Modified Subspace Constrained Mean Shift Algorithm

A subspace constrained mean shift (SCMS) algorithm is a non-parametric iterative technique to estimate principal curves. Principal curves, as a nonlinear generalization of principal components analysis (PCA), are smooth curves (or surfaces) that pass through the middle of a data set and provide a compact low-dimensional representation of data. The SCMS algorithm combines the mean shift (MS) algorithm with a projection step to estimate principal curves and surfaces. The MS algorithm is a simple iterative method for locating modes of an unknown probability density function (pdf) obtained via a kernel density estimate. Modes of a pdf can be interpreted as zero-dimensional principal curves. These modes also can be used for clustering the input data. The SCMS algorithm generalizes the MS algorithm to estimate higher order principal curves and surfaces. Although both algorithms have been widely used in many real-world applications, their convergence for widely used kernels (e.g., Gaussian kernel) has not been sown yet. In this paper, we first introduce a modified version of the MS algorithm and then combine it with different variations of the SCMS algorithm to estimate the underlying low-dimensional principal curve, embedded in a high-dimensional space. The different variations of the SCMS algorithm are obtained via modification of the projection step in the original SCMS algorithm. We show that the modification of the MS algorithm guarantees its convergence and also implies the convergence of different variations of the SCMS algorithm. The performance and effectiveness of the proposed modified versions to successfully estimate an underlying principal curve was shown through simulations using the synthetic data.

Automated summary

The SCMS algorithm is a non-parametric iterative technique used to estimate principal curves by combining the mean shift algorithm with a projection step. It generalizes the mean shift algorithm to estimate higher order principal curves and surfaces. In this paper, a modified version of the mean shift algorithm is introduced and combined with different variations of the SCMS algorithm to successfully estimate an underlying principal curve.