DETERMINING PRINCIPAL COMPONENTS USING MULTI-AGENT INTERACTION

• Main Authors: Gemp, Ian Michael, McWilliams, Brian
• Format: Patent
• Language: English
• Published: 14.03.2024
• Subjects: CALCULATING; COMPUTER SYSTEMS BASED ON SPECIFIC COMPUTATIONAL MODELS; COMPUTING; COUNTING; PHYSICS

Methods, systems, and apparatus, including computer programs encoded on computer storage media, for determining principal components of a data set using multi-agent interactions. One of the methods includes obtaining initial estimates for a plurality of principal components of a data set; and generating a final estimate for each principal component by repeatedly performing operations comprising: generating a reward estimate using the current estimate of the principal component, wherein the reward estimate is larger if the current estimate of the principal component captures more variance in the data set; generating, for each parent principal component of the principal component, a punishment estimate, wherein the punishment estimate is larger if the current estimate of the principal component and the current estimate of the parent principal component are not orthogonal; and updating the current estimate of the principal component according to a difference between the reward estimate and the punishment estimates.