Randomized SVD Final Presentation - ICERM

98
Randomized SVD and its Applications Katie Keegan, David Melendez, Jennifer Zheng July 31, 2020 Katie Keegan, David Melendez, Jennifer Zheng

Transcript of Randomized SVD Final Presentation - ICERM

Page 1: Randomized SVD Final Presentation - ICERM

Randomized SVD and its Applications

Katie Keegan, David Melendez, Jennifer Zheng

July 31, 2020

Katie Keegan, David Melendez, Jennifer Zheng

Page 2: Randomized SVD Final Presentation - ICERM

Introduction

The Singular Value Decomposition

An incredibly important matrix decomposition in linear algebra

Has applications in many different domains

What we will cover

Image, video, audio processing

Data analysis

Digital ownership protection

Katie Keegan, David Melendez, Jennifer Zheng

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Singular Value Decomposition

Singular Value Decomposition

Amxn = UmxmΣmxnV>nxn

U and V are orthogonal matrices, Σ is a diagonal matrix withpositive diagonal entries σ1 ≥ σ2 ≥ ... ≥ σr , and r = rank(A).

Katie Keegan, David Melendez, Jennifer Zheng

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Singular Value Decomposition

Eckart-Young Theorem

If B has rank k then ‖A− B‖ ≥ ‖A− Ak‖A = UΣV> = σ1u1v

>1 + σ2u2v

>2 + σ3u3v

>3 + ...+ σrurv

>r

Ak is the first k matrices added together for k < r

The closest rank k matrix to A is Ak

Example

A =

| | |u1 u2 u3| | |

σ1 0 00 σ2 00 0 σ3

— vT1 —— vT2 —— vT3 —

Katie Keegan, David Melendez, Jennifer Zheng

Page 5: Randomized SVD Final Presentation - ICERM

Singular Value Decomposition

Eckart-Young Theorem

If B has rank k then ‖A− B‖ ≥ ‖A− Ak‖A = UΣV> = σ1u1v

>1 + σ2u2v

>2 + σ3u3v

>3 + ...+ σrurv

>r

Ak is the first k matrices added together for k < r

The closest rank k matrix to A is Ak

Outer Product Form

A =

| | |u1 u2 u3| | |

σ1 0 00 σ2 00 0 σ3

— vT1 —— vT2 —— vT3 —

= σ1u1v

T1 + σ2u2v

T2 + σ3u3v

T3

Katie Keegan, David Melendez, Jennifer Zheng

Page 6: Randomized SVD Final Presentation - ICERM

Singular Value Decomposition

Eckart-Young Theorem

If B has rank k then ‖A− B‖ ≥ ‖A− Ak‖A = UΣV> = σ1u1v

>1 + σ2u2v

>2 + σ3u3v

>3 + ...+ σrurv

>r

Ak is the first k matrices added together for k < r

The closest rank k matrix to A is Ak

Truncating...

A =

| | |u1 u2 u3| | |

σ1 0 00 σ2 00 0 σ3

— vT1 —— vT2 —— vT3 —

= σ1u1v

T1 + σ2u2v

T2 + σ3u3v

T3

Katie Keegan, David Melendez, Jennifer Zheng

Page 7: Randomized SVD Final Presentation - ICERM

Singular Value Decomposition

Eckart-Young Theorem

If B has rank k then ‖A− B‖ ≥ ‖A− Ak‖A = UΣV> = σ1u1v

>1 + σ2u2v

>2 + σ3u3v

>3 + ...+ σrurv

>r

Ak is the first k matrices added together for k < r

The closest rank k matrix to A is Ak

Rank 2 Approximation

A2 =

| |u1 u2| |

ïσ1 00 σ2

ò ï— vT1 —— vT2 —

ò= σ1u1v

T1 + σ2u2v

T2

Katie Keegan, David Melendez, Jennifer Zheng

Page 8: Randomized SVD Final Presentation - ICERM

Randomized SVD

Randomized SVD Algorithm

Uses a random projection matrix to sample the column spaceof the original matrix

Allows us to approximate the SVD of the original matrix bycomputing SVD on smaller matrix

Katie Keegan, David Melendez, Jennifer Zheng

Page 9: Randomized SVD Final Presentation - ICERM

Randomized SVD

Figure from Data-Driven Science and Engineering by StevenBrunton and Nathan Kutz

Katie Keegan, David Melendez, Jennifer Zheng

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Converting Color Images to Matrices

Color Stacking

Just like how a black-and-white image can be represented as amatrix of values between 0 and 1, color images can berepresented as the combination of three matrices (colorchannels)

We can take these channels apart, stack them, and thencompute their SVD

SVD!

