Sequential Extraction of Minor Components

Authors:
Tianping Chen;Shun-Ichi Amari;Noboru Murata
Affiliations:
Department of Mathematics, Fudan University, Shanghai, P.R.China;RIKEN Brain Science Institute, Hirosawa 2-1, Wako-shi, Saitama 351-0198, Japan;RIKEN Brain Science Institute, Hirosawa 2-1, Wako-shi, Saitama 351-0198, Japan
Venue:
Neural Processing Letters
Year:
2001

Citing 9
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Abstract

Principal component analysis (PCA) and Minor component analysis (MCA) are similar but have different dynamical performances. Unexpectedly, a sequential extraction algorithm for MCA proposed by Luo and Unbehauen [11] does not work for MCA, while it works for PCA. We propose a different sequential-addition algorithm which works for MCA. We also show a conversion mechanism by which any PCA algorithms are converted to dynamically equivalent MCA algorithms and vice versa.