Regularized Principal Component Analysis

(整期优先)网络出版时间:2017-01-11
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Givenasetofsignals,aclassicalconstructionofanoptimaltruncatablebasisforoptimallyrepresentingthesignals,istheprincipalcomponentanalysis(PCAforshort)approach.Whentheinformationaboutthesignalsonewouldliketorepresentisamoregeneralproperty,likesmoothness,adifferentbasisshouldbeconsidered.OneexampleistheFourierbasiswhichisoptimalforrepresentationsmoothfunctionssampledonregulargrid.ItisderivedastheeigenfunctionsofthecirculantLaplacianoperator.Inthispaper,basedontheoptimalityoftheeigenfunctionsoftheLaplace-Beltramioperator(LBOforshort),theconstructionofPCAforgeometricstructuresisregularized.Byassumingsmoothnessofagivendata,onecouldexploittheintrinsicgeometricstructuretoregularizetheconstructionofabasisbywhichtheobserveddataisrepresented.TheLBOcanbedecomposedtoprovidearepresentationspaceoptimizedforbothinternalstructureandexternalobservations.Theproposedmodeltakesthebestfromboththeintrinsicandtheextrinsicstructuresofthedataandprovidesanoptimalsmoothrepresentationofshapesandforms.