Katie Keegan, David Melendez, Jennifer Zheng

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Converting Color Images to Matrices

Color Stacking

Just like how a black-and-white image can be represented as amatrix of values between 0 and 1, color images can berepresented as the combination of three matrices (colorchannels)

We can take these channels apart, stack them, and thencompute their SVD

SVD!

Katie Keegan, David Melendez, Jennifer Zheng

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Converting Color Images to Matrices

Color Stacking

Just like how a black-and-white image can be represented as amatrix of values between 0 and 1, color images can berepresented as the combination of three matrices (colorchannels)

We can take these channels apart, stack them, and thencompute their SVD

SVD!

Katie Keegan, David Melendez, Jennifer Zheng

Page 13: Randomized SVD Final Presentation - ICERM

Converting Color Images to Matrices

Color Stacking

Just like how a black-and-white image can be represented as amatrix of values between 0 and 1, color images can berepresented as the combination of three matrices (colorchannels)

We can take these channels apart, stack them, and thencompute their SVD

SVD!

Katie Keegan, David Melendez, Jennifer Zheng

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Image Compression

Original SV Log Plot

Rank 50 Rank 25 Rank 10 Rank 5

Det

erm

inis

tic

Ran

dom

ized

Katie Keegan, David Melendez, Jennifer Zheng

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Modifying Singular Values

What happens if we try to modify the singular values?

Katie Keegan, David Melendez, Jennifer Zheng

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Modifying Singular Values

What happens if we try to modify the singular values?

Katie Keegan, David Melendez, Jennifer Zheng

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Modifying Singular Values

What happens if we try to modify the singular values?

Katie Keegan, David Melendez, Jennifer Zheng

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Modifying Singular Values

What happens if we try to modify the singular values?

Katie Keegan, David Melendez, Jennifer Zheng

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Modifying Singular Values

What happens if we try to modify the singular values?

Katie Keegan, David Melendez, Jennifer Zheng

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Modifying Singular Values

Katie Keegan, David Melendez, Jennifer Zheng

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Modifying Singular Values

Katie Keegan, David Melendez, Jennifer Zheng

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Modifying Singular Values

Can also be applied to audio, video matrices

Katie Keegan, David Melendez, Jennifer Zheng

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Modifying Singular Values

Can also be applied to audio, video matrices

Katie Keegan, David Melendez, Jennifer Zheng

Page 24: Randomized SVD Final Presentation - ICERM

Modifying Singular Values

Can also be applied to audio, video matrices

Katie Keegan, David Melendez, Jennifer Zheng

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Video Compression

Video → Matrix

Video is a sequence of pictures

reshape each frame of picture as a long matrix

reshape a video into a skinny tall matrix

Low rank approximations of surveillance video

For rank r ≤ 10, only the most dominant features in everyframe of image is captured

The lower the rank, the less moving objects captured

More blurry for shaky videos

Katie Keegan, David Melendez, Jennifer Zheng

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Video Background Extraction

Katie Keegan, David Melendez, Jennifer Zheng

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Audio Compresssion

Representing Audio as a Signal

Audio is represented as a waveform - a function of waveheight over time

On the computer, we need to represent them discretely bysampling the waveform in fixed time steps.

Katie Keegan, David Melendez, Jennifer Zheng

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Audio Compresssion

Representing Audio as a Signal

Audio is represented as a waveform - a function of waveheight over time

On the computer, we need to represent them discretely bysampling the waveform in fixed time steps.

