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Multilinear principal component analysis

Multilinear principal component analysis is a science topic covered in the lgStudy science library. This page brings together a partial reference excerpt, illustrations, worked examples, real-world applications and a short study plan, so you can understand Multilinear principal component analysis rather than just read about it. In short: Multilinear principal component analysis (MPCA) is a multilinear extension of principal component analysis (PCA) that is used to analyze M-way arrays, also informally referred to as "data tensors". M-way arrays may be modeled by linear tensor models, such as CANDECOMP/Parafac, or by multilinear tensor models, such as multilinear principal component analysis (MPCA) or multilinear (tensor) independent component analys…

Key takeaways

  • Multilinear principal component analysis belongs to science; place it in that map before memorising details.
  • Learn the definition first, then one example that makes the definition concrete.
  • Connect Multilinear principal component analysis to a quantity you can measure, compute or draw — that is where exam questions come from.
  • Reproduce the core statement of Multilinear principal component analysis from memory before moving on to harder problems.

Reference excerpt

Multilinear principal component analysis (MPCA) is a multilinear extension of principal component analysis (PCA) that is used to analyze M-way arrays, also informally referred to as "data tensors". M-way arrays may be modeled by

linear tensor models, such as CANDECOMP/Parafac, or by multilinear tensor models, such as multilinear principal component analysis (MPCA) or multilinear (tensor) independent component analysis (MICA). In 2005, Vasilescu and Terzopoulos introduced the Multilinear PCA terminology as a way to better differentiate between multilinear data models that employed 2nd order statistics versus higher order statistics to compute a set of independent components for each mode, such as Multilinear ICA Multilinear PCA may be applied to compute the causal factors of data formation, or as signal processing tool on data tensors whose individual observation have either been vectorized, or whose observations are treated as a collection of column/row observations, an "observation as a matrix", and concatenated into a data tensor. The latter approach is suitable for compression and reducing redundancy in the rows, columns and fibers that are unrelated to the causal factors of data formation.

Vasilescu and Terzopoulos in their paper "TensorFaces" introduced the M-mode SVD algorithm which are algorithms misidentified in the literature as the HOSVD or the Tucker which employ the power method or gradient descent, respectively. Vasilescu and Terzopoulos framed the data analysis, recognition and synthesis problems as multilinear tensor problems. Data is viewed as the compositional consequence of several causal factors, that are well suited for multi-modal tensor factor analysis. The power of the tensor framework was showcased by analyzing human motion joint angles, facial images or textures in the following papers: Human Motion Signatures (CVPR 2001, ICPR 2002), face recognition – TensorFaces, (ECCV 2002, CVPR 2003, etc.) and computer graphics – TensorTextures (Siggraph 2004).

The algorithm The MPCA solution follows the alternating least square (ALS) approach. It is iterative in nature. As in PCA, MPCA works on centered data. Centering is a little more complicated for tensors, and it is problem dependent.

Feature selection MPCA features: Supervised MPCA is employed in causal factor analysis that facilitates object recognition while a semi-supervised MPCA feature selection is employed in visualization tasks.

Extensions Various extension of MPCA:

Robust MPCA (RMPCA) Multi-Tensor Factorization, that also finds the number of components automatically (MTF)

References

External links Matlab code: MPCA. Matlab code: UMPCA (including data). R code: MTF

Worked examples

Example 1 — a first encounter with Multilinear principal component analysis

Start with the simplest possible case. Write down what Multilinear principal component analysis claims or describes in one sentence, then invent the smallest concrete situation in which that sentence is true. In science, the smallest case is usually a single object, a single equation or a single measurement. Check that every symbol or term in your sentence has a meaning in that case.

Example 2 — changing one variable

Take the situation from Example 1 and change exactly one quantity: double it, halve it, or set it to zero. Predict what should happen to Multilinear principal component analysis before you calculate. Comparing your prediction with the result is the fastest way to find out whether you understand the idea or only the words.

Example 3 — an exam-style question

Typical questions about Multilinear principal component analysis ask you to (a) state it precisely, (b) apply it to given data, and (c) explain a limitation. Practise writing all three answers in under five minutes; the third part is what separates a full-mark answer from an average one.

Applications of Multilinear principal component analysis

In research
Multilinear principal component analysis appears in science research whenever the underlying quantities have to be modelled precisely. Papers usually cite it as a starting assumption and then explore where it breaks down.
In technology and industry
Engineering practice reuses Multilinear principal component analysis in design rules, simulations and safety margins. Knowing the idea lets you read a specification sheet and understand why the numbers look the way they do.
In the classroom
Multilinear principal component analysis is common in secondary-school and first-year university syllabi. It links to neighbouring topics Dimension reduction, so understanding it makes those chapters shorter.
In everyday life
Look for Multilinear principal component analysis outside the textbook — in sport, cooking, traffic, electronics or the sky above you. An example you found yourself is remembered far longer than one you were given.
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How to study Multilinear principal component analysis in 20 minutes

  1. Read the reference excerpt below once, without taking notes.
  2. Close the page and write down what Multilinear principal component analysis means in your own words.
  3. Compare your version with the excerpt and mark what you missed.
  4. Work through the three examples above with pen and paper.
  5. Explain Multilinear principal component analysis out loud to somebody else — or to Teacher Smith in the lgStudy chat.

Frequently asked questions

What is Multilinear principal component analysis in simple terms?

Multilinear principal component analysis (MPCA) is a multilinear extension of principal component analysis (PCA) that is used to analyze M-way arrays, also informally referred to as "data tensors". M-way arrays may be modeled by linear tensor models, such as CANDECOMP/Parafac, or by multilinear ten…

Why does Multilinear principal component analysis matter?

Because it connects several science ideas at once: it gives you a definition you can apply, a quantity you can calculate, and a way to check whether a result is plausible.

How should I study Multilinear principal component analysis?

Read the excerpt, restate it from memory, then work through the examples and applications listed on this page. The five-step study plan above takes about twenty minutes.

What does this page cover?

It gives you a compact reference excerpt plus original lgStudy explanations, examples, applications and study material on Multilinear principal component analysis.

Tags

  • Dimension reduction

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