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Principal component analysis (PCA) is a linear dimensionality reduction technique with applications in exploratory data analysis, visualization and data preprocessing.. The data is linearly transformed onto a new coordinate system such that the directions (principal components) capturing the largest variation in the data can be easily identified.
Multilinear principal component analysis (MPCA) is a multilinear extension of principal component analysis (PCA) that is used to analyze M-way arrays, also informally referred to as "data tensors". M-way arrays may be modeled by linear tensor models, such as CANDECOMP/Parafac, or by multilinear tensor models, such as multilinear principal ...
In mathematics, power iteration (also known as the power method) is an eigenvalue algorithm: given a diagonalizable matrix, the algorithm will produce a number , which is the greatest (in absolute value) eigenvalue of , and a nonzero vector , which is a corresponding eigenvector of , that is, =.
In ()-(), L1-norm ‖ ‖ returns the sum of the absolute entries of its argument and L2-norm ‖ ‖ returns the sum of the squared entries of its argument.If one substitutes ‖ ‖ in by the Frobenius/L2-norm ‖ ‖, then the problem becomes standard PCA and it is solved by the matrix that contains the dominant singular vectors of (i.e., the singular vectors that correspond to the highest ...
The image to the right shows sample images from this dataset (to save space, not all input images are shown), and a plot of the two-dimensional points that results from using a NLDR algorithm (in this case, Manifold Sculpting was used) to reduce the data into just two dimensions. PCA (a linear dimensionality reduction algorithm) is used to ...
Xerus [52] is a C++ tensor algebra library for tensors of arbitrary dimensions and tensor decomposition into general tensor networks (focusing on matrix product states). It offers Einstein notation like syntax and optimizes the contraction order of any network of tensors at runtime so that dimensions need not be fixed at compile-time.
The model gives a summary of the information in the data, in the same way as principal components analysis does for two-way data. For a 3rd-order tensor , where is either or , Tucker Decomposition can be denoted as follows, = () where is the core tensor, a 3rd-order tensor that contains the 1-mode, 2-mode and 3-mode singular values of , which ...
Output after kernel PCA, with a Gaussian kernel. Note in particular that the first principal component is enough to distinguish the three different groups, which is impossible using only linear PCA, because linear PCA operates only in the given (in this case two-dimensional) space, in which these concentric point clouds are not linearly separable.