Natural gradient for minor component extraction

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Abstract

This paper proposes constrained optimization criteria for extracting in parallel multiple minor components using weighted inverse Rayleigh quotient (WIRQ). This WIRQ is formulated into many constrained optimization problems which resulted in deriving many variations of MCA flows using the natural gradient concept. The derived minor component flows are analyzed and some of their convergence properties are presented. Procedures for converting MCA flows into a principal component flow are also discussed.

Original languageEnglish (US)
Article number1465791
Pages (from-to)5138-5141
Number of pages4
JournalProceedings - IEEE International Symposium on Circuits and Systems
DOIs
StatePublished - 2005
EventIEEE International Symposium on Circuits and Systems 2005, ISCAS 2005 - Kobe, Japan
Duration: May 23 2005May 26 2005

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