論文

基本情報

氏名 黒田 正博
氏名(カナ) クロダ マサヒロ
氏名(英語) Kuroda Masahiro
所属 経営学部 経営学科
職名 教授
researchmap研究者コード 5000032373
researchmap機関 岡山理科大学

題名

Speeding up the convergence of the alternating least squares algorithm using vector $$\varepsilon $$ acceleration and restarting for nonlinear principal component analysis

単著・共著の別

共著

著者

Kuroda Masahiro, Mori Yuichi and Iizuka Masaya

概要

Principal component analysis (PCA) is a widely used descriptive multivariate technique in the analysis of quantitative data. When applying PCA to mixed quantitative and qualitative data, we utilize an optimal scaling technique for quantifying qualitative data. PCA with optimal scaling is called nonlinear PCA. The alternating least squares (ALS) algorithm is used for computing nonlinear PCA. The ALS algorithm is stable in convergence and simple in implementation; however, the algorithm tends to converge slowly for large data matrices owing to its linear convergence. Then the vε-ALS algorithm, which incorporates the vector ε accelerator into the ALS algorithm, is used to accelerate the convergence of the ALS algorithm for nonlinear PCA. In this paper, we improve the vε-ALS algorithm via a restarting procedure and further reduce its number of iterations and computation time. The restarting procedure is performed under simple restarting conditions, and it speeds up the convergence of the vε-ALS algorithm. The vε-ALS algorithm with a restarting procedure is referred to as the vεR-ALS algorithm. Numerical experiments examine the performance of the vεR-ALS algorithm by comparing its number of iterations and computation time with those of the ALS and vε-ALS algorithms.


発表雑誌等の名称

Computational Statistics

出版者

Springer

38

開始ページ

243

終了ページ

262

発行又は発表の年月

2023/03

査読の有無

有り

招待の有無

無し

記述言語

英語

掲載種別

ISSN

ID:DOI

10.1007/s00180-022-01225-4

ID:NAID(CiNiiのID)

ID:PMID

URL

JGlobalID

arXiv ID

ORCIDのPut Code

DBLP ID