Acceleration of the alternating least squares algorithm for principal components analysis

DOI10.1016/J.CSDA.2010.06.001MaRDI QIDQ452548zbMATH OpenOpenAlexFDO

Authors Masahiro Kuroda, Yuichi Mori, Masaya Iizuka, Michio Sakakihara

Publication date 15 September 2012

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.csda.2010.06.001

zbMATH Keywords

alternating least squares algorithmacceleration of convergencePRINCALSPRINCIPALSvector \(\epsilon \) algorithm

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25)

Recommendations

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• scientific article; zbMATH DE number 839297
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Cites work

• Accelerating the convergence of the EM algorithm using the vector algorithm
• Acceleration Techniques for Iterated Vector and Matrix Problems
• Acceleration of the EM algorithm using the vector epsilon algorithm
• Convergence of the sequence of parameters generated by alternating least squares algorithms
• Extrapolation methods theory and practice
• Principal Component Analysis Based on a Subset of Variables: Variable Selection and Sensitivity Analysis
• Quantitative analysis of qualitative data
• Setting up alternating least squares and iterative majorization algorithms for solving various matrix optimization problems
• The Gifi system of descriptive multivariate analysis.
• The principal components of mixed measurement level multivariate data: An alternating least squares method with optimal scaling features

Cited in

(7)

• Algorithm 971
• Accelerated Alternating Projections for Robust Principal Component Analysis
• Generalized data-fitting factor analysis with multiple quantification of categorical variables
• An alternating least squares algorithm for PARAFAC2 and three-way DEDICOM
• Speeding up the convergence of the alternating least squares algorithm using vector \(\varepsilon\) acceleration and restarting for nonlinear principal component analysis
• Performance of acceleration of ALS algorithm in nonlinear PCA
• An efficient algorithm for weighted PCA

Describes a project that uses

Uses Software

• R

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