Abstract
The task of low-rank subspace tracking is of paramount importance for feature extraction over streaming data. Considering the broad range of applications in which the data fail to adhere to a linear model, the present work proposes a nonlinear subspace tracking algorithm. The proposed algorithm can effectively learn and track an evolving non-linear subspace in an online fashion. The notion of non-linearity is accommodated via exploitation of kernel-induced mappings, whose computational as well as memory requirements, if untreated, will impose scalability issues in large datasets. This issue is addressed by imposing a predefined affordable budget on the number of data vectors to be stored, preventing computational and memory growth of the algorithm, while enabling the tracking of possibly evolving subspaces. Numerical tests corroborate the effectiveness of the proposed algorithm on synthetic as well as real datasets.
Original language | English (US) |
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Title of host publication | 2017 IEEE 7th International Workshop on Computational Advances in Multi-Sensor Adaptive Processing, CAMSAP 2017 |
Publisher | Institute of Electrical and Electronics Engineers Inc. |
Pages | 1-5 |
Number of pages | 5 |
ISBN (Electronic) | 9781538612514 |
DOIs | |
State | Published - Mar 9 2018 |
Event | 7th IEEE International Workshop on Computational Advances in Multi-Sensor Adaptive Processing, CAMSAP 2017 - Curacao Duration: Dec 10 2017 → Dec 13 2017 |
Publication series
Name | 2017 IEEE 7th International Workshop on Computational Advances in Multi-Sensor Adaptive Processing, CAMSAP 2017 |
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Volume | 2017-December |
Conference
Conference | 7th IEEE International Workshop on Computational Advances in Multi-Sensor Adaptive Processing, CAMSAP 2017 |
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City | Curacao |
Period | 12/10/17 → 12/13/17 |
Bibliographical note
Funding Information:∗This work was supported by NSF grants 1500713, 1514056, and the NIH grant no. 1R01GM104975-01. E-mails: {sheik081,bermp001,georgios}@umn.edu
Publisher Copyright:
© 2017 IEEE.
Keywords
- Nonlinear subspace tracking
- budgeted learning
- kernel methods
- online learning