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一类维数约简技术的可扩展两阶段方法

A Scalable Two-Stage Approach for a Class of Dimensionality Reduction Techniques
课程网址: http://videolectures.net/kdd2010_sun_stsa/  
主讲教师: Liang Sun
开课单位: 亚利桑那州立大学
开课时间: 2010-10-01
课程语种: 英语
中文简介:
维度降低在涉及高维数据的许多数据挖掘应用中起着重要作用。许多现有的降维技术可以被表述为广义特征值问题,其不能扩展到大尺寸问题。先前的工作将广义特征值问题转换为等效的最小二乘公式,然后可以有效地求解。然而,等价关系仅在没有正规化的某些假设下成立,这严重限制了它们在实践中的适用性。在本文中,提出了一种有效的两阶段方法来解决一类降维技术,包括典型相关分析,正交偏最小二乘,线性判别分析和超图谱学习。所提出的两阶段方法在样本大小和数据维度方面线性地扩展。本文的主要贡献包括:(1)我们在没有任何假设的情况下,严格建立了所提出的两阶段方法与原始公式之间的等价关系; (2)我们证明了等价关系在正则化设置中仍然存在。我们使用合成和现实世界数据集进行了大量实验。我们的实验结果证实了本文建立的等价关系。结果还证明了所提出的两阶段方法的可扩展性。
课程简介: Dimensionality reduction plays an important role in many data mining applications involving high-dimensional data. Many existing dimensionality reduction techniques can be formulated as a generalized eigenvalue problem, which does not scale to large-size problems. Prior work transforms the generalized eigenvalue problem into an equivalent least squares formulation, which can then be solved efficiently. However, the equivalence relationship only holds under certain assumptions without regularization, which severely limits their applicability in practice. In this paper, an efficient two-stage approach is proposed to solve a class of dimensionality reduction techniques, including Canonical Correlation Analysis, Orthonormal Partial Least Squares, linear Discriminant Analysis, and Hypergraph Spectral Learning. The proposed two-stage approach scales linearly in terms of both the sample size and data dimensionality. The main contributions of this paper include (1) we rigorously establish the equivalence relationship between the proposed two-stage approach and the original formulation without any assumption; and (2) we show that the equivalence relationship still holds in the regularization setting. We have conducted extensive experiments using both synthetic and real-world data sets. Our experimental results confirm the equivalence relationship established in this paper. Results also demonstrate the scalability of the proposed two-stage approach.
关 键 词: 高维数据; 特征值问题; 等价关系
课程来源: 视频讲座网
最后编审: 2019-05-11:cwx
阅读次数: 33