一种耦合的主/次特征对提取神经网络算法

A Coupled Principal/Minor Eigen-pairs Extraction Neural Network Algorithm

  • 摘要: 目前,基于神经网络的主成分分析算法大多属于非耦合算法,这类算法普遍存在着所谓的“速度—稳定”问题.近年来所提出的几个耦合算法较好地解决了该类算法存在的“速度—稳定”问题.然而,现有耦合算法还存在推导过程相对繁琐、计算复杂度高等问题.本文基于一种信息准则,通过牛顿方法并进行改进计算,导出了两种耦合学习算法,并运用Jacobian矩阵分析了算法收敛性.相比于现有的耦合算法,导出的两种算法计算更加快捷,并且不需要对逆Hessian矩阵进行估计.仿真实验验证了提出算法的良好性能.

     

    Abstract: At present, most principal component analysis (PCA) algorithms based on neural networks are considered non-coupled algorithms, which suffer from the so-called speed-stability problem. In recent years, a few coupled algorithms have been proposed, and these algorithms can mitigate the speed-stability problem of most non-coupled algorithms. However, these coupled algorithms still suffer from problems such as a complex derivation process and highly complex expression. In this paper, we propose two coupled PCA algorithms based on a novel information criterion and by modifying Newton's method, and we analyze the convergence of algorithms by using Jacobian matrix. Compared with existing coupled algorithms, the proposed algorithms can be obtained easily without the need to calculate the inverse Hessian matrix. Simulation experiments validate the favorable capability of the proposed algorithms.

     

/

返回文章
返回