Katie Keegan, David Melendez, Jennifer Zheng

Page 29: Randomized SVD Final Presentation - ICERM

Audio Compresssion

Representing Audio as a Signal

Audio is represented as a waveform - a function of waveheight over time

On the computer, we need to represent them discretely bysampling the waveform in fixed time steps.

[10, 20, 8, 22, 40, 50, 38, . . . ]

Katie Keegan, David Melendez, Jennifer Zheng

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Audio Compression

Fourier Transform

Represents the average frequency content of a signal over itsduration

The Fourier transform gives us another 1D array representingthe weight of each frequency in the overall signal

Short-Time Fourier Transform

Takes the Fourier transform of small “windows” of the signal

Puts the resulting spectra in columns of a matrix

Katie Keegan, David Melendez, Jennifer Zheng

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Short-Time Fourier Transform

Katie Keegan, David Melendez, Jennifer Zheng

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Short-Time Fourier Transform

Katie Keegan, David Melendez, Jennifer Zheng

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Short-Time Fourier Transform

Katie Keegan, David Melendez, Jennifer Zheng

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Short-Time Fourier Transform

Katie Keegan, David Melendez, Jennifer Zheng

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Short-Time Fourier Transform

Katie Keegan, David Melendez, Jennifer Zheng

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Short-Time Fourier Transform

Katie Keegan, David Melendez, Jennifer Zheng

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Short-Time Fourier Transform

Katie Keegan, David Melendez, Jennifer Zheng

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Audio Demo

Low-rank Approximation of Audios

Rank 118 Rank 25 Rank 5

Katie Keegan, David Melendez, Jennifer Zheng

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Singular Value Modification on Audios

Multiply σ by some scalar p

p = 4 p = 2 p = 0.5

Katie Keegan, David Melendez, Jennifer Zheng

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Singular Value Modification on Audios

Raise σ to some exponent n

n = 2 n = 1.5 n = 0.7

Katie Keegan, David Melendez, Jennifer Zheng

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Data Analysis

USA Facts Data Set

Provides data on cumulative new deaths and cases reportedfor each county in the United States since January 22

Can be reformatted to provide information about newdeaths/cases reported per day, per state, etc.

Relies on daily government-reported data, so cumulativenumbers fluctuate (some days have negative numbers)

Snippet of Data

State County 7/1/20 7/2/20 7/3/20 7/4/20 7/5/20

FL Alachua 1245 1332 1423 1506 1578FL Baker 72 80 84 98 105FL Bay 408 581 625 684 713FL Bradford 84 89 92 94 95FL Brevard 1962 2180 2366 2453 2521

Katie Keegan, David Melendez, Jennifer Zheng

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Cumulative Known COVID-19 Deaths Nationwide

The Data

Cumulative known COVID-19 deaths each day in each of the50 states plus Washington DC

February 6, 2020 to July 5, 2020

Data Matrix: 51 states × 166 days

Katie Keegan, David Melendez, Jennifer Zheng

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Cumulative Known COVID-19 Deaths Nationwide

