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Singular Value Decomposition is a matrix factorization that expresses a matrix M as UΣVᵀ, where U and V are orthogonal matrices, and Σ is diagonal. It can interpreted as the action of a rotation, a scaling and a rotation/reflection.
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![[Deep RNN] by Hand ✍️ A Deep Recurrent Neural Network (RNN) extends a basic single-layer RNN into multiple layers of hidden states, effectively incorporating deep learning into the RNN architecture. How does a Deep RNN work? [1] Given ↳ A sequence of four inputs X1, X2, X3, X4 ⬛️ ↳ Recurrent weights and biases for hidden layers a 🟩, b 🟧, c 🟪, and the output layer y 🟦. [2] Initialize Hidden States ↳ Set a0, b0, c0 to zeros — Process X1 (t = 1)— [3] First Hidden Layer (a) 🟩: a0 → a1 ↳ The transformation matrix is horizontal concatenation of input weights, hidden state weights and biases, visualized as [⬛️ | 🟩 | ⬜️] . ↳ The state matrix is vertical concatenation of input X1, previous hidden state a0, and an extra 1, visualized as [⬛️ ; 🟩 ; 1]. ↳ Multiply the two matrices to obtain new hidden state a1 = [0 ; 1]. [4] Second Hidden Layer (b) 🟪: b0 → b1 ↳ First layer a1 🟩 becomes the input. ↳ The transformation matrix is visualized as [🟩 | 🟪 | ⬜️]. ↳ The state matrix is the combination of a1, b0, and 1, visualized as [🟩; 🟪 ; 1]. ↳ Multiply the two matrices to obtain new hidden state b1 = [1; -1]. [5] Third Hidden Layer (c) 🟧: c0 → c1 ↳ Second layer b 🟪 becomes the input. ↳ The transformation matrix is visualized as [🟪 | 🟧 | ⬜️]. ↳ The state matrix is the combination of a1, b0, and 1, visualized as [🟪; 🟧; 1]. ↳ Multiply the two matrices to obtain new hidden state b1 = [1; -1]. [6] Output Layer (Y) 🟦 ↳ The transformation matrix is visualized as [🟧 | ⬜️]. ↳ The state matrix is the combination of c0 and , visualized as [🟧; 1]. ↳ Multiply the two matrices to obtain output Y1 = [3; 0; 3]. — Process X2 (t = 2)— [7] Previous Hidden States ↳ Copy the values of a1, b1, c1. [8] Hidden 🟩🟪🟧 + Output 🟦 ↳ Repeat [3]-[6] to obtain output Y2 = [5; 0; 4] — Process X3 (t = 3)— [9] Previous Hidden States ↳ Copy the values of a2, b2, c2. [10] Hidden 🟩🟪🟧 + Output 🟦 ↳ Repeat [3]-[6] to obtain output Y3 = [13; -1; 9] — Process X4 (t = 4)— [11] Previous Hidden States ↳ Copy the values of a3, b3, c3. [12] Hidden 🟩🟪🟧 + Output 🟦 ↳ Repeat [3]-[6] to obtain output Y4 = [15; 7; 2]](https://image.24vids.com/tw-1809362848054993158/ext_tw_video_thumb/1809362489563631616/pu/img/khsrKXTM6woSuL4P.jpg)
![[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)
