Unsupervised slow subspace-learning from stationary processes

  • Authors:
  • Andreas Maurer

  • Affiliations:
  • München

  • Venue:
  • ALT'06 Proceedings of the 17th international conference on Algorithmic Learning Theory
  • Year:
  • 2006

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Abstract

We propose a method of unsupervised learning from stationary, vector-valued processes. A low-dimensional subspace is selected on the basis of a criterion which rewards data-variance (like PSA) and penalizes the variance of the velocity vector, thus exploiting the short-time dependencies of the process. We prove error bounds in terms of the β-mixing coefficients and consistency for absolutely regular processes. Experiments with image recognition demonstrate the algorithms ability to learn geometrically invariant feature maps.