Coupled principal component analysis

  • Authors:
  • R. Moller;Axel Konies

  • Affiliations:
  • Max Planck Inst. for Psychol. Res., Munich, Germany;-

  • Venue:
  • IEEE Transactions on Neural Networks
  • Year:
  • 2004

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Abstract

A framework for a class of coupled principal component learning rules is presented. In coupled rules, eigenvectors and eigenvalues of a covariance matrix are simultaneously estimated in coupled equations. Coupled rules can mitigate the stability-speed problem affecting noncoupled learning rules, since the convergence speed in all eigendirections of the Jacobian becomes widely independent of the eigenvalues of the covariance matrix. A number of coupled learning rule systems for principal component analysis, two of them new, is derived by applying Newton's method to an information criterion. The relations to other systems of this class, the adaptive learning algorithm (ALA), the robust recursive least squares algorithm (RRLSA), and a rule with explicit renormalization of the weight vector length, are established.