论文标题

从牛顿零找到框架的耦合PCA和SVD学习规则的推导

Derivation of Coupled PCA and SVD Learning Rules from a Newton Zero-Finding Framework

论文作者

Möller, Ralf

论文摘要

在PCA的耦合学习规则(主要组件分析)和SVD(单数值分解)中,特征向量或奇异向量的估计值的更新分别受EIGENVALUES或单数值的估计值的影响。此耦合更新可缓解速度稳定性问题,因为更新方程式从各个方向收敛,速度大致相同。已知一种从牛顿优化的信息标准中得出耦合学习规则的方法。但是,必须设计这些信息标准,不提供任何解释价值,并且只能对矢量估计施加欧几里得的约束。在这里,我们描述了一种替代方法,其中耦合的PCA和SVD学习规则可以系统地源自牛顿零找到的框架。该推导从目标函数开始,将其极值的方程与对向量估计的任意约束结合在一起,并使用牛顿的零发现方法求解所得的向量零点方程。为了展示框架,我们以恒定的欧几里得长度或向量估计的恒定总和来得出PCA和SVD学习规则。

In coupled learning rules for PCA (principal component analysis) and SVD (singular value decomposition), the update of the estimates of eigenvectors or singular vectors is influenced by the estimates of eigenvalues or singular values, respectively. This coupled update mitigates the speed-stability problem since the update equations converge from all directions with approximately the same speed. A method to derive coupled learning rules from information criteria by Newton optimization is known. However, these information criteria have to be designed, offer no explanatory value, and can only impose Euclidean constraints on the vector estimates. Here we describe an alternative approach where coupled PCA and SVD learning rules can systematically be derived from a Newton zero-finding framework. The derivation starts from an objective function, combines the equations for its extrema with arbitrary constraints on the vector estimates, and solves the resulting vector zero-point equation using Newton's zero-finding method. To demonstrate the framework, we derive PCA and SVD learning rules with constant Euclidean length or constant sum of the vector estimates.

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