Scree Plot

a line plot of the eigenvalues of factors or principalcomponents

used to determine an “appropriate” number of PCcomponents

Katie Keegan, David Melendez, Jennifer Zheng

Page 44: Randomized SVD Final Presentation - ICERM

New COVID-19 Cases Nationwide

The Data

New known COVID-19 Cases each day in each of the 50states plus Washington DC

January 22, 2020 to July 12, 2020

Data Matrix: 51 states × 173 days

The Method

Take SVD: X = UΣV T = σ1u1vT1 + σ2u2v

T2 + · · ·+ σrurv

Tr

Look at SV spectrum

Plot most dominant rank 1 components σ1u1vT1 , σ2u2v

T2 , etc

Katie Keegan, David Melendez, Jennifer Zheng

Page 45: Randomized SVD Final Presentation - ICERM

New COVID-19 Cases Nationwide

The Data

New known COVID-19 Cases each day in each of the 50states plus Washington DC

January 22, 2020 to July 12, 2020

Data Matrix: 51 states × 173 days

The Method

Take SVD: X = UΣV T = σ1u1vT1 + σ2u2v

T2 + · · ·+ σrurv

Tr

Look at SV spectrum

Plot most dominant rank 1 components σ1u1vT1 , σ2u2v

T2 , etc

Katie Keegan, David Melendez, Jennifer Zheng

Page 46: Randomized SVD Final Presentation - ICERM

New COVID-19 Cases Nationwide

The Data

New known COVID-19 Cases each day in each of the 50states plus Washington DC

January 22, 2020 to July 12, 2020

Data Matrix: 51 states × 173 days

The Method

Take SVD: X = UΣV T = σ1u1vT1 + σ2u2v

T2 + · · ·+ σrurv

Tr

Look at SV spectrum

Plot most dominant rank 1 components σ1u1vT1 , σ2u2v

T2 , etc

Katie Keegan, David Melendez, Jennifer Zheng

Page 47: Randomized SVD Final Presentation - ICERM

New COVID-19 Cases Nationwide

The Data

New known COVID-19 Cases each day in each of the 50states plus Washington DC

January 22, 2020 to July 12, 2020

Data Matrix: 51 states × 173 days

The Method

Take SVD: X = UΣV T = σ1u1vT1 + σ2u2v

T2 + · · ·+ σrurv

Tr

Look at SV spectrum

Plot most dominant rank 1 components σ1u1vT1 , σ2u2v

T2 , etc

Katie Keegan, David Melendez, Jennifer Zheng

Page 48: Randomized SVD Final Presentation - ICERM

New COVID-19 Cases Nationwide

The Data

New known COVID-19 Cases each day in each of the 50states plus Washington DC

January 22, 2020 to July 12, 2020

Data Matrix: 51 states × 173 days

The Method

Take SVD: X = UΣV T = σ1u1vT1 + σ2u2v

T2 + · · ·+ σrurv

Tr

Look at SV spectrum

Plot most dominant rank 1 components σ1u1vT1 , σ2u2v

T2 , etc

Katie Keegan, David Melendez, Jennifer Zheng

Page 49: Randomized SVD Final Presentation - ICERM

New COVID-19 Cases Nationwide

The Data

New known COVID-19 Cases each day in each of the 50states plus Washington DC

January 22, 2020 to July 12, 2020

Data Matrix: 51 states × 173 days

The Method

Take SVD: X = UΣV T = σ1u1vT1 + σ2u2v

T2 + · · ·+ σrurv

Tr

Look at SV spectrum

Plot most dominant rank 1 components σ1u1vT1 , σ2u2v

T2 , etc

Katie Keegan, David Melendez, Jennifer Zheng

Page 50: Randomized SVD Final Presentation - ICERM

New COVID-19 Cases Nationwide

Katie Keegan, David Melendez, Jennifer Zheng

Page 51: Randomized SVD Final Presentation - ICERM

New COVID-19 Cases Nationwide - SV2

Katie Keegan, David Melendez, Jennifer Zheng

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Florida COVID-19 Data

The Data

Log cumulative known COVID-19 cases each day in eachFlorida county

January 22, 2020 to July 12, 2020

Data Matrix: 68 counties × 173 days

Katie Keegan, David Melendez, Jennifer Zheng

Page 53: Randomized SVD Final Presentation - ICERM

Florida COVID-19 Data

SVD Plots: Log Cumulative Known FL COVID-19 Cases

Katie Keegan, David Melendez, Jennifer Zheng

Page 54: Randomized SVD Final Presentation - ICERM

Watermarking

Digital Ownership Protection

How can we verify the owner of a piece of media?

Hide a watermark inside the media

Concerns:

PerceptibilitySecurityRobustness against distortions

Katie Keegan, David Melendez, Jennifer Zheng

Page 55: Randomized SVD Final Presentation - ICERM

Watermarking

Digital Ownership Protection

How can we verify the owner of a piece of media?

Hide a watermark inside the media

Concerns:

PerceptibilitySecurityRobustness against distortions

Katie Keegan, David Melendez, Jennifer Zheng

Page 56: Randomized SVD Final Presentation - ICERM

Watermarking

Digital Ownership Protection

How can we verify the owner of a piece of media?

