Optimisation of on-line principal component analysis

Details Optimisation of on-line principal component analysis Optimisation of on-line principal component analysis

1998-12-08

arxiv.org/abs/cond-mat/9812114v1

Physics

Condensed Matter

Disordered Systems and Neural Networks

10 pages, 5 figures

Scientific paper

10.1088/0305-4470/32/22/306

Different techniques, used to optimise on-line principal component analysis, are investigated by methods of statistical mechanics. These include local and global optimisation of node-dependent learning-rates which are shown to be very efficient in speeding up the learning process. They are investigated further for gaining insight into the learning rates' time-dependence, which is then employed for devising simple practical methods to improve training performance. Simulations demonstrate the benefit gained from using the new methods.

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