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arXiv · cond-mat/9812114

Optimisation of on-line principal component analysis

E Schloesser·D Saad·M Biehl
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Abstract

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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E Schloesser, D Saad, M Biehl. 1998-12-08. Optimisation of on-line principal component analysis. https://doi.org/10.1088/0305-4470%2F32%2F22%2F306

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