# Singular Value Decomposition (SVD)

## Contents

# Singular Value Decomposition (SVD)#

Singular Value Decomposition (SVD) is a powerful mathematical tool that provides a factorization of a given matrix into three matrices: a unitary matrix, a diagonal matrix, and its conjugate transpose. It is a form of matrix factorization that can be used in various fields, including machine learning.

In machine learning, SVD is often used for dimensionality reduction, data compression, and denoising. The goal is to reduce the number of dimensions in the data set while preserving as much information as possible. By reducing the dimensionality of the data, SVD helps to mitigate the curse of dimensionality, which is a common problem in machine learning, where the performance of algorithms decreases as the number of features in the data increases.

## How Does SVD Work?#

SVD works by finding the orthogonal axes that best capture the variations in the data. The orthogonal axes, called singular vectors, correspond to the principal components of the data. The singular values in the diagonal matrix are the magnitude of these components. By selecting only the top k singular values and vectors, we can reduce the dimensionality of the data to k dimensions.

## Advantages of SVD#

Dimensionality reduction: SVD can reduce the number of dimensions in high-dimensional data, making it easier to visualize and analyze.

Applications in various fields: SVD has various applications in fields like image processing, natural language processing, and recommendation systems.

Interpretability: The singular values and singular vectors obtained from SVD can provide insight into the structure of the data and the relationship between features.

## Disadvantages of SVD#

Limitations in non-linear relationships: SVD assumes that the relationships between features are linear, which can limit its ability to capture complex non-linear relationships.

SVD is sensitive to the scale of the features.

## Example Code#

```
import numpy as np
import pandas as pd
from sklearn.decomposition import TruncatedSVD
from sklearn.datasets import load_iris
# Load the iris dataset
iris = load_iris()
X = iris.data
# Perform SVD
svd = TruncatedSVD(n_components=2)
X_reduced = svd.fit_transform(X)
# Print the shape of the reduced dataset
print("Shape of reduced dataset:", X_reduced.shape)
```

## Conclusion#

In conclusion, SVD is a powerful tool for dimensionality reduction and has various applications in different fields. However, its limitations should also be considered when applying it to real-world datasets.

## Where to Learn More#

I’ve covered PCA in-depth in the following course: