Rubner-Tavan's network
In Chapter 13, Component Analysis and Dimensionality Reduction, we mentioned that any algorithm that decorrelates the input covariance matrix is performing a PCA without dimensionality reduction. Starting from this approach, Rubner and Tavan (in the paper Rubner J., Tavan P., A Self-Organizing Network for Principal-Components Analysis, Europhysics, Letters, 10(7), 1989) proposed a neural model whose goal is decorrelating the output components to force the consequent decorrelation of the output covariance matrix (in lower-dimensional subspace). Assuming a zero-centered dataset and E[y] = 0, the output covariance matrix for m principal components is as follows:
Hence, it's possible to achieve an approximate decorrelation, forcing the terms to become close to zero.
The main difference with a standard approach (such as whitening or vanilla PCA) is that this procedure is local, while all the standard methods operate globally, directly with...