Hide a watermark inside the media

Concerns:

PerceptibilitySecurityRobustness against distortions

Katie Keegan, David Melendez, Jennifer Zheng

Page 57: Randomized SVD Final Presentation - ICERM

Liu & Tan Watermarking Scheme

Embedding

A→ USV>

W → UWSWV>WS + αW → USS

′V>SAW ← US ′V>

Save US ,VS ,S forextraction

Extraction

Given AW , US , VS , S , α

AW → US ′V>

Note USS′V>S = S + αW

ThenW = α−1(USS

′V>S − S)

Katie Keegan, David Melendez, Jennifer Zheng

Page 58: Randomized SVD Final Presentation - ICERM

Liu & Tan Watermarking Scheme

Embedding

A→ USV>

W → UWSWV>WS + αW → USS

′V>SAW ← US ′V>

Save US ,VS ,S forextraction

Extraction

Given AW , US , VS , S , α

AW → US ′V>

Note USS′V>S = S + αW

ThenW = α−1(USS

′V>S − S)

Katie Keegan, David Melendez, Jennifer Zheng

Page 59: Randomized SVD Final Presentation - ICERM

Liu & Tan Watermarking Scheme

Embedding

A→ USV>

W → UWSWV>W

S + αW → USS′V>S

AW ← US ′V>

Save US ,VS ,S forextraction

Extraction

Given AW , US , VS , S , α

AW → US ′V>

Note USS′V>S = S + αW

ThenW = α−1(USS

′V>S − S)

Katie Keegan, David Melendez, Jennifer Zheng

Page 60: Randomized SVD Final Presentation - ICERM

Liu & Tan Watermarking Scheme

Embedding

A→ USV>

W → UWSWV>WS + αW → USS

′V>S

AW ← US ′V>

Save US ,VS ,S forextraction

Extraction

Given AW , US , VS , S , α

AW → US ′V>

Note USS′V>S = S + αW

ThenW = α−1(USS

′V>S − S)

Katie Keegan, David Melendez, Jennifer Zheng

Page 61: Randomized SVD Final Presentation - ICERM

Liu & Tan Watermarking Scheme

Embedding

A→ USV>

W → UWSWV>WS + αW → USS

′V>SAW ← US ′V>

Save US ,VS ,S forextraction

Extraction

Given AW , US , VS , S , α

AW → US ′V>

Note USS′V>S = S + αW

ThenW = α−1(USS

′V>S − S)

Katie Keegan, David Melendez, Jennifer Zheng

Page 62: Randomized SVD Final Presentation - ICERM

Liu & Tan Watermarking Scheme

Embedding

A→ USV>

W → UWSWV>WS + αW → USS

′V>SAW ← US ′V>

Save US ,VS ,S forextraction

Extraction

Given AW , US , VS , S , α

AW → US ′V>

Note USS′V>S = S + αW

ThenW = α−1(USS

′V>S − S)

Katie Keegan, David Melendez, Jennifer Zheng

Page 63: Randomized SVD Final Presentation - ICERM

Liu & Tan Watermarking Scheme

Embedding

A→ USV>

W → UWSWV>WS + αW → USS

′V>SAW ← US ′V>

Save US ,VS ,S forextraction

Extraction

Given AW , US , VS , S , α

AW → US ′V>

Note USS′V>S = S + αW

ThenW = α−1(USS

′V>S − S)

Katie Keegan, David Melendez, Jennifer Zheng

Page 64: Randomized SVD Final Presentation - ICERM

Liu & Tan Watermarking Scheme

Embedding

A→ USV>

W → UWSWV>WS + αW → USS

′V>SAW ← US ′V>

Save US ,VS ,S forextraction

Extraction

Given AW , US , VS , S , α

AW → US ′V>

Note USS′V>S = S + αW

ThenW = α−1(USS

′V>S − S)

Katie Keegan, David Melendez, Jennifer Zheng

Page 65: Randomized SVD Final Presentation - ICERM

Liu & Tan Watermarking Scheme

Embedding

A→ USV>

W → UWSWV>WS + αW → USS

′V>SAW ← US ′V>

Save US ,VS ,S forextraction

Extraction

Given AW , US , VS , S , α

AW → US ′V>

Note USS′V>S = S + αW

ThenW = α−1(USS

′V>S − S)

