Novel Incremental Principal Component Analysis with Improved Performance

  • Authors:
  • Myoung Soo Park;Jin Young Choi

  • Affiliations:
  • School of Electrical Engineering and Computer Science, ASRI, Seoul National University, Seoul, Korea 151-744;School of Electrical Engineering and Computer Science, ASRI, Seoul National University, Seoul, Korea 151-744

  • Venue:
  • SSPR & SPR '08 Proceedings of the 2008 Joint IAPR International Workshop on Structural, Syntactic, and Statistical Pattern Recognition
  • Year:
  • 2008

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Abstract

In this paper, we present a novel incremental algorithm for principal component analysis (PCA). The proposed algorithm is a kind of covariance-free type algorithm which requires less computation and storage space in finding out the eigenvectors, than other incremental PCA methods using a covariance matrix. The major contribution of this paper is to explicitly deal with the changing mean and to use a Gram-Schmidt Orthogonalization (GSO) for enforcing the orthogonality of the eigenvectors. As a result, more accurate eigenvectors can be found with this algorithm than other algorithms. The performance of the proposed algorithm is evaluated by experiments on the data sets with various properties and it is shown that the proposed method can find out the eigenvectors more closer to those of batch algorithm than the others.