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The 25th International Conference on Machine Learning (ICML 2008)

Uncorrelated Multilinear Principal Component Analysis through Successive Variance Maximization

author: Haiping Lu, University of Toronto

Description

Tensorial data are frequently encountered in various machine learning tasks today and dimensionality reduction is one of their most important applications. This paper extends the classical principal component analysis (PCA) to its multilinear version by proposing a novel dimensionality reduction algorithm for tensorial data, named as uncorrelated multilinear PCA (UMPCA). UMPCA seeks a tensor-to-vector projection that captures most of the variation in the original tensorial input while producing uncorrelated features through successive variance maximization. We evaluate the proposed algorithm on a second-order tensorial problem, face recognition, and the experimental results show its superiority, especially in low-dimensional spaces, through the comparison with three other PCA-based algorithms.

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Slides
0:00 Uncorrelated Multilinear Principal Component Analysis through Successive Variance Maximization
0:16 Outline
0:34 Tensorial Data
1:56 Dimensionality Reduction Problem - 1
2:33 Dimensionality Reduction Problem - 2
3:12 Focus: Unsupervised Dimensionality Reduction-PCA - 1
4:05 Focus: Unsupervised Dimensionality Reduction-PCA - 2
5:00 Question to be Answered
5:06 Focus: Unsupervised Dimensionality Reduction-PCA - 2
5:26 Question to be Answered
5:57 Outline: The Proposed UMPCA Algorithm - Tensor-to-Vector Projection
6:12 Notations
6:54 Elementary Multilinear Projection (EMP)
7:53 Tensor-to-Vector Projection (TVP)
8:08 Outline: The Proposed UMPCA Algorithm - Uncorrelated Multilinear PCA (UMPCA)
8:10 The UMPCA Problem Formulation - 1
8:23 The UMPCA Problem Formulation - 2
8:44 The UMPCA Problem Formulation - 3
9:04 The UMPCA Problem Formulation - 4
9:13 The UMPCA Problem Formulation - 5
9:23 The Approach of Successive Maximization
10:07 The Alternating Projection Method - 1
10:49 The Alternating Projection Method - 2
11:36 The UMPCA Solution - 1
12:08 The UMPCA Solution - 2
12:19 The UMPCA Solution - 3
12:31 The UMPCA Solution - 4
12:44 Solution for p > 1 - 1
13:12 Solution for p > 1 - 2
13:32 Outline: Experimental Evaluations - Experimental Setup
13:45 Experimental Setup - 1
14:09 Experimental Setup - 2
14:33 Experimental Setup - 3
14:51 Outline: Experimental Evaluations - Experimental Results
14:55 Recognition Results for L = 1
15:57 Recognition Results for L = 7
16:20 Examination of Variation Captured
16:28 Recognition Results for L = 7
16:39 Recognition Results for L = 1
16:44 Recognition Results for L = 7
16:45 Examination of Variation Captured
17:44 Examination of Correlations Among Features
18:07 Summary
18:46 - Questions

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