A novel extension of Generalized Low-Rank Approximation of Matrices based on multiple-pairs of transformations
This work addresses a drawback in multilinear dimensionality reduction for applications handling higher-order data like matrices or tensors, though it appears incremental as it builds directly on existing methods like GLRAM.
The paper tackles the limited search space in multilinear dimensionality reduction methods like GLRAM by proposing a novel extension that preserves their merits while expanding the search space, with experimental results confirming its quality.
Dimensionality reduction is a main step in the learning process which plays an essential role in many applications. The most popular methods in this field like SVD, PCA, and LDA, only can be applied to data with vector format. This means that for higher order data like matrices or more generally tensors, data should be fold to the vector format. So, in this approach, the spatial relations of features are not considered and also the probability of over-fitting is increased. Due to these issues, in recent years some methods like Generalized low-rank approximation of matrices (GLRAM) and Multilinear PCA (MPCA) are proposed which deal with the data in their own format. So, in these methods, the spatial relationships of features are preserved and the probability of overfitting could be fallen. Also, their time and space complexities are less than vector-based ones. However, because of the fewer parameters, the search space in a multilinear approach is much smaller than the search space of the vector-based approach. To overcome this drawback of multilinear methods like GLRAM, we proposed a new method which is a general form of GLRAM and by preserving the merits of it have a larger search space. Experimental results confirm the quality of the proposed method. Also, applying this approach to the other multilinear dimensionality reduction methods like MPCA and MLDA is straightforward.