MCBE'08 Proceedings of the 9th WSEAS International Conference on Mathematics & Computers In Business and Economics
Learning schemes in using PCA neural networks for image restoration purposes
WSEAS Transactions on Information Science and Applications
Automatic detection of erythemato-squamous diseases using PSO-SVM based on association rules
Engineering Applications of Artificial Intelligence
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We investigate the convergence properties of two different stochastic approximation algorithms for principal component analysis, and analytically explain some commonly observed experimental results. In our analysis, we use the theory of stochastic approximation, and in particular the results of Fabian (1968), to explore the asymptotic mean square errors (AMSEs) of the algorithms. This study reveals the conditions under which the algorithms produce smaller AMSEs, and also the conditions under which one algorithm has a smaller AMSE than the other. Experimental study with multidimensional Gaussian data corroborate our analytical findings. We next explore the convergence rates of the two algorithms. Our experiments and an analytical explanation reveals the conditions under which the algorithms converge faster to the solution, and also the conditions under which one algorithm converges faster than the other