📝 SummarXiv

Abstract

Slow feature analysis (SFA), as a method for learning slowly varying features in classification and signal analysis, has attracted increasing attention in recent years. Recent probabilistic extensions to SFA learn effective representations for classification tasks. Notably, the Probabilistic Adaptive Slow Feature Analysis models the slow features as states in an ARMA process and estimate the model from the observations. However, there is a need to develop efficient methods to infer the states (slow features) from the observations and the model. In this paper, a recursive extension to the linear PASFA has been proposed. The proposed algorithm performs MMSE estimation of states evolving according to an ARMA process, given the observations and the model. Although current methods tackle this problem using Kalman filters after transforming the ARMA process into a state space model, the original states (or slow features) that form useful representations cannot be easily recovered. The proposed technique is evaluated on a synthetic dataset to demonstrate its correctness.