Implementation of the Archetypal Analysis model with the option to model multiple subjects and/or heteroscedastic noise
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README.md

README.md

MSAA - MultiSubject Archetypal Analysis

The Multisubject Archetypal Analysis Toolbox holds several extensions to ordinary archetypal analysis. The algorithms are implemented in Matlab™ and support the use of graphical processing units (GPUs) for high performance computing. All code can be used freely in research and other non-profit applications. If you publish results obtained with this toolbox we kindly ask that our and other relevant sources are properly cited.

This toolbox has been developed at:

The Technical University of Denmark, Department for Applied Mathematics and Computer Science, Section for Cognitive Systems.

The toolbox was developed in connection with the Brain Connectivity project at DTU (https://brainconnectivity.compute.dtu.dk/) .

Algorithms:

  • MultiSubjectAA
    • MSAA with heteroscedastic noise in the first dimension.
  • MultiSubjectAA_T
    • MSAA with heteroscedastic noise in the second dimension.

Common algorithm properties

  • Finds archetypes for multisubject data.
  • The second dimension can have different length for each subject.
  • Ability to individually turn off heteroscedastic noise modeling.
  • The log likelihood is calculated.

Demonstrators:

  • demoMSAA,demoMSAA_T
    • Demostrates the algorithms and their optional parameters.
  • demoVisualizeAA

References

Archetypal analysis was first proposed by Cutler and Brieman [1]. The extension to heteroscedastic noise and ability to model multiple subjects was introduced by Hinrich et al. [2]. The solution of AA using projected gradient descent and the FurthestSum initialization was proposed by Mørup and Hansen[3]. While these reference provides the basis for this implementation of MSAA there are other interesting approaches in AA which could be used.

  • [1] Cutler, A., & Breiman, L. (1994). Archetypal analysis. Technometrics, 36(4), 338-347.
  • [2] Hinrich, J. L., Bardenfleth, S. E., Røge, R. E., Churchill, N. W., Madsen, K. H., & Mørup, M. (2016). Archetypal Analysis for Modeling Multisubject fMRI Data. IEEE Journal of Selected Topics in Signal Processing, 10(7), 1160-1171.
  • [3] Mørup, M., & Hansen, L. K. (2012). Archetypal analysis for machine learning and data mining. Neurocomputing, 80, 54-63.