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ArtikelAlgorithms for Accelerated Convergence of Adaptive PCA  
Oleh: Chatterjee, C. ; Kang, Z. ; Roychowdhury, V. P.
Jenis: Article from Journal - ilmiah internasional
Dalam koleksi: IEEE Transactions on Neural Networks vol. 11 no. 2 (2000), page 338-355.
Topik: algorithms; algorithms; convergence; adaptive PCA
  • Perpustakaan Pusat (Semanggi)
    • Nomor Panggil: II36.4
    • Non-tandon: 1 (dapat dipinjam: 0)
    • Tandon: tidak ada
    Lihat Detail Induk
Isi artikelWe derive and discuss adaptive algorithms for principal component analysis (PCA) that are shown to converge faster than the traditional PCA algorithms due to Oja and Karhunen (1985), Sanger (1989), and Xu (1993). It is well known that traditional PCA algorithms that are derived by using gradient descent on an objective function are slow to converge. Furthermore, the convergence of these algorithms depends on appropriate choices of the gain sequences. Since online applications demand faster convergence and an automatic selection of gains, we present new adaptive algorithms to solve these problems. We first present an unconstrained objective function, which can be minimized to obtain the principal components. We derive adaptive algorithms from this objective function by using : (1) gradient descent ; (2) steepest descent ; (3) conjugate direction ; and (4) Newton - Raphson methods. Although gradient descent produces Xu's LMSER algorithm, the steepest descent, conjugate direction, and Newton - Raphson methods produce new adaptive algorithms for PCA. We also provide a discussion on the landscape of the objective function, and present a global convergence proof of the adaptive gradient descent PCA algorithm using stochastic approximation theory. Extensive experiments with stationary and nonstationary multi dimensional Gaussian sequences show faster convergence of the new algorithms over the traditional gradient descent methods. We also compare the steepest descent adaptive algorithm with state - of - the - art methods on stationary and non stationary sequences.
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