Optimization of on-line principal component analysis
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Abstract: Different techniques, used to optimise on-line principal component analysis, are investigated by methods of statistical mechanics. These include local and global optimisation of node-dependent learning-rates which are shown to be very efficient in speeding up the learning process. They are investigated further for gaining insight into the learning rates' time-dependence, which is then employed for devising simple practical methods to improve training performance. Simulations demonstrate the benefit gained from using the new methods.
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- The dynamics of on-line principal component analysis
- scientific article; zbMATH DE number 1569111 (Why is no real title available?)
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