Iterative projection approximation algorithms for PCA

Seungjin Choi, Jong Hoon Ahn, Andrzej Cichocki

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

Abstract

In this paper we introduce a new error measure, integrated reconstruction error (IRE), the minimization of which leads to principal eigenvectors (without rotational ambiguity) of the data covariance matrix. Then we present iterative algorithms for the IRE minimization, through the projection approximation. The proposed algorithm is referred to as Constrained Projection Approximation (COPA) algorithm and its limiting case is called COPAL. We also discuss regularized algorithms, referred to as R-COPA and R-COPAL. Numerical experiments demonstrate that these algorithms successfully find exact principal eigenvectors of the data covariance matrix.

Original languageEnglish
Title of host publication2006 IEEE International Conference on Acoustics, Speech, and Signal Processing - Proceedings
PagesV845-V848
Publication statusPublished - 2006
Externally publishedYes
Event2006 IEEE International Conference on Acoustics, Speech and Signal Processing, ICASSP 2006 - Toulouse, France
Duration: 14 May 200619 May 2006

Publication series

NameICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings
Volume5
ISSN (Print)1520-6149

Conference

Conference2006 IEEE International Conference on Acoustics, Speech and Signal Processing, ICASSP 2006
Country/TerritoryFrance
CityToulouse
Period14/05/0619/05/06

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