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A Globally Convergent MC Algorithm With an Adaptive Learning Rate

机译:具有自适应学习率的全局收敛MC算法

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摘要

This brief deals with the problem of minor component analysis (MCA). Artificial neural networks can be exploited to achieve the task of MCA. Recent research works show that convergence of neural networks based MCA algorithms can be guaranteed if the learning rates are less than certain thresholds. However, the computation of these thresholds needs information about the eigenvalues of the autocorrelation matrix of data set, which is unavailable in online extraction of minor component from input data stream. In this correspondence, we introduce an adaptive learning rate into the OJAn MCA algorithm, such that its convergence condition does not depend on any unobtainable information, and can be easily satisfied in practical applications.
机译:本简要介绍了次要成分分析(MCA)的问题。可以利用人工神经网络来实现MCA的任务。最近的研究工作表明,如果学习率小于特定阈值,则可以保证基于神经网络的MCA算法的收敛性。但是,这些阈值的计算需要有关数据集自相关矩阵的特征值的信息,这在从输入数据流中在线提取次要成分时不可用。在这种对应关系中,我们将自适应学习率引入到OJAn MCA算法中,从而使其收敛条件不依赖于任何无法获得的信息,并且可以在实际应用中轻松满足。

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