Title
A graph regularized dimension reduction method for out-of-sample data.
Abstract
Among various dimension reduction techniques, Principal Component Analysis (PCA) is specialized in treating vector data, whereas Laplacian embedding is often employed for embedding graph data. Moreover, graph regularized PCA, a combination of both techniques, has also been developed to assist the learning of a low dimensional representation of vector data by incorporating graph data. However, these approaches are confronted by the out-of-sample problem: each time when new data is added, it has to be combined with the old data before being fed into the algorithm to re-compute the eigenvectors, leading to enormous computational cost. In order to address this problem, we extend the graph regularized PCA to the graphźregularized linear regression PCA (grlrPCA). grlrPCA eliminates the redundant calculation on the old data by first learning a linear function and then directly applying it to the new data for its dimension reduction. Furthermore, we derive an efficient iterative algorithm to solve grlrPCA optimization problem and show the close relatedness of grlrPCA and unsupervised Linear Discriminant Analysis at infinite regularization parameter limit. The evaluations of multiple metrics on seven realistic datasets demonstrate that grlrPCA outperforms established unsupervised dimension reduction algorithms.
Year
DOI
Venue
2017
10.1016/j.neucom.2016.11.012
Neurocomputing
Keywords
Field
DocType
Dimension reduction,Out-of-sample data,Graph regularized PCA,Manifold learning,Clustering
Dimensionality reduction,Pattern recognition,Computer science,Artificial intelligence,Linear discriminant analysis,Nonlinear dimensionality reduction,Cluster analysis,Linear function,Optimization problem,Eigenvalues and eigenvectors,Machine learning,Principal component analysis
Journal
Volume
Issue
ISSN
225
C
0925-2312
Citations 
PageRank 
References 
6
0.41
12
Authors
3
Name
Order
Citations
PageRank
Mengfan Tang1363.81
Feiping Nie27061309.42
Ramesh Jain376301861.65