Extreme Components Analysis

@inproceedings{Welling2003ExtremeCA,
  title={Extreme Components Analysis},
  author={Max Welling and Felix V. Agakov and Christopher K. I. Williams},
  booktitle={NIPS},
  year={2003}
}
Principal components analysis (PCA) is one of the most widely used techniques in machine learning and data mining. Minor components analysis (MCA) is less well known, but can also play an important role in the presence of constraints on the data distribution. In this paper we present a probabilistic model for “extreme components analysis” (XCA) which at the maximum likelihood solution extracts an optimal combination of principal and minor components. For a given number of components, the log… CONTINUE READING