Abstract

In this paper, we present a novel incremental algorithm for principal component analysis (PCA). The proposed algorithm is a kind of covariance-free type algorithm which requires less computation and storage space in finding out the eigenvectors, than other incremental PCA methods using a covariance matrix. The major contribution of this paper is to explicitly deal with the changing mean and to use a Gram-Schmidt Orthogonalization (GSO) for enforcing the orthogonality of the eigenvectors. As a result, more accurate eigenvectors can be found with this algorithm than other algorithms. The performance of the proposed algorithm is evaluated by experiments on the data sets with various properties and it is shown that the proposed method can find out the eigenvectors more closer to those of batch algorithm than the others.

Keywords

Principal Component Analysis Input Dimension Incremental Algorithm Batch Algorithm Conventional Principal Component Analysis 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer-Verlag Berlin Heidelberg 2008

Authors and Affiliations

  • Myoung Soo Park
    • 1
  • Jin Young Choi
    • 1
  1. 1.School of Electrical Engineering and Computer Science, ASRISeoul National UniversitySeoulKorea

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