Optimisation of on-line principal component analysis

Different techniques, used to optimise on-line principal component analysis, are investigated by methods of statistical mechanics. These include local and global optimisation of node-dependent learning-rates which are shown to be very efficient in speeding up the learning process. They are investigated further for gaining insight into the learning rates' time-dependence, which is then employed for devising simple practical methods to improve training performance. Simulations demonstrate the benefit gained from using the new methods.Comment: 10 pages, 5 figure

Similarity-Aware Spectral Sparsification by Edge Filtering

In recent years, spectral graph sparsification techniques that can compute ultra-sparse graph proxies have been extensively studied for accelerating various numerical and graph-related applications. Prior nearly-linear-time spectral sparsification methods first extract low-stretch spanning tree from the original graph to form the backbone of the sparsifier, and then recover small portions of spectrally-critical off-tree edges to the spanning tree to significantly improve the approximation quality. However, it is not clear how many off-tree edges should be recovered for achieving a desired spectral similarity level within the sparsifier. Motivated by recent graph signal processing techniques, this paper proposes a similarity-aware spectral graph sparsification framework that leverages efficient spectral off-tree edge embedding and filtering schemes to construct spectral sparsifiers with guaranteed spectral similarity (relative condition number) level. An iterative graph densification scheme is introduced to facilitate efficient and effective filtering of off-tree edges for highly ill-conditioned problems. The proposed method has been validated using various kinds of graphs obtained from public domain sparse matrix collections relevant to VLSI CAD, finite element analysis, as well as social and data networks frequently studied in many machine learning and data mining applications

The great turn-of-the-century housing boom

This article explains the recent high levels of residential investment and rates of homeownership.Home ownership ; Housing - Finance ; Housing - Prices