图 书 馆
静止的子空间分析Stationary Subspace Analysis |
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| 课程网址: | http://videolectures.net/aml08_bunau_ssa/ |
| 主讲教师: | Klaus-Robert Müller; Paul von Bunau; Frank C. Meinecke |
| 开课单位: | 柏林工业大学 |
| 开课时间: | 2008-12-20 |
| 课程语种: | 英语 |
| 中文简介: |  |
| 课程简介: | Non-stationarities are an ubiquitous phenomenon in real-world data, yet they challenge standard Machine Learning methods: if training and test distributions differ we cannot, in principle, gen- eralise from the observed training sample to the test distribution. This affects both supervised and unsupervised learning algorithms. In a classification problem, for instance, we may infer spurious dependen- cies between data and label from the the training sample that are mere artefacts of the non-stationarities. Conversely, identifying the sources of non-stationary behaviour in order to better understand the analyzed system often lies at the heart of a scientific question. To this end, we propose a novel unsupervised paradigm: Stationary Subspace Analysis (SSA). SSA decomposes a multi-variate time-series into a stationary and a non-stationary subspace. We derive an efficient algorithm that hinges on an optimization procedure in the Special Orthogonal Group. By exploiting the Lie group structure of the optimization manifold, we can explicitly factor out the inherent symmetries of the problem and thereby reduce the number of parameters to the exact degrees of freedom. The practical utility of our approach is demonstrated in an application to Brain Computer-Interfacing (BCI). |
| 关 键 词: | 计算机应用; 固定子空间分析; 脑机接口 |
| 课程来源: | 视频讲座网 |
| 最后编审: | 2020-05-22：吴雨秋(课程编辑志愿者) |
| 阅读次数: | 89 |