Natural Gradient for Minor Component Extraction
M.A. Hasan · 2005
The paper proposes constrained optimization criteria for extracting in parallel multiple minor components using a weighted inverse Rayleigh quotient (WIRQ). This WIRQ is formulated into many constrained optimization problems which results in deriving many variations of MCA flows using the natural gradient concept. The derived minor component flows are analyzed and some of their convergence properties are presented. Procedures for converting MCA flows into a principal component flow are also discussed.