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一种新的全局嵌入降维算法

DOI: 10.3724/SP.J.1004.2011.00828, PP. 828-835

Keywords: 全局嵌入,不规则M数据,角度,正交投影

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Abstract:

?目前大多数流形学习算法都以距离来度量数据间的相似度,并取得满意的效果,但都难以处理噪音造成的子空间偏离.针对此问题,提出了一种基于角度优化的全局降维算法.通过给出多样本增量的协方差阵更新方式,从理论上证明了中心化样本长度与其偏离低维空间角度为子空间偏离的主要因素,进而解决了噪音造成的子空间偏离问题.同时,与主成分分析相比,能够更好地与其他算法融合解决小样本问题.实验证实了该算法在手工和真实数据集上的有效性.

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