PCA-enhanced stochastic optimization methods

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Original languageEnglish
Title of host publicationPattern Recognition
Subtitle of host publicationJoint 34th DAGM and 36th OAGM Symposium, Proceedings
Pages377-386
Number of pages10
Publication statusPublished - 2012
EventJoint 34th Symposium of the German Association for Pattern Recognition, DAGM 2012 and 36th Symposium of the Austrian Association for Pattern Recognition, OAGM 2012 - Graz, Austria
Duration: 28 Aug 201231 Aug 2012

Publication series

NameLecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)
Volume7476 LNCS
ISSN (Print)0302-9743
ISSN (electronic)1611-3349

Abstract

In this paper, we propose to enhance particle-based stochastic optimization methods (SO) by using Principal Component Analysis (PCA) to build an approximation of the cost function in a neighborhood of particles during optimization. Then we use it to shift the samples in the direction of maximum cost change. We provide theoretical basis and experimental results showing that such enhancement improves the performance of existing SO methods significantly. In particular, we demonstrate the usefulness of our method when combined with standard Random Sampling, Simulated Annealing and Particle Filter.

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PCA-enhanced stochastic optimization methods. / Kuznetsova, Alina; Pons-Moll, Gerard; Rosenhahn, Bodo.
Pattern Recognition: Joint 34th DAGM and 36th OAGM Symposium, Proceedings. 2012. p. 377-386 (Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics); Vol. 7476 LNCS).

Research output: Chapter in book/report/conference proceedingConference contributionResearchpeer review

Kuznetsova, A, Pons-Moll, G & Rosenhahn, B 2012, PCA-enhanced stochastic optimization methods. in Pattern Recognition: Joint 34th DAGM and 36th OAGM Symposium, Proceedings. Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics), vol. 7476 LNCS, pp. 377-386, Joint 34th Symposium of the German Association for Pattern Recognition, DAGM 2012 and 36th Symposium of the Austrian Association for Pattern Recognition, OAGM 2012, Graz, Austria, 28 Aug 2012. https://doi.org/10.1007/978-3-642-32717-9_38
Kuznetsova, A., Pons-Moll, G., & Rosenhahn, B. (2012). PCA-enhanced stochastic optimization methods. In Pattern Recognition: Joint 34th DAGM and 36th OAGM Symposium, Proceedings (pp. 377-386). (Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics); Vol. 7476 LNCS). https://doi.org/10.1007/978-3-642-32717-9_38
Kuznetsova A, Pons-Moll G, Rosenhahn B. PCA-enhanced stochastic optimization methods. In Pattern Recognition: Joint 34th DAGM and 36th OAGM Symposium, Proceedings. 2012. p. 377-386. (Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)). doi: 10.1007/978-3-642-32717-9_38
Kuznetsova, Alina ; Pons-Moll, Gerard ; Rosenhahn, Bodo. / PCA-enhanced stochastic optimization methods. Pattern Recognition: Joint 34th DAGM and 36th OAGM Symposium, Proceedings. 2012. pp. 377-386 (Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)).
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