Principal Components Analysis (PCA) is often used as a feature extraction procedure.

Principal Components Analysis (PCA) is often used as a feature extraction procedure. Given a matrix X \in \mathbb{R} {n \times d}, whose rows represent n data points with respect to d features, the top k right singular vectors of X (the so-called \textit{eigenfeatures}), are arbitrary linear combinations of all available features. The eigenfeatures are very useful in data analysis, including the regularization of linear regression. Enforcing sparsity on the eigenfeatures, i.e., forcing them to be linear combinations of only a \textit{small} number of actual features (as opposed to all available features), can promote better generalization error and improve the interpretability of the eigenfeatures. We present deterministic and randomized algorithms that construct such sparse eigenfeatures while \emph{provably} achieving in-sample performance comparable to regularized linear regression.

For a linear system, the response to a stimulus is often superposed by its responses to other decomposed stimuli. In quantum mechanics, a state is the superposition of multiple eigenstates. Here, by taking advantage of the phase difference, a common feature as we identified in data sets, we propose eigen component analysis (ECA), an interpretable linear learning model that incorporates the principle of quantum mechanics into the design of algorithm design for feature extraction, classification, dictionary and deep learning, and adversarial generation, etc. The simulation of ECA, possessing a measurable $class\text{-}label$ $\mathcal{H}$, on a classical computer outperforms the existing classical linear models. Eigen component analysis network (ECAN), a network of concatenated ECA models, enhances ECA and gains the potential to be not only integrated with nonlinear models, but also an interface for deep neural networks to implement on a quantum computer, by analogizing a data set as recordings of quantum states. Therefore, ECA and ECAN promise to expand the feasibility of linear learning models, by adopting the strategy of quantum machine learning to replace heavy nonlinear models with succinct linear operations in tackling complexity.

Principal Components Analysis (PCA) is often used as a feature extraction procedure. Given a matrix $X \in \mathbb{R} {n \times d}$, whose rows represent $n$ data points with respect to $d$ features, the top $k$ right singular vectors of $X$ (the so-called \textit{eigenfeatures}), are arbitrary linear combinations of all available features. The eigenfeatures are very useful in data analysis, including the regularization of linear regression. Enforcing sparsity on the eigenfeatures, i.e., forcing them to be linear combinations of only a \textit{small} number of actual features (as opposed to all available features), can promote better generalization error and improve the interpretability of the eigenfeatures. We present deterministic and randomized algorithms that construct such sparse eigenfeatures while \emph{provably} achieving in-sample performance comparable to regularized linear regression.

Principal Components Analysis~(PCA) is often used as a feature extraction procedure. Given a matrix $X \in \mathbb{R}^{n \times d}$, whose rows represent $n$ data points with respect to $d$ features, the top $k$ right singular vectors of $X$ (the so-called \textit{eigenfeatures}), are arbitrary linear combinations of all available features. The eigenfeatures are very useful in data analysis, including the regularization of linear regression. Enforcing sparsity on the eigenfeatures, i.e., forcing them to be linear combinations of only a \textit{small} number of actual features (as opposed to all available features), can promote better generalization error and improve the interpretability of the eigenfeatures. We present deterministic and randomized algorithms that construct such sparse eigenfeatures while \emph{provably} achieving in-sample performance comparable to regularized linear regression. Our algorithms are relatively simple and practically efficient, and we demonstrate their performance on several data sets.

Face recognition is different from classical pattern-recognition problems such as character recognition.

Face recognition is different from classical pattern-recognition problems such as character recognition.

On the other hand, in 804 P.J Phillips face recognition, there are many individuals (classes), and only a few images (samples) per person, and algorithms must recognize faces by extrapolating from the training samples. In numerous applications there can be only one training sample (image) of each person. Support vector machines (SVMs) are formulated to solve a classical two class pattern recognition problem. We adapt SVM to face recognition by modifying the interpretation of the output of a SVM classifier and devising a representation of facial images that is concordant with a two class problem. Traditional SVM returns a binary value, the class of the object.