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Slow feature analysis

Slow feature analysis is motivated by a general principle called the slowness principle. The idea is that the important characteristics of scenes change very slowly compared to the individual measurements that make up a description of a scene. The slowness principal may be introduced by adding a term to the cost function measuring the difference between feature extractors according to time. The SFA algorithm consists of defining f(x;θ)f(x; \theta) to be a linear transformation and solving the optimization problem: minθEt(f(xt+1)if(xt)i)2min_{\theta}E_t (f(x^{t+1})_i-f(x^{t})_i)^2 subject to the constraints: Et(f(xt)i)=0E_t (f(x^{t})_i)=0 and Et[f(xt)i2]=1E_t [f(x^{t})^2_i]=1

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Updated 2021-07-08

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Data Science