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Principal component analysis (PCA) has been widely applied to dimensionality reduction and data pre-processing for different applications in engineering, biology and social science. Classical PCA and its variants seek for linear projections…
Principal Component Analysis is a novel way of of dimensionality reduction. This problem essentially boils down to finding the top k eigen vectors of the data covariance matrix. A considerable amount of literature is found on algorithms…
Principal Subspace Analysis (PSA) -- and its sibling, Principal Component Analysis (PCA) -- is one of the most popular approaches for dimensionality reduction in signal processing and machine learning. But centralized PSA/PCA solutions are…
Sequential or online dimensional reduction is of interests due to the explosion of streaming data based applications and the requirement of adaptive statistical modeling, in many emerging fields, such as the modeling of energy end-use…
In this paper we develop a new approach to sparse principal component analysis (sparse PCA). We propose two single-unit and two block optimization formulations of the sparse PCA problem, aimed at extracting a single sparse dominant…
Principal components analysis (PCA) is a classical method for the reduction of dimensionality of data in the form of n observations (or cases) of a vector with p variables. For a simple model of factor analysis type, it is proved that…
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…
Sparse Principal Component Analysis (sPCA) is a popular matrix factorization approach based on Principal Component Analysis (PCA) that combines variance maximization and sparsity with the ultimate goal of improving data interpretation. When…
Sparse principal component analysis (PCA) is a popular dimensionality reduction technique for obtaining principal components which are linear combinations of a small subset of the original features. Existing approaches cannot supply…
Functional principal component analysis (FPCA) is a fundamental tool and has attracted increasing attention in recent decades, while existing methods are restricted to data with a single or finite number of random functions (much smaller…
The implementation of conventional sparse principal component analysis (SPCA) on high-dimensional data sets has become a time consuming work. In this paper, a series of subspace projections are constructed efficiently by using Household QR…
Principal Component Analysis (PCA) is a fundamental data preprocessing tool in the world of machine learning. While PCA is often thought of as a dimensionality reduction method, the purpose of PCA is actually two-fold: dimension reduction…
Sparse Principal Component Analysis (SPCA) is an important technique for high-dimensional data analysis, improving interpretability by imposing sparsity on principal components. However, existing methods often fail to simultaneously…
Dimensionality reduction is a crucial step for pattern recognition and data mining tasks to overcome the curse of dimensionality. Principal component analysis (PCA) is a traditional technique for unsupervised dimensionality reduction, which…
Since the introduction of the lasso in regression, various sparse methods have been developed in an unsupervised context like sparse principal component analysis (s-PCA), sparse canonical correlation analysis (s-CCA) and sparse singular…
Regularized variants of Principal Components Analysis, especially Sparse PCA and Functional PCA, are among the most useful tools for the analysis of complex high-dimensional data. Many examples of massive data, have both sparse and…
Sparse Principal Component Analysis (PCA) methods are efficient tools to reduce the dimension (or the number of variables) of complex data. Sparse principal components (PCs) are easier to interpret than conventional PCs, because most…
Sparse principal component analysis (PCA) improves interpretability of the classic PCA by introducing sparsity into the dimension-reduction process. Optimization models for sparse PCA, however, are generally non-convex, non-smooth and more…
Principal component analysis (PCA) is a fundamental dimension reduction tool in statistics and machine learning. For large and high-dimensional data, computing the PCA (i.e., the singular vectors corresponding to a number of dominant…
Sparse principal component analysis (PCA) is an important technique for dimensionality reduction of high-dimensional data. However, most existing sparse PCA algorithms are based on non-convex optimization, which provide little guarantee on…