Incremental manifold learning by spectral embedding methods

Recent years have witnessed great success of manifold learning methods in understanding the structure of multidimensional patterns. However, most of these methods operate in a batch mode and cannot be effectively applied when data are collected sequentially. In this paper, we propose a general incremental learning framework, capable of dealing with one or more new samples each time, for the so-called spectral embedding methods. In the proposed framework, the incremental dimensionality reduction problem reduces to an incremental eigen-problem of matrices. Furthermore, we present, using this framework as a tool, an incremental version of Hessian eigenmaps, the IHLLE method. Finally, we show several experimental results on both synthetic and real world datasets, demonstrating the efficiency and accuracy of the proposed algorithm.