Unsupervised slow subspace-learning from stationary processes

  • Authors:
  • Andreas Maurer

  • Affiliations:
  • -

  • Venue:
  • Theoretical Computer Science
  • Year:
  • 2008

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Abstract

We propose a method of unsupervised learning from stationary, vector-valued processes. A projection to a low-dimensional subspace is selected on the basis of an objective function which rewards data-variance and penalizes the variance of the velocity vector, thus exploiting the short-time dependencies of the process. We prove bounds on the estimation error of the objective in terms of the @b-mixing coefficients of the process. It is also shown that maximizing the objective minimizes an error bound for simple classification algorithms on a generic class of learning tasks. Experiments with image recognition demonstrate the algorithms ability to learn geometrically invariant feature maps.