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Related papers: Randomized Dimension Reduction on Massive Data

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Online dimension reduction is a common method for high-dimensional streaming data processing. Online principal component analysis, online sliced inverse regression, online kernel principal component analysis and other methods have been…

Computation · Statistics 2023-01-24 Wenquan Cui , Yue Zhao , Jianjun Xu , Haoyang Cheng

Dimension reduction is an important tool for analyzing high-dimensional data. The predictor envelope is a method of dimension reduction for regression that assumes certain linear combinations of the predictors are immaterial to the…

Methodology · Statistics 2022-01-07 Paul May , Hossein Moradi Rekabdarkolaee

Establishing a low-dimensional representation of the data leads to efficient data learning strategies. In many cases, the reduced dimension needs to be explicitly stated and estimated from the data. We explore the estimation of dimension in…

Methodology · Statistics 2022-02-10 Wei Q. Deng , Radu V. Craiu

To achieve the greatest possible speed, practitioners regularly implement randomized algorithms for low-rank approximation and least-squares regression with structured dimension reduction maps. Despite significant research effort, basic…

Data Structures and Algorithms · Computer Science 2025-09-01 Chris Camaño , Ethan N. Epperly , Raphael A. Meyer , Joel A. Tropp

Sufficient dimension reduction is a powerful tool to extract core information hidden in the high-dimensional data and has potentially many important applications in machine learning tasks. However, the existing nonlinear sufficient…

Machine Learning · Computer Science 2022-10-11 Siqi Liang , Yan Sun , Faming Liang

This paper surveys randomized algorithms in numerical linear algebra for low-rank decompositions of matrices and tensors. The survey begins with a review of classical matrix algorithms that can be accelerated by randomized dimensionality…

Numerical Analysis · Mathematics 2026-01-01 Katherine J. Pearce , Per-Gunnar Martinsson

Sliced inverse regression (SIR, Li 1991) is a pioneering work and the most recognized method in sufficient dimension reduction. While promising progress has been made in theory and methods of high-dimensional SIR, two remaining challenges…

Methodology · Statistics 2023-04-14 Qing Mai , Xiaofeng Shao , Runmin Wang , Xin Zhang

We present a random-subspace variant of cubic regularization algorithm that chooses the size of the subspace adaptively, based on the rank of the projected second derivative matrix. Iteratively, our variant only requires access to…

Optimization and Control · Mathematics 2025-01-09 Edward Tansley , Coralia Cartis

Principal Component Analysis (PCA) is a very successful dimensionality reduction technique, widely used in predictive modeling. A key factor in its widespread use in this domain is the fact that the projection of a dataset onto its first…

Machine Learning · Statistics 2017-05-19 Xianghui Luo , Robert J. Durrant

Dimensionality reduction is a main step in the learning process which plays an essential role in many applications. The most popular methods in this field like SVD, PCA, and LDA, only can be applied to data with vector format. This means…

Machine Learning · Computer Science 2019-03-01 Soheil Ahmadi , Mansoor Rezghi

Submodular function minimization is a fundamental optimization problem that arises in several applications in machine learning and computer vision. The problem is known to be solvable in polynomial time, but general purpose algorithms have…

Machine Learning · Computer Science 2015-02-10 Alina Ene , Huy L. Nguyen

The problem of finding a reduced dimensionality representation of categorical variables while preserving their most relevant characteristics is fundamental for the analysis of complex data. Specifically, given a co-occurrence matrix of two…

Machine Learning · Computer Science 2012-12-12 Amir Globerson , Gal Chechik , Naftali Tishby

Classical methods such as Principal Component Analysis (PCA) and Canonical Correlation Analysis (CCA) are ubiquitous in statistics. However, these techniques are only able to reveal linear relationships in data. Although nonlinear variants…

Machine Learning · Statistics 2014-05-14 David Lopez-Paz , Suvrit Sra , Alex Smola , Zoubin Ghahramani , Bernhard Schölkopf

Reduced-rank (RR) regression may be interpreted as a dimensionality reduction technique able to reveal complex relationships among the data parsimoniously. However, RR regression models typically overlook any potential group structure among…

Methodology · Statistics 2024-06-26 Maria F. Pintado , Matteo Iacopini , Luca Rossini , Alexander Y. Shestopaloff

This study investigates privacy leakage in dimensionality reduction methods through a novel machine learning-based reconstruction attack. Employing an informed adversary threat model, we develop a neural network capable of reconstructing…

Cryptography and Security · Computer Science 2025-06-03 Chayadon Lumbut , Donlapark Ponnoprat

This paper studies simultaneous feature selection and extraction in supervised and unsupervised learning. We propose and investigate selective reduced rank regression for constructing optimal explanatory factors from a parsimonious subset…

Methodology · Statistics 2016-10-27 Yiyuan She

Despite the fact that they do not consider the temporal nature of data, classic dimensionality reduction techniques, such as PCA, are widely applied to time series data. In this paper, we introduce a factor decomposition specific for time…

Machine Learning · Statistics 2014-06-17 Diego Vidaurre , Iead Rezek , Samuel L. Harrison , Stephen S. Smith , Mark Woolrich

This paper addresses the problem of mapping high-dimensional data to a low-dimensional space, in the presence of other known features. This problem is ubiquitous in science and engineering as there are often controllable/measurable features…

Machine Learning · Statistics 2024-01-01 Anh Tuan Bui

Bayesian inverse problems use observed data to update a prior probability distribution for an unknown state or parameter of a scientific system to a posterior distribution conditioned on the data. In many applications, the unknown parameter…

Numerical Analysis · Mathematics 2026-05-12 Josie König , Elizabeth Qian , Melina A. Freitag

Principal components analysis (PCA) is a widely used dimension reduction technique with an extensive range of applications. In this paper, an online distributed algorithm is proposed for recovering the principal eigenspaces. We further…

Machine Learning · Statistics 2019-05-20 Davoud Ataee Tarzanagh , Mohamad Kazem Shirani Faradonbeh , George Michailidis
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