Dimensionality Reduction for Stationary Time Series via Stochastic Nonconvex Optimization.
Minshuo ChenLin YangMengdi WangTuo ZhaoPublished in: CoRR (2018)
Keyphrases
- dimensionality reduction
- non stationary
- global optimization
- optimization problems
- stochastic optimization
- optimization algorithm
- stochastic programming
- nonlinear programming
- data representation
- principal component analysis
- dynamic time warping
- genetic algorithm
- high dimensionality
- convex optimization
- high dimensional data
- manifold learning
- optimal control problems
- nonlinear dimensionality reduction
- subgradient method
- image restoration and reconstruction
- stochastic processes
- constrained optimization
- discriminant analysis
- combinatorial optimization
- evolutionary algorithm
- objective function