{"title":"SMACOF 的收敛","authors":"Jan De Leeuw","doi":"arxiv-2407.12945","DOIUrl":null,"url":null,"abstract":"To study convergence of SMACOF we introduce a modification mSMACOF that\nrotates the configurations from each of the SMACOF iterations to principal\ncomponents. This modification, called mSMACOF, has the same stress values as\nSMACOF in each iteration, but unlike SMACOF it produces a sequence of\nconfigurations that properly converges to a solution. We show that the modified\nalgorithm can be implemented by iterating ordinary SMACOF to convergence, and\nthen rotating the SMACOF solution to principal components. The speed of linear\nconvergence of SMACOF and mSMACOF is the same, and is equal to the largest\neigenvalue of the derivative of the Guttman transform, ignoring the trivial\nunit eigenvalues that result from rotational indeterminacy.","PeriodicalId":501215,"journal":{"name":"arXiv - STAT - Computation","volume":"40 1","pages":""},"PeriodicalIF":0.0000,"publicationDate":"2024-07-17","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Convergence of SMACOF\",\"authors\":\"Jan De Leeuw\",\"doi\":\"arxiv-2407.12945\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"To study convergence of SMACOF we introduce a modification mSMACOF that\\nrotates the configurations from each of the SMACOF iterations to principal\\ncomponents. This modification, called mSMACOF, has the same stress values as\\nSMACOF in each iteration, but unlike SMACOF it produces a sequence of\\nconfigurations that properly converges to a solution. We show that the modified\\nalgorithm can be implemented by iterating ordinary SMACOF to convergence, and\\nthen rotating the SMACOF solution to principal components. The speed of linear\\nconvergence of SMACOF and mSMACOF is the same, and is equal to the largest\\neigenvalue of the derivative of the Guttman transform, ignoring the trivial\\nunit eigenvalues that result from rotational indeterminacy.\",\"PeriodicalId\":501215,\"journal\":{\"name\":\"arXiv - STAT - Computation\",\"volume\":\"40 1\",\"pages\":\"\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2024-07-17\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"arXiv - STAT - Computation\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/arxiv-2407.12945\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"arXiv - STAT - Computation","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/arxiv-2407.12945","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
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.