Katie Keegan, David Melendez, Jennifer Zheng

Page 66: Randomized SVD Final Presentation - ICERM

Liu & Tan Watermarking Scheme

Embedding

A→ USV>

W → UWSWV>WS + αW → USS

′V>SAW ← US ′V>

Save US ,VS ,S forextraction

Extraction

Given AW , US , VS , S , α

AW → US ′V>

Note USS′V>S = S + αW

ThenW = α−1(USS

′V>S − S)

Katie Keegan, David Melendez, Jennifer Zheng

Page 67: Randomized SVD Final Presentation - ICERM

Liu & Tan Watermarking Scheme

Watermarking Examples

Image Watermark

α = 1 α = 0.5 α = 0.25 α = 0.1

Katie Keegan, David Melendez, Jennifer Zheng

Page 68: Randomized SVD Final Presentation - ICERM

Liu & Tan Watermarking Scheme

Audio Watermarking Examples

Original Watermark

α = 0.1 α = 0.4 α = 1.6

Katie Keegan, David Melendez, Jennifer Zheng

Page 69: Randomized SVD Final Presentation - ICERM

Liu & Tan Watermarking Scheme

Audio Watermarking With Distortions

Lower Pitch Frequency remove noise Add reverb

Katie Keegan, David Melendez, Jennifer Zheng

Page 70: Randomized SVD Final Presentation - ICERM

Liu & Tan Watermarking Scheme

Security Test

Embed watermark W into A to obtain AW

Attempt to extract phony watermark X from AW

Image Watermark Phony

WatermarkedImage

WatermarkExtracted

PhonyExtracted

Katie Keegan, David Melendez, Jennifer Zheng

Page 71: Randomized SVD Final Presentation - ICERM

Liu & Tan Watermarking Scheme

Security Test

Embed watermark W into A to obtain AW

Attempt to extract phony watermark X from AW

Image Watermark Phony

WatermarkedImage

WatermarkExtracted

PhonyExtracted

Katie Keegan, David Melendez, Jennifer Zheng

Page 72: Randomized SVD Final Presentation - ICERM

Liu & Tan Watermarking Scheme

Security Test

Embed watermark W into A to obtain AW

Attempt to extract phony watermark X from AW

Image Watermark Phony

WatermarkedImage

WatermarkExtracted

PhonyExtracted

Katie Keegan, David Melendez, Jennifer Zheng

Page 73: Randomized SVD Final Presentation - ICERM

Liu & Tan Watermarking Scheme

Security Test

Embed watermark W into A to obtain AW

Attempt to extract phony watermark X from AW

Image Watermark Phony

WatermarkedImage

WatermarkExtracted

PhonyExtracted

Katie Keegan, David Melendez, Jennifer Zheng

Page 74: Randomized SVD Final Presentation - ICERM

Jain et el. Watermarking Scheme

Modification to Liu & Tan scheme

Improved security

Embedding

A→ USV>

W → UWSWV>WS1 ← S + αUWSW

AW ← US1V>

(AW = A + αUUWSWV>)

Extraction

Given AW , A, VW

AW = A + αUUWSWV>

Solve for W !

W ← α−1U>(AW −A)VV>W

Katie Keegan, David Melendez, Jennifer Zheng

Page 75: Randomized SVD Final Presentation - ICERM

Jain et el. Watermarking Scheme

Modification to Liu & Tan scheme

Improved security

Embedding

A→ USV>

W → UWSWV>WS1 ← S + αUWSW

AW ← US1V>

(AW = A + αUUWSWV>)

Extraction

Given AW , A, VW

AW = A + αUUWSWV>

Solve for W !

