2019
DOI: 10.1007/s00180-019-00903-0
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Simple Poisson PCA: an algorithm for (sparse) feature extraction with simultaneous dimension determination

Abstract: Dimension reduction tools offer a popular approach to analysis of high-dimensional big data. In this paper, we propose an algorithm for sparse Principal Component Analysis for non-Gaussian data. Since our interest for the algorithm stems from applications in text data analysis we focus on the Poisson distribution which has been used extensively in analysing text data. In addition to sparsity our algorithm is able to effectively determine the desired number of principal components in the model (order determinat… Show more

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Cited by 8 publications
(6 citation statements)
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References 13 publications
(26 reference statements)
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“…The adaptive L 0 procedure applied to SVR in this paper has been applied to linear regression by Frommlet and Nuel (2016) [7] and variations of this idea have been implemented in the SVM literature, see, for example, Li et al (2015) [10] and Huang et al (2008) [15]. It has also been used by Smallman et al (2020) [16] for sparse feature extraction in principal component analysis (PCA) for Poisson distributed data, which is useful in dimension reduction for text data. It is a very appealing approach as it is computationally efficient (although it needs to be applied iteratively) to obtain an accurate solution and it is also efficient in providing sparse solutions.…”
Section: Discussionmentioning
confidence: 99%
“…The adaptive L 0 procedure applied to SVR in this paper has been applied to linear regression by Frommlet and Nuel (2016) [7] and variations of this idea have been implemented in the SVM literature, see, for example, Li et al (2015) [10] and Huang et al (2008) [15]. It has also been used by Smallman et al (2020) [16] for sparse feature extraction in principal component analysis (PCA) for Poisson distributed data, which is useful in dimension reduction for text data. It is a very appealing approach as it is computationally efficient (although it needs to be applied iteratively) to obtain an accurate solution and it is also efficient in providing sparse solutions.…”
Section: Discussionmentioning
confidence: 99%
“…In [46] putthe authors used an adaptive L0 penalty due to [16] on the simple exponential PCA algorithm. They place the penalty on W , the analogue of the loadings matrix.…”
Section: Sparse Simple Poisson Pcamentioning
confidence: 99%
“…As emotion recognition uses different data types, the feature extraction methods for different types of data will also be different. Commonly used feature extraction methods are CNN (Brousseau et al, 2020;Cabada et al, 2020), LSTM (Wu et al, 2019;Zou et al, 2020), PCA (Smallman et al, 2020), etc. The third is the difference in classification models.…”
Section: Introductionmentioning
confidence: 99%