Time-oriented hierarchical method for computation of principal components using subspace learning algorithm.

Principal Component Analysis (PCA) and Principal Subspace Analysis (PSA) are classic techniques in statistical data analysis, feature extraction and data compression. Given a set of multivariate measurements, PCA and PSA provide a smaller set of "basis vectors" with less redundancy, and a subspace spanned by them, respectively. Artificial neurons and neural networks have been shown to perform PSA and PCA when gradient ascent (descent) learning rules are used, which is related to the constrained maximization (minimization) of statistical objective functions. Due to their low complexity, such algorithms and their implementation in neural networks are potentially useful in cases of tracking slow changes of correlations in the input data or in updating eigenvectors with new samples. In this paper we propose PCA learning algorithm that is fully homogeneous with respect to neurons. The algorithm is obtained by modification of one of the most famous PSA learning algorithms--Subspace Learning Algorithm (SLA). Modification of the algorithm is based on Time-Oriented Hierarchical Method (TOHM). The method uses two distinct time scales. On a faster time scale PSA algorithm is responsible for the "behavior" of all output neurons. On a slower scale, output neurons will compete for fulfillment of their "own interests". On this scale, basis vectors in the principal subspace are rotated toward the principal eigenvectors. At the end of the paper it will be briefly analyzed how (or why) time-oriented hierarchical method can be used for transformation of any of the existing neural network PSA method, into PCA method.