W ← α−1U>(AW −A)VV>W

Katie Keegan, David Melendez, Jennifer Zheng

Page 76: Randomized SVD Final Presentation - ICERM

Jain et al. Watermarking Scheme

Watermarking Examples

Image Watermark

α = 0.5 α = 0.25 α = 0.1 α = 0.01

Katie Keegan, David Melendez, Jennifer Zheng

Page 77: Randomized SVD Final Presentation - ICERM

Jain et al. Watermarking Scheme

Security Test

Image Watermark Phony

WatermarkedImage

WatermarkExtracted

PhonyExtracted

Katie Keegan, David Melendez, Jennifer Zheng

Page 78: Randomized SVD Final Presentation - ICERM

Jain et al. Watermarking Scheme

Extraction after Compression

Image

Watermark

Rank 100

Extracted

Rank 10

Extracted

Rank 1

Extracted

Katie Keegan, David Melendez, Jennifer Zheng

Page 79: Randomized SVD Final Presentation - ICERM

Modified Jain et al. Watermarking Scheme

A = USV>

W = UWSWV>W

Embedding Extraction

Katie Keegan, David Melendez, Jennifer Zheng

Page 80: Randomized SVD Final Presentation - ICERM

Modified Jain et al. Watermarking Scheme

A = USV>

W = UWSWV>W

Embedding

Jain et al. Scheme:AW = A + αUUWSWV>

Extraction

Jain et al. Scheme:W = α−1U>(AW − A)VV>W

Katie Keegan, David Melendez, Jennifer Zheng

Page 81: Randomized SVD Final Presentation - ICERM

Modified Jain et al. Watermarking Scheme

A = USV>

W = UWSWV>W

Embedding

Jain et al. Scheme:AW = A + αUUWSWV>

Extraction

Jain et al. Scheme:W = α−1U>(AW − A)VV>W

Katie Keegan, David Melendez, Jennifer Zheng

Page 82: Randomized SVD Final Presentation - ICERM

Modified Jain et al. Watermarking Scheme

A = USV>

W = UWSWV>W

Embedding

Modified Jain et al. Scheme:AW = A + αUWSWV>

Extraction

Modified Jain et al. Scheme:W = α−1(AW − A)VV>W

Katie Keegan, David Melendez, Jennifer Zheng

Page 83: Randomized SVD Final Presentation - ICERM

Modified Jain et al. Watermarking Scheme

Watermarking Examples

Image

Watermark

Jain, α = 0.5

Mod, α = 0.5

Jain, α = 0.25

Mod, α = 0.25

Jain, α = 0.1

Mod, α = 0.1

Katie Keegan, David Melendez, Jennifer Zheng

Page 84: Randomized SVD Final Presentation - ICERM

Modified Jain et al. Watermarking Scheme

Evaluating Watermarked Image vs Original Image

‖A− AJain‖F = ‖A− AMod‖F = α ‖W ‖F

corr(A,AW ) =〈A,AW 〉F‖A‖F ‖AW ‖F

= cos(∠(A,AW ))

Katie Keegan, David Melendez, Jennifer Zheng

Page 85: Randomized SVD Final Presentation - ICERM

Modified Jain et al. Watermarking Scheme

Evaluating Watermarked Image vs Original Image

‖A− AJain‖F = ‖A− AMod‖F = α ‖W ‖F

corr(A,AW ) =〈A,AW 〉F‖A‖F ‖AW ‖F

= cos(∠(A,AW ))

Katie Keegan, David Melendez, Jennifer Zheng

Page 86: Randomized SVD Final Presentation - ICERM

Modified Jain et al. Watermarking Scheme

Evaluating Watermarked Image vs Original Image

‖A− AJain‖F = ‖A− AMod‖F = α ‖W ‖F

corr(A,AW ) =〈A,AW 〉F‖A‖F ‖AW ‖F

= cos(∠(A,AW ))

Katie Keegan, David Melendez, Jennifer Zheng

Page 87: Randomized SVD Final Presentation - ICERM

Modified Jain et al. Watermarking Scheme

Evaluating Watermarked Image vs Original Image

‖A− AJain‖F = ‖A− AMod‖F = α ‖W ‖F

corr(A,AW ) =〈A,AW 〉F‖A‖F ‖AW ‖F

= cos(∠(A,AW ))

