A generalization of principal component analysis to the exponential family(2001)
|
Reviews
[Write a review of this article]
There are no reviews of this article
Find related articles from these CiteULike users
Find related articles with these CiteULike tags
AbstractPrincipal component analysis (PCA) is a commonly applied technique for dimensionality reduction. PCA implicitly minimizes a squared loss function, which may be inappropriate for data that is not real-valued, such as binary-valued data. This paper draws on ideas from the Exponential family, Generalized linear models, and Bregman distances, to give a generalization of PCA to loss functions that we argue are better suited to other data types. We describe algorithms for minimizing the loss...
BibTeX record
RIS record