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Supervised probabilistic principal component analysis

Published: 20 August 2006 Publication History

Abstract

Principal component analysis (PCA) has been extensively applied in data mining, pattern recognition and information retrieval for unsupervised dimensionality reduction. When labels of data are available, e.g., in a classification or regression task, PCA is however not able to use this information. The problem is more interesting if only part of the input data are labeled, i.e., in a semi-supervised setting. In this paper we propose a supervised PCA model called SPPCA and a semi-supervised PCA model called S2PPCA, both of which are extensions of a probabilistic PCA model. The proposed models are able to incorporate the label information into the projection phase, and can naturally handle multiple outputs (i.e., in multi-task learning problems). We derive an efficient EM learning algorithm for both models, and also provide theoretical justifications of the model behaviors. SPPCA and S2PPCA are compared with other supervised projection methods on various learning tasks, and show not only promising performance but also good scalability.

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cover image ACM Conferences
KDD '06: Proceedings of the 12th ACM SIGKDD international conference on Knowledge discovery and data mining
August 2006
986 pages
ISBN:1595933395
DOI:10.1145/1150402
Permission to make digital or hard copies of all or part of this work for personal or classroom use is granted without fee provided that copies are not made or distributed for profit or commercial advantage and that copies bear this notice and the full citation on the first page. Copyrights for components of this work owned by others than ACM must be honored. Abstracting with credit is permitted. To copy otherwise, or republish, to post on servers or to redistribute to lists, requires prior specific permission and/or a fee. Request permissions from [email protected]

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Publication History

Published: 20 August 2006

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Author Tags

  1. dimensionality reduction
  2. principal component analysis
  3. semi-supervised projection
  4. supervised projection

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  • (2024)A Bayesian Gaussian Process-Based Latent Discriminative Generative Decoder (LDGD) Model for High-Dimensional DataIEEE Access10.1109/ACCESS.2024.344364612(113314-113335)Online publication date: 2024
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