2003
DOI: 10.1109/tpami.2003.1217609
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Candid covariance-free incremental principal component analysis

Abstract: Abstract-Appearance-based image analysis techniques require fast computation of principal components of high-dimensional image vectors. We introduce a fast incremental principal component analysis (IPCA) algorithm, called candid covariance-free IPCA (CCIPCA), used to compute the principal components of a sequence of samples incrementally without estimating the covariance matrix (so covariance-free). The new method is motivated by the concept of statistical efficiency (the estimate has the smallest variance giv… Show more

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Cited by 399 publications
(27 citation statements)
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“…The initial setting for ϵ-greedy is 0.6, which decreases via multiplication with 0.995 after every episode, and is reset when a new module is created. The learning rates for IncSFA: for CCIPCA, a 1/ t learning rate is used, with amnesic parameter l = 2 (Weng et al, 2003), the MCA learning rate is a constant η MCA = 0.05. We collected results over 25 different runs.…”
Section: Experiments and Resultsmentioning
confidence: 99%
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“…The initial setting for ϵ-greedy is 0.6, which decreases via multiplication with 0.995 after every episode, and is reset when a new module is created. The learning rates for IncSFA: for CCIPCA, a 1/ t learning rate is used, with amnesic parameter l = 2 (Weng et al, 2003), the MCA learning rate is a constant η MCA = 0.05. We collected results over 25 different runs.…”
Section: Experiments and Resultsmentioning
confidence: 99%
“…Specifically, we use IncSFA and the ROC method, respectively. Some details of these algorithms are described below, but more thorough descriptions can be found elsewhere (Guedalia et al, 1999; Weng et al, 2003; Peng and Yi, 2006; Zhang et al, 2005; Kompella et al, 2012b). …”
Section: Curious Dr Misfamentioning
confidence: 99%
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“…Here, we rely on the CCIPCA algorithm by Weng et al [39]. Several successful applications of CCIPCA can be demonstrated [43-45].…”
Section: Methodsmentioning
confidence: 99%
“…In the following, we briefly outline the CCIPCA iteration. For further details on CCIPCA, see [39]. A convergence proof is given in [46].…”
Section: Methodsmentioning
confidence: 99%