Sequential Learning of Principal Curves: Summarizing Data Streams on the Fly

When confronted with massive data streams, summarizing data with dimension reduction methods such as PCA raises theoretical and algorithmic pitfalls. A principal curve acts as a nonlinear generalization of PCA, and the present paper proposes a novel algorithm to automatically and sequentially learn...

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Bibliographic Details

Published in:	Entropy
Main Authors:	Le Li, Benjamin Guedj
Format:	Article
Language:	English
Published:	MDPI AG 2021-11-01
Subjects:	sequential learning principal curves data streams regret bounds greedy algorithm sleeping experts
Online Access:	https://www.mdpi.com/1099-4300/23/11/1534