On Wed, Nov 02, 2011 at 09:06:46PM +0100, Olivier Grisel wrote:
> 2011/11/2 Stéfan van der Walt <[email protected]>:
> > Hi all,
> >
> > Maybe this paper, from the current issue from SIAM Journal on
> > Scientific Computing is of some interest:
> >
> > http://epubs.siam.org/sisc/resource/1/sjoce3/v33/i5/p2580_s1?view=print
> 
> AFAIK, Radim Rehurek  in CC has already implemented this algorithm in
> gensim. I will read the paper though. Thanks for the link.
> 
> FYI the preprint is available for free here:
> http://arxiv.org/abs/1007.5510 (I despise non open access journals).

I wonder how this compares to learning a linear tied-weights autoencoder
with SGD and then just orthogonalizing the weight vectors (I suppose you'd
also need to do one run with a single "neuron" in order to orient the basis
with respect to the first p.c.).

Of course nobody compares against this method, though it is as old as the
hills. :)

David

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