Katie Keegan, David Melendez, Jennifer Zheng

Page 88: Randomized SVD Final Presentation - ICERM

Modified Jain et al. Watermarking Scheme

Security Test

Image Watermark Phony

WatermarkedImage

WatermarkExtracted

PhonyExtracted

Katie Keegan, David Melendez, Jennifer Zheng

Page 89: Randomized SVD Final Presentation - ICERM

Modified Jain et al. Watermarking Scheme

Extraction after Compression

Image

Watermark

Rank 100

Extracted

Rank 10

Extracted

Rank 1

Extracted

Katie Keegan, David Melendez, Jennifer Zheng

Page 90: Randomized SVD Final Presentation - ICERM

Conclusion

Summary

Media Compression and Processing

Data Analysis

Digital Ownership Protection

Modified Watermarking Scheme

Future Directions

Video background removal

Modern watermarking algorithms

Audio watermarking

Randomized watermark extraction

Katie Keegan, David Melendez, Jennifer Zheng

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THANK YOU!

Katie Keegan, David Melendez, Jennifer Zheng

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References I

Coronavirus locations: Covid-19 map by county and state, Jul2020.

Clifford Bergman and Jennifer Davidson.Unitary embedding for data hiding with the svd.volume 5681, pages 619–630, 03 2005.

Michael W. Berry, Zlatko Drmac, and Elizabeth R. Jessup.Matrices, vector spaces, and information retrieval.SIAM Review, 41:335–362, 1999.

Steven Brunton and J. Kutz.Singular Value Decomposition (SVD), pages 3–46.02 2019.

Carl Eckart and Gale Young.The approximation of one matrix by another of lower rank.Psychometrika, 1(3):211–218, Sep 1936.

Katie Keegan, David Melendez, Jennifer Zheng

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References II

N. Erichson, S. L. Brunton, and J. Kutz.Compressed singular value decomposition for image and videoprocessing.In 2017 IEEE International Conference on Computer VisionWorkshop (ICCVW), pages 1880–1888, Los Alamitos, CA,USA, oct 2017. IEEE Computer Society.

Chirag Jain, Siddharth Arora, and Prasanta K. Panigrahi.A reliable SVD based watermarking schem.CoRR, abs/0808.0309, 2008.

Dan Kalman.A singularly valuable decomposition: The svd of a matrix.The College Mathematics Journal, 27(1):2–23, 1996.

Katie Keegan, David Melendez, Jennifer Zheng

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References III

Nasser Kehtarnavaz.Chapter 7 - frequency domain processing.In Nasser Kehtarnavaz, editor, Digital Signal ProcessingSystem Design (Second Edition), pages 175 – 196. AcademicPress, Burlington, second edition edition, 2008.

Ruizhen Liu and Tieniu Tan.An svd-based watermarking scheme for protecting rightfulownership.IEEE Transactions on Multimedia, 4:121–128, 08 2002.

Carla D. Martin and Mason A. Porter.The extraordinary svd.The American Mathematical Monthly, 119:838 – 851, 2012.

Katie Keegan, David Melendez, Jennifer Zheng

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References IV

G. Strang.Linear Algebra and Learning from Data.Wellesley-Cambridge Press, 2019.

L. Zhang and A. Li.Robust watermarking scheme based on singular value ofdecomposition in dwt domain.In 2009 Asia-Pacific Conference on Information Processing,volume 2, pages 19–22, 2009.

Lingsong Zhang, J. S. Marron, Haipeng Shen, and ZhengyuanZhu.Singular value decomposition and its visualization.Journal of Computational and Graphical Statistics, 16:1–22,2007.

Katie Keegan, David Melendez, Jennifer Zheng

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Jain et al. Watermarking Scheme

Extraction after Rotation

Image

Watermark

1◦

Extracted

25◦

Extracted

45◦

Extracted

Katie Keegan, David Melendez, Jennifer Zheng

Page 97: Randomized SVD Final Presentation - ICERM

Modified Jain et al. Watermarking Scheme

Extraction after Rotation

Image

Watermark

1◦

Extracted

25◦

Extracted

45◦

Extracted

Katie Keegan, David Melendez, Jennifer Zheng

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Low Rank Distortion Plots - Various Scaling Factors

Katie Keegan, David Melendez, Jennifer Zheng