Principal Component Analysis Networks and Algorithms by Xiangyu Kong Changhua Hu & Zhansheng Duan

Principal Component Analysis Networks and Algorithms by Xiangyu Kong Changhua Hu & Zhansheng Duan

Author:Xiangyu Kong, Changhua Hu & Zhansheng Duan
Language: eng
Format: epub
Publisher: Springer Singapore, Singapore


(5.55)

which is the average version of the continuous-time differential equation

(5.56)

which, after discretization, gives a nonlinear stochastic learning rule

(5.57)

where denotes the learning step size, and if “+” is used, then (5.57) is a PSA algorithm, and if “−” is used, then (5.57) is a MSA algorithm. (5.25) and (5.57) constitute our unified dual-purpose principal and minor subspace gradient flow. The gradient flow (5.57) has a computational complexity of flops per update, which is cheaper than for algorithm in [22], for algorithm in [24], and for algorithm in [25]. The operations involved in (5.57) are simple matrix addition, multiplication, and inversion, which are easy for systolic array implementation [22].



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