arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 1002.2050cs.CVcs.LG
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用主成分分析法估计数据的本征维数

Intrinsic dimension estimation of data by principal component analysis

LSEC(科学与工程计算国家重点实验室);Institute of Applied Mathematics, AMSS, Chinese Academy of Sciences(中国科学院数学与系统科学研究院应用数学研究所);Institute of Automation, Chinese Academy of Sciences(中国科学院自动化研究所)

Mingyu Fan, Nannan Gu, Hong Qiao, Bo Zhang

摘要:

估计数据的固有维数是模式识别和统计学中的经典问题。主成分分析(PCA)是发现线性结构数据集维数的有力工具,然而,当数据具有非线性结构时,它变得无效。本文提出了一种基于主成分分析的非线性数据本征维数估计方法。我们的方法的工作原理是首先找到一个最小的覆盖的数据集,然后进行PCA局部覆盖的每个子集,最后通过检查所有小邻域区域的数据方差的估计结果。该方法利用整个数据集来估计其固有维数,便于增量学习。此外,我们的新PCA程序可以过滤掉数据中的噪声,并收敛到一个稳定的估计与邻域区域大小的增加。在合成数据集和真实数据集上的实验表明了该方法的有效性。

英文摘要:

Estimating intrinsic dimensionality of data is a classic problem in pattern recognition and statistics. Principal Component Analysis (PCA) is a powerful tool in discovering dimensionality of data sets with a linear structure; it, however, becomes ineffective when data have a nonlinear structure. In this paper, we propose a new PCA-based method to estimate intrinsic dimension of data with nonlinear structures. Our method works by first finding a minimal cover of the data set, then performing PCA locally on each subset in the cover and finally giving the estimation result by checking up the data variance on all small neighborhood regions. The proposed method utilizes the whole data set to estimate its intrinsic dimension and is convenient for incremental learning. In addition, our new PCA procedure can filter out noise in data and converge to a stable estimation with the neighborhood region size increasing. Experiments on synthetic and real world data sets show effectiveness of the proposed method.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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