File tree Expand file tree Collapse file tree
Expand file tree Collapse file tree Original file line number Diff line number Diff line change @@ -247,7 +247,7 @@ \subsubsection{核心方法}
247247我们还缺一个限制条件,不然这个问题无法解。限制条件是什么呢?和TCA一样,变换前后数据的方差要维持不变。怎么求数据的方差呢,还和TCA一样:$ \mathbf {A}^\top \mathbf {X} \mathbf {H} \mathbf {X}^\top \mathbf {A} = \mathbf {I}$ ,其中的$ \mathbf {H}$ 也是中心矩阵,$ \mathbf {I}$ 是单位矩阵。也就是说,我们又添加了一个优化目标是要$ \max \mathbf {A}^\top \mathbf {X} \mathbf {H} \mathbf {X}^\top \mathbf {A}$ (这一个步骤等价于PCA了)。和原来的优化目标合并,优化目标统一为:
248248
249249\begin {equation }
250- \min \frac {\sum _{c=0}^{C}tr(\mathbf {A}^\top \mathbf {X} \mathbf {M}_c \mathbf {X}^\top \mathbf {A}) + \lambda \Vert \mathbf {A}}{ \mathbf {A}^\top \mathbf {X} \mathbf {H} \mathbf {X}^\top \mathbf {A}}
250+ \min \frac {\sum _{c=0}^{C}tr(\mathbf {A}^\top \mathbf {X} \mathbf {M}_c \mathbf {X}^\top \mathbf {A}) + \lambda \Vert \mathbf {A}\Vert ^2_F }{ \mathbf {A}^\top \mathbf {X} \mathbf {H} \mathbf {X}^\top \mathbf {A}}
251251\end {equation }
252252
253253这个式子实在不好求解。但是,有个东西叫做Rayleigh quotient~\footnote {\url {https://www.wikiwand.com/en/Rayleigh_quotient}},上面两个一样的这种形式。因为$ \mathbf {A}$ 是可以进行拉伸而不改改变最终结果的,而如果下面为0的话,整个式子就求不出来值了。所以,我们直接就可以让下面不变,只求上面。所以我们最终的优化问题形式搞成了
You can’t perform that action at this time.
0 commit comments