Improved graph-based SFA: information preservation complements the slowness principle

Slow feature analysis (SFA) is an unsupervised learning algorithm that extracts slowly varying features from a multi-dimensional time series. SFA has been extended to supervised learning (classification and regression) by an algorithm called graph-based SFA (GSFA). GSFA relies on a particular graph structure to extract features that preserve label similarities. Processing of high dimensional input data (e.g., images) is feasible via hierarchical GSFA (HGSFA), resulting in a multi-layer neural network. Although HGSFA has useful properties, in this work we identify a shortcoming, namely, that HGSFA networks prematurely discard quickly varying but useful features before they reach higher layers, resulting in suboptimal global slowness and an under-exploited feature space. To counteract this shortcoming, which we call unnecessary information loss, we propose an extension called hierarchical information-preserving GSFA (HiGSFA), where some features fulfill a slowness objective and other features fulfill an information preservation objective. The efficacy of the extension is verified in three experiments: (1) an unsupervised setup where the input data is the visual stimuli of a simulated rat, (2) the localization of faces in image patches, and (3) the estimation of human age from facial photographs of the MORPH-II database. Both HiGSFA and HGSFA can learn multiple labels and offer a rich feature space, feed-forward training, and linear complexity in the number of samples and dimensions. However, the proposed algorithm, HiGSFA, outperforms HGSFA in terms of feature slowness, estimation accuracy, and input reconstruction, giving rise to a promising hierarchical supervised-learning approach. Moreover, for age estimation, HiGSFA achieves a mean absolute error of 3.41 years, which is a competitive performance for this challenging problem.