Optimisation of on-line principal component analysis
  Different techniques, used to optimise on-line principal component analysis, are investigated by methods of statistical mechanics. These include local and global optimisation of node-dependent learning-rates which are shown to be very efficient in speeding up the learning process. They are investigated further for gaining insight into the learning rates' time-dependence, which is then employed for devising simple practical methods to improve training performance. Simulations demonstrate the benefit gained from using the new methods. 
E Schloesser (1), D Saad (2), and M Biehl (1) ((1) Universitaet   Wuerzburg, (2) Aston University, Birmingham)