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Erschienen in: Neural Processing Letters 2/2015

01.10.2015

An Effective Neural Learning Algorithm for Extracting Cross-Correlation Feature Between Two High-Dimensional Data Streams

verfasst von: Xiang-yu Kong, Hong-guang Ma, Qiu-sheng An, Qi Zhang

Erschienen in: Neural Processing Letters | Ausgabe 2/2015

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Abstract

A novel information criterion for principal singular subspace tracking is proposed and a corresponding principal singular subspace gradient flow is derived based on the information criterion in this paper. The information criterion exhibits a unique global minimum attained if and only if the state matrices of the left and right neural networks span the left and right principal singular subspace of a cross-correlation matrix between two high-dimensional vector sequences, respectively. The proposed gradient flow can efficiently track an orthonormal basis of the principal singular subspace, and it has fast convergence speed, good suitability for data matrix close to singular matrix and excellent self-stabilizing property. The global asymptotic stability and self-stabilizing property of the proposed algorithm are analyzed. The simulation experiments validate the excellent performance of the proposed algorithm.

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Metadaten
Titel
An Effective Neural Learning Algorithm for Extracting Cross-Correlation Feature Between Two High-Dimensional Data Streams
verfasst von
Xiang-yu Kong
Hong-guang Ma
Qiu-sheng An
Qi Zhang
Publikationsdatum
01.10.2015
Verlag
Springer US
Erschienen in
Neural Processing Letters / Ausgabe 2/2015
Print ISSN: 1370-4621
Elektronische ISSN: 1573-773X
DOI
https://doi.org/10.1007/s11063-014-9367-4

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