10t. [4] Cosine Matrix (W) ↳ Write the samples as a matrix, Each frequency is a row. Each time point is a column. [5] Inverse DFT: 🟧 Frequency → 🟩 Time ↳ Multiply the frequency matrix F and the cosine matrix W. ↳ The meaning of this multiplication is to linearly combine the four cosine waves (rows in W) into time-domain signals (rows in T) using the weights specified in F. ↳ The result is matrix T, which are signals A, B, C converted to the time domain. Each signal is a row. Each time point is a column. [6] Transpose ↳ Transpose T, converting each signal’s time domain representation from a row to a column. [7] DFT: 🟩 Time → 🟧 Frequency ↳ Multiply the cosine matrix W with the transpose of matrix T. ↳ The purpose of this multiplication is to take a dot-product between each time-domain signal (columns in the transpose of T) and each cosine wave (rows in W), which has the effect of projecting the signal onto a cosine wave to determine how much they are correlated. Zero means not correlated at all. ↳ The result is an intermediate version of the “recovered” frequency matrix where each column corresponds to a signal and each row corresponds to a frequency. ↳ Compared to the original frequency matrix F, this intermediate matrix has non-zero weights in the correct places, but scaled up by a factor of 5 (n/2, n=10). For example, signal A, originally [1,2,0,0], is recovered at [5,10,0,0]. [8] Scale ↳ Multiply each value by 2/n = 1/5 to scale down the intermediate matrix to match the magnitude of the original frequency matrix F. [9] Transpose ↳ Transpose the recovered frequency matrix back to the same orientation of the original frequency matrix F. ↳ Like magic 🪄, the result is identical to the original F, which means DFT successfully recovered the frequency components of signals A, B, C. [10] Apply DFT to X: 🟩 Time → 🟧 Frequency ↳ Now that we have some confidence in DFT’s ability to recover frequency components, we apply DFT to X’s time-domain representation by multiplying W with X. ↳ The result is the an intermediate matrix. [11] Scale ↳ Similarly, we scale down by a factor of 5 to obtain the recovered frequency components of X (a column). [12] Transpose ↳ Similarly, we transpose the recovered column to row to match the orientation of the frequency matrix. ↳ Using the coefficients [0,0,3,2], we can write the equation of X as 3cos(3w) + 2cos(4w). Notes: I hope this by hand exercise helps you understand the essence of DFT. But there is more technical details, such as: • Sine: The complete DFT math also includes sine waves that follow a similar calculation process. • Phase: Here, we assume all the cosine waves are aligned at the origin, namely, phase is 0. If a phase p is added, for example, cos(w+p), we will need to calculate the sine component and use their ratio to figure out what p is. • Magnitude: If phase is not zero, the magnitude will need to be calculated by combining both cosine and sine terms.](https://image.24vids.com/tw-1805694219031662799/ext_tw_video_thumb/1805693963464327168/pu/img/kOcpELm1j7wfqJlR.jpg)
![Vector Database by Hand ✍️ Vector databases are revolutionizing how we search and analyze complex data. They have become the backbone of Retrieval Augmented Generation (#RAG). How do vector databases work? [1] Given ↳ A dataset of three sentences, each has 3 words (or tokens) ↳ In practice, a dataset may contain millions or billions of sentences. The max number of tokens may be tens of thousands (e.g., 32,768 mistral-7b). Process "how are you" [2] 🟨 Word Embeddings ↳ For each word, look up corresponding word embedding vector from a table of 22 vectors, where 22 is the vocabulary size. ↳ In practice, the vocabulary size can be tens of thousands. The word embedding dimensions are in the thousands (e.g., 1024, 4096) [3] 🟩 Encoding ↳ Feed the sequence of word embeddings to an encoder to obtain a sequence of feature vectors, one per word. ↳ Here, the encoder is a simple one layer perceptron (linear layer + ReLU) ↳ In practice, the encoder is a transformer or one of its many variants. [4] 🟩 Mean Pooling ↳ Merge the sequence of feature vectors into a single vector using "mean pooling" which is to average across the columns. ↳ The result is a single vector. We often call it "text embeddings" or "sentence embeddings." ↳ Other pooling techniques are possible, such as CLS. But mean pooling is the most common. [5] 🟦 Indexing ↳ Reduce the dimensions of the text embedding vector by a projection matrix. The reduction rate is 50% (4->2). ↳ In practice, the values in this projection matrix is much more random. ↳ The purpose is similar to that of hashing, which is to obtain a short representation to allow faster comparison and retrieval. ↳ The resulting dimension-reduced index vector is saved in the vector storage. [6] Process "who are you" ↳ Repeat [2]-[5] [7] Process "who am I" ↳ Repeat [2]-[5] Now we have indexed our dataset in the vector database. [8] 🟥 Query: "am I you" ↳ Repeat [2]-[5] ↳ The result is a 2-d query vector. [9] 🟥 Dot Products ↳ Take dot product between the query vector and database vectors. They are all 2-d. ↳ The purpose is to use dot product to estimate similarity. ↳ By transposing the query vector, this step becomes a matrix multiplication. [10] 🟥 Nearest Neighbor ↳ Find the largest dot product by linear scan. ↳ The sentence with the highest dot product is "who am I" ↳ In practice, because scanning billions of vectors is slow, we use an Approximate Nearest Neighbor (ANN) algorithm like the Hierarchical Navigable Small Worlds (HNSW).](https://image.24vids.com/tw-1795076707386360227/ext_tw_video_thumb/1795076436019023872/pu/img/Ne2RjvPwQ1ouSr32.jpg)
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“Your comment about the matrix is ironic because we watched the first matrix and the sequel yesterday.”
Acyn
38,734 просмотров • 1 год назад
