what algorithm does matlab ppca use? How does it resolve the rotational redundancy?

Background
I have read the original PPCA paper 1999 Bishop, which is MLE-PPCA.
I think original 1999 paper does not solve the problem of parameter redundancy for MLE-PPCA, i.e., the R matrix in original paper can cause W to be arbitrary in numerical process.
Question
How does matlab ppca solve this problem? I have tested the matlab PPCA, and I found the W is pretty aligned with the principle component computed from sample covariance just like standard PCA .
I know there are serveral algorithm can do this, just being curious to ask what magic does matlab do.

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카테고리

도움말 센터 및 File Exchange에서 Dimensionality Reduction and Feature Extraction에 대해 자세히 알아보기

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R2018a

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질문:

2018년 6월 19일

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