Archetypal Analysis

Archetypal analysis represents each individual in a data set as a mixture of individuals of pure type or archetypes. The archetypes themselves are restricted to being mixtures of the individuals in the data set. Archetypes are selected by minimizing the squared error in representing each individual as a mixture of archetypes. The usefulness of archetypal analysis is illustrated on several data sets. Computing the archetypes is a nonlinear least squares problem, which is solved using an alternating minimizing algorithm.