SYSTEM AND METHOD FOR SIGNATURE EXTRACTION USING MUTUAL INTERDEPENDENCE ANALYSIS

摘要

A method for determining a signature vector of a high dimensional dataset includes initializing a mutual interdependence vector w_GMIA from a a set X of N input vectors of dimension D, where N≦D, randomly selecting a subset S of n vectors from set X, where n is such that n1 and nN, calculating an updated mutual interdependence vector w_GMIA from; w _{GMIA — new} =w _GMIA +S·(S^T·S+βI)⁻¹·( 1−M^T·w_GMIA),;where β is a regularization parameter,; $$ M_{\mathrm{ij}}=\frac{S_{\mathrm{ij}}}{\sqrt{\sum _kS_{\mathrm{kj}}^2}},$$ ;I is an identity matrix, and 1 is a vector of ones, and repeating the steps of randomly selecting a subset S from set X, and calculating an updated mutual interdependence vector until convergence, where the mutual interdependence vector is approximately equally correlated with all input vectors X.