Sequential Principal Curves Analysis
It provides a nonlinear generalization of PCA for feature extraction in domains like neuroscience and remote sensing, though it is incremental as it builds on prior work and has led to faster alternatives like PPA and DRR.
This work presents Sequential Principal Curves Analysis (SPCA), an unsupervised nonlinear and invertible feature extraction technique that generalizes PCA by identifying curvilinear features interpretable as nonlinear sensors, with applications across multiple modalities and optimization criteria like infomax and error minimization.
This work includes all the technical details of the Sequential Principal Curves Analysis (SPCA) in a single document. SPCA is an unsupervised nonlinear and invertible feature extraction technique. The identified curvilinear features can be interpreted as a set of nonlinear sensors: the response of each sensor is the projection onto the corresponding feature. Moreover, it can be easily tuned for different optimization criteria; e.g. infomax, error minimization, decorrelation; by choosing the right way to measure distances along each curvilinear feature. Even though proposed in [Laparra et al. Neural Comp. 12] and shown to work in multiple modalities in [Laparra and Malo Frontiers Hum. Neuro. 15], the SPCA framework has its original roots in the nonlinear ICA algorithm in [Malo and Gutierrez Network 06]. Later on, the SPCA philosophy for nonlinear generalization of PCA originated substantially faster alternatives at the cost of introducing different constraints in the model. Namely, the Principal Polynomial Analysis (PPA) [Laparra et al. IJNS 14], and the Dimensionality Reduction via Regression (DRR) [Laparra et al. IEEE TGRS 15]. This report illustrates the reasons why we developed such family and is the appropriate technical companion for the missing details in [Laparra et al., NeCo 12, Laparra and Malo, Front.Hum.Neuro. 15]. See also the data, code and examples in the dedicated sites http://isp.uv.es/spca.html and http://isp.uv.es/after effects.html