个人信息Personal Information
教授
博士生导师
硕士生导师
性别:男
毕业院校:大连理工大学
学位:博士
所在单位:计算机科学与技术学院
电子邮箱:ybc@dlut.edu.cn
Solving Partial Least Squares Regression via Manifold Optimization Approaches
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论文类型:期刊论文
发表时间:2019-02-01
发表刊物:IEEE TRANSACTIONS ON NEURAL NETWORKS AND LEARNING SYSTEMS
收录刊物:SCIE、Scopus
卷号:30
期号:2
页面范围:588-600
ISSN号:2162-237X
关键字:Classification; Grassmann manifolds; Partial least squares regression (PLSR); Riemannian conjugate gradient method; Riemannian manifolds; Stiefel manifolds
摘要:Partial least squares regression (PLSR) has been a popular technique to explore the linear relationship between two data sets. However, all existing approaches often optimize a PLSR model in Euclidean space and take a successive strategy to calculate all the factors one by one for keeping the mutually orthogonal PLSR factors. Thus, a suboptimal solution is often generated. To overcome the shortcoming, this paper takes statistically inspired modification of PLSR (SIMPLSR) as a representative of PLSR, proposes a novel approach to transform SIMPLSR into optimization problems on Riemannian manifolds, and develops corresponding optimization algorithms. These algorithms can calculate all the PLSR factors simultaneously to avoid any suboptimal solutions. Moreover, we propose sparse SIMPLSR on Riemannian manifolds, which is simple and intuitive. A number of experiments on classification problems have demonstrated that the proposed models and algorithms can get lower classification error rates compared with other linear regression methods in Euclidean space. We have made the experimental code public at https://github.com/Haoran2014.