Global convergence of a PCA learning algorithm with a constant learning rate

DOI10.1016/J.CAMWA.2006.08.028MaRDI QIDQ2469892zbMATHOpenAlexFDO

Authors Zhang Yi, Jian Cheng Lv

Publication date 11 February 2008

Published in Computers & Mathematics with Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.camwa.2006.08.028

zbMATH Keywords

principal component analysisglobal convergenceneural networksdeterministic discrete time systemconstant learning rate

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Neural nets and related approaches to inference from stochastic processes (62M45) Limit theorems in probability theory (60F99)

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Cites work

• A simplified neuron model as a principal component analyzer
• Adaptive algorithms for first principal eigenvector computation
• Analysis of recursive stochastic algorithms
• Generalized neural networks for spectral analysis: dynamics and Liapunov functions
• On stochastic approximation of the eigenvectors and eigenvalues of the expectation of a random matrix

Cited in

(6)

• Convergence analysis for principal component flows.
• Convergence analysis of Chauvin's PCA learning algorithm with a constant learning rate
• A robust and globally convergent PCA learning algorithm
• Stability and Convergence of Principal Component Learning Algorithms
• Convergence analysis of deterministic discrete time system of a unified self-stabilizing algorithm for PCA and MCA
• Global convergence of Oja's PCA learning algorithm with a non-zero-approaching adaptive learning rate

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