k-means Approach to the Karhunen-Loeve Transform

Details k-means Approach to the Karhunen-Loeve Transform k-means Approach to the Karhunen-Loeve Transform

2011-09-19

arxiv.org/abs/1109.3994v1

Computer Science

Information Theory

6 pages, 12 figures

Scientific paper

We present a simultaneous generalization of the well-known Karhunen-Loeve (PCA) and k-means algorithms. The basic idea lies in approximating the data with k affine subspaces of a given dimension n. In the case n=0 we obtain the classical k-means, while for k=1 we obtain PCA algorithm. We show that for some data exploration problems this method gives better result then either of the classical approaches.

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