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Principal component analysis (PCA) is widely used to analyze high-dimensional data, but it is very sensitive to outliers. Robust PCA methods seek fits that are unaffected by the outliers and can therefore be trusted to reveal them. FastHCS…

Methodology · Statistics 2015-09-25 E. Schmitt , K. Vakili

Sparse Principal Components Analysis aims to find principal components with few non-zero loadings. We derive such sparse solutions by adding a genuine sparsity requirement to the original Principal Components Analysis (PCA) objective…

Methodology · Statistics 2014-08-19 Giovanni Maria Merola

Hyperparameter optimization, also known as hyperparameter tuning, is a widely recognized technique for improving model performance. Regrettably, when training private ML models, many practitioners often overlook the privacy risks associated…

Machine Learning · Computer Science 2023-11-28 Hua Wang , Sheng Gao , Huanyu Zhang , Weijie J. Su , Milan Shen

Principal component analysis (PCA) is a classical and ubiquitous method for reducing data dimensionality, but it is suboptimal for heterogeneous data that are increasingly common in modern applications. PCA treats all samples uniformly so…

Statistics Theory · Mathematics 2021-12-02 David Hong , Kyle Gilman , Laura Balzano , Jeffrey A. Fessler

Methodologies for multidimensionality reduction aim at discovering low-dimensional manifolds where data ranges. Principal Component Analysis (PCA) is very effective if data have linear structure. But fails in identifying a possible…

Numerical Analysis · Mathematics 2021-01-14 Alberto García-González , Antonio Huerta , Sergio Zlotnik , Pedro Díez

We study the problem of computing the privacy parameters for DP machine learning when using privacy amplification via random batching and noise correlated across rounds via a correlation matrix $\textbf{C}$ (i.e., the matrix mechanism).…

Cryptography and Security · Computer Science 2025-03-24 Christopher A. Choquette-Choo , Arun Ganesh , Saminul Haque , Thomas Steinke , Abhradeep Thakurta

Principal component analysis (PCA) is often used to reduce the dimension of data by selecting a few orthonormal vectors that explain most of the variance structure of the data. L1 PCA uses the L1 norm to measure error, whereas the…

Machine Learning · Statistics 2020-09-04 Young Woong Park , Diego Klabjan

Principal component analysis (PCA) algorithms use neural networks to extract the eigenvectors of the correlation matrix from the data. However, if the process is non-Gaussian, PCA algorithms or their higher order generalisations provide…

Data Analysis, Statistics and Probability · Physics 2007-05-23 Joaquim A. Dente , R. Vilela Mendes

Principal component analysis (PCA) is possibly one of the most widely used statistical tools to recover a low-rank structure of the data. In the high-dimensional settings, the leading eigenvector of the sample covariance can be nearly…

Statistics Theory · Mathematics 2015-04-06 Chao Gao , Harrison H. Zhou

The objective of differential privacy (DP) is to protect privacy by producing an output distribution that is indistinguishable between any two neighboring databases. However, traditional differentially private mechanisms tend to produce…

Cryptography and Security · Computer Science 2023-11-07 Kai Zhang , Yanjun Zhang , Ruoxi Sun , Pei-Wei Tsai , Muneeb Ul Hassan , Xin Yuan , Minhui Xue , Jinjun Chen

In this paper, we present a general multiparty modeling paradigm with Privacy Preserving Principal Component Analysis (PPPCA) for horizontally partitioned data. PPPCA can accomplish multiparty cooperative execution of PCA under the premise…

Cryptography and Security · Computer Science 2020-03-13 Yingting Liu , Chaochao Chen , Longfei Zheng , Li Wang , Jun Zhou , Guiquan Liu , Shuang Yang

This paper is the first to attempt differentially private (DP) topological data analysis (TDA), producing near-optimal private persistence diagrams. We analyze the sensitivity of persistence diagrams in terms of the bottleneck distance, and…

Machine Learning · Statistics 2023-11-06 Taegyu Kang , Sehwan Kim , Jinwon Sohn , Jordan Awan

A basic problem in the design of privacy-preserving algorithms is the private maximization problem: the goal is to pick an item from a universe that (approximately) maximizes a data-dependent function, all under the constraint of…

Machine Learning · Computer Science 2014-09-09 Kamalika Chaudhuri , Daniel Hsu , Shuang Song

Economics and social science research often require analyzing datasets of sensitive personal information at fine granularity, with models fit to small subsets of the data. Unfortunately, such fine-grained analysis can easily reveal…

Machine Learning · Computer Science 2020-07-13 Daniel Alabi , Audra McMillan , Jayshree Sarathy , Adam Smith , Salil Vadhan

The Principal Component Analysis (PCA) is a data dimensionality reduction technique well-suited for processing data from sensor networks. It can be applied to tasks like compression, event detection, and event recognition. This technique is…

Networking and Internet Architecture · Computer Science 2010-03-13 Yann-Aël Le Borgne , Sylvain Raybaud , Gianluca Bontempi

We study differentially private mean estimation in a high-dimensional setting. Existing differential privacy techniques applied to large dimensions lead to computationally intractable problems or estimators with excessive privacy loss.…

Machine Learning · Computer Science 2020-07-23 Aditya Dhar , Jason Huang

Differential privacy is a mathematical framework for developing statistical computations with provable guarantees of privacy and accuracy. In contrast to the privacy component of differential privacy, which has a clear mathematical and…

Cryptography and Security · Computer Science 2020-11-13 Gilles Barthe , Rohit Chadha , Paul Krogmeier , A. Prasad Sistla , Mahesh Viswanathan

This work studies formal utility and privacy guarantees for a simple multiplicative database transformation, where the data are compressed by a random linear or affine transformation, reducing the number of data records substantially, while…

Machine Learning · Statistics 2009-01-13 Shuheng Zhou , Katrina Ligett , Larry Wasserman

Generalization of time series prediction remains an important open issue in machine learning, wherein earlier methods have either large generalization error or local minima. We develop an analytically solvable, unsupervised learning scheme…

Machine Learning · Statistics 2022-01-21 Takuya Isomura , Taro Toyoizumi

Principal component analysis (PCA) is a dimensionality reduction method in data analysis that involves diagonalizing the covariance matrix of the dataset. Recently, quantum algorithms have been formulated for PCA based on diagonalizing a…

Quantum Physics · Physics 2022-10-26 Max Hunter Gordon , M. Cerezo , Lukasz Cincio , Patrick J. Coles