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Principal Component Analysis (PCA) is a widely utilized technique for dimensionality reduction; however, its inherent lack of interpretability-stemming from dense linear combinations of all feature-limits its applicability in many domains.…

Machine Learning · Computer Science 2025-04-01 Loc Hoang Tran

Principal component analysis (PCA) is one of the most widely used dimension reduction and multivariate statistical techniques. From a probabilistic perspective, PCA seeks a low-dimensional representation of data in the presence of…

Machine Learning · Computer Science 2021-01-06 Chihao Zhang , Kuo Gai , Shihua Zhang

Principal component analysis (PCA) is a widely used method for data processing, such as for dimension reduction and visualization. Standard PCA is known to be sensitive to outliers, and thus, various robust PCA methods have been proposed.…

Machine Learning · Statistics 2020-08-11 Keishi Sando , Hideitsu Hino

Robust Principal Component Analysis (RPCA) aims at recovering a low-rank subspace from grossly corrupted high-dimensional (often visual) data and is a cornerstone in many machine learning and computer vision applications. Even though RPCA…

Computer Vision and Pattern Recognition · Computer Science 2017-03-29 Niannan Xue , Yannis Panagakis , Stefanos Zafeiriou

Network data are commonly collected in a variety of applications, representing either directly measured or statistically inferred connections between features of interest. In an increasing number of domains, these networks are collected…

Machine Learning · Statistics 2022-09-05 Michael Weylandt , George Michailidis

The low-rank matrix approximation problem with respect to the component-wise $\ell_1$-norm ($\ell_1$-LRA), which is closely related to robust principal component analysis (PCA), has become a very popular tool in data mining and machine…

Machine Learning · Computer Science 2018-12-19 Nicolas Gillis , Stephen A. Vavasis

Hyperspectral optical imaging provides rich spectral information for estimating continuous environmental and material parameters; however, its high dimensionality and strong feature correlation pose significant challenges for machine…

Optics · Physics 2025-12-18 Parisa Parand , Mahmoud Samadpour

Robust Principal Component Analysis (RPCA) is a fundamental technique for decomposing data into low-rank and sparse components, which plays a critical role for applications such as image processing and anomaly detection. Traditional RPCA…

Machine Learning · Computer Science 2024-12-20 Kexin Li , You-wei Wen , Xu Xiao , Mingchao Zhao

Retrieval-Augmented Generation (RAG) has emerged as a powerful paradigm for grounding large language models in external knowledge sources, improving the precision of agents responses. However, high-dimensional language model embeddings,…

Machine Learning · Computer Science 2025-04-14 Arman Khaledian , Amirreza Ghadiridehkordi , Nariman Khaledian

Principal component analysis (PCA) is one of the most commonly used statistical procedures with a wide range of applications. This paper considers both minimax and adaptive estimation of the principal subspace in the high dimensional…

Statistics Theory · Mathematics 2014-01-08 T. Tony Cai , Zongming Ma , Yihong Wu

We study Nystr\"om type subsampling approaches to large scale kernel methods, and prove learning bounds in the statistical learning setting, where random sampling and high probability estimates are considered. In particular, we prove that…

Machine Learning · Statistics 2016-03-18 Alessandro Rudi , Raffaello Camoriano , Lorenzo Rosasco

Classical Principal Component Analysis (PCA) approximates data in terms of projections on a small number of orthogonal vectors. There are simple procedures to efficiently compute various functions of the data from the PCA approximation. The…

Machine Learning · Statistics 2019-07-26 Guihong Wan , Crystal Maung , Haim Schweitzer

Over the years, Principal Component Analysis (PCA) has served as the baseline approach for dimensionality reduction in gene expression data analysis. It primary objective is to identify a subset of disease-causing genes from a vast pool of…

Algebraic Topology · Mathematics 2023-06-13 Sean Cottrell , Rui Wang , Guowei Wei

Kernel methods are a popular class of nonlinear predictive models in machine learning. Scalable algorithms for learning kernel models need to be iterative in nature, but convergence can be slow due to poor conditioning. Spectral…

Machine Learning · Statistics 2024-01-26 Amirhesam Abedsoltan , Parthe Pandit , Luis Rademacher , Mikhail Belkin

Kernel power $k$-means (KPKM) leverages a family of means to mitigate local minima issues in kernel $k$-means. However, KPKM faces two key limitations: (1) the computational burden of the full kernel matrix restricts its use on extensive…

Machine Learning · Computer Science 2025-11-14 Yixi Chen , Weixuan Liang , Tianrui Liu , Jun-Jie Huang , Ao Li , Xueling Zhu , Xinwang Liu

Data reconciliation (DR) and Principal Component Analysis (PCA) are two popular data analysis techniques in process industries. Data reconciliation is used to obtain accurate and consