SMACOF 的收敛

Jan De Leeuw
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引用次数: 0

摘要

为了研究 SMACOF 的收敛性,我们引入了一种修正 mSMACOF,它将 SMACOF 每次迭代的配置旋转为主成分。这种修改称为 mSMACOF,每次迭代的应力值与 SMACOF 相同,但与 SMACOF 不同的是,它产生的配置序列能正确收敛到一个解。我们证明,可以通过迭代普通 SMACOF 至收敛,然后旋转 SMACOF 解的主成分来实现改进算法。SMACOF 和 mSMACOF 的线性收敛速度相同,等于古特曼变换导数的最大特征值,忽略了旋转不确定性导致的微小单位特征值。
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Convergence of SMACOF
To study convergence of SMACOF we introduce a modification mSMACOF that rotates the configurations from each of the SMACOF iterations to principal components. This modification, called mSMACOF, has the same stress values as SMACOF in each iteration, but unlike SMACOF it produces a sequence of configurations that properly converges to a solution. We show that the modified algorithm can be implemented by iterating ordinary SMACOF to convergence, and then rotating the SMACOF solution to principal components. The speed of linear convergence of SMACOF and mSMACOF is the same, and is equal to the largest eigenvalue of the derivative of the Guttman transform, ignoring the trivial unit eigenvalues that result from rotational indeterminacy.
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