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eigenvector

nounAlso: eigenvalue, eigenvalues, eigendecomposition, characteristic vector, latent vector, spectrum

In plain wordsA special direction for a transformation: anything pointing that way stays on its line, only longer, shorter or reversed; the amount of stretch is the eigenvalue. Together they reveal the main axes along which data or a system varies.

  1. A nonzero vector v that a square matrixmatrix, n.: A rectangular grid of numbers arranged in rows and columns. Most of what a neural network has learned is stored in large grids like this. A maps onto its own line through the origin, Av = λv; the scalar λ is the corresponding eigenvalue, and the eigenvalues are the roots of det(A − λI) = 0, which can be complex even when A is real. A real symmetric matrix has real eigenvalues and an orthonormal basis of eigenvectors, so it can be factored as A = QΛQᵀ (its eigendecomposition). Eigen-analysis runs through machine learning: principal component analysisprincipal component analysis, n.: A technique that finds the few directions in which data vary the most and describes each item by its position along them, compressing many measurements into a handful of summary scores. takes the leading eigenvectors of the data's covariance matrix as the directions of greatest variance; spectral clustering uses eigenvectors of a graph Laplacian; Google's original PageRank was the leading eigenvector of a link matrix; and the eigenvalues of the HessianHessian, n.: A table of 'slopes of slopes' that describes how a surface curves: whether a point is the bottom of a bowl, the top of a hill or a mountain pass. describe the curvature of a loss landscapeloss landscape, n.: A way of picturing training as a journey across hilly terrain, where position stands for the model's settings and height for its error. Training searches for low valleys., distinguishing minima from saddle pointssaddle point, n.: A spot on a surface that is a low point in one direction but a high point in another, like the middle of a horse's saddle or a mountain pass. and bounding stable learning rateslearning rate, n.: How big a step a model takes each time it adjusts its settings during training. Too large and learning goes haywire; too small and it crawls.. In recurrent networks, recurrent-weight eigenvalues above or below one in magnitude drive explodingexploding gradient problem, n.: A training failure in which the learning signal grows out of control as it passes back through a network, so the weights jump wildly and training breaks down. and vanishing gradientsvanishing gradient problem, n.: A training difficulty in deep or recurrent networks: the learning signal shrinks as it travels back through many layers or time steps, so the early parts of the network barely learn..

    The top Hessian eigenvalue hovered near 2/η, the signature of the edge of stability.

Av=λv,v≠0A\mathbf{v} = \lambda\mathbf{v}, \qquad \mathbf{v} \neq \mathbf{0}

Origin

The idea grew from 18th- and 19th-century work on rotating bodies, vibrations and quadratic forms (Leonhard Euler, Joseph-Louis Lagrange, Augustin-Louis Cauchy). The hybrid 'eigen-' (German 'own, characteristic') comes from David Hilbert's Eigenfunktion and Eigenwert (1904); 'Eigenvektor' appears in Richard Courant and Hilbert's 1924 textbook, and 'eigenvector' in English by 1935, displacing Sylvester's 'latent' (1883) and the alternatives 'characteristic' and 'proper'.

Related

See also
  • singular value decompositionsingular value decomposition, n.: A way of rewriting any grid of numbers as three simple moves in turn — turn, stretch along perpendicular axes, turn again — which reveals the directions that matter most in the data.
  • principal component analysisprincipal component analysis, n.: A technique that finds the few directions in which data vary the most and describes each item by its position along them, compressing many measurements into a handful of summary scores.
  • HessianHessian, n.: A table of 'slopes of slopes' that describes how a surface curves: whether a point is the bottom of a bowl, the top of a hill or a mountain pass.
  • matrixmatrix, n.: A rectangular grid of numbers arranged in rows and columns. Most of what a neural network has learned is stored in large grids like this.
  • linear transformationlinear transformation, n.: A rule for moving every point in a space that keeps straight lines straight and the origin in place: rotating, stretching, reflecting or squashing everything evenly. Every grid of numbers describes one.
  • edge of stabilityedge of stability, n.: A surprising pattern in how neural networks train: the error landscape keeps getting steeper until it is just steep enough to make training wobble, then stays balanced at that edge while the error still falls.

Mentioned in

linear algebralinear algebra, n.: The branch of mathematics about lists and grids of numbers and the even, straight-line transformations between them. It is the everyday language in which neural networks are written and computed., linear transformationlinear transformation, n.: A rule for moving every point in a space that keeps straight lines straight and the origin in place: rotating, stretching, reflecting or squashing everything evenly. Every grid of numbers describes one., Markov chainMarkov chain, n.: A chance-driven process that moves between states without memory: the odds of its next move are set by where it is, never by the path that led there. Forecasting tomorrow's weather from today's alone is a simple example., matrixmatrix, n.: A rectangular grid of numbers arranged in rows and columns. Most of what a neural network has learned is stored in large grids like this., principal component analysisprincipal component analysis, n.: A technique that finds the few directions in which data vary the most and describes each item by its position along them, compressing many measurements into a handful of summary scores., singular value decompositionsingular value decomposition, n.: A way of rewriting any grid of numbers as three simple moves in turn — turn, stretch along perpendicular axes, turn again — which reveals the directions that matter most in the data., covariancecovariance, n.: A measure of whether two quantities tend to rise and fall together, move in opposite directions, or show no consistent relationship., spectral clusteringspectral clustering, n.: A clustering method that treats data points as a network linked by similarity and finds natural groups by cutting the network where its links are weakest.