Incremental Eigenanalysis for Classification

Eigenspace models are a convenient way to represent sets of observations with widespread applications, including classification. In this paper we describe a new constructive method for incrementally adding observations to an eigenspace model. Our contribution is to explicitly account for a change in origin as well as a change in the number of eigenvectors needed in the basis set. No other method we have seen considers change of origin, yet both are needed if an eigenspace model is to be used for classification purposes. We empirically compare our incremental method with two alternatives from the literature and show our method is the more useful for classification because it computes the smaller eigenspace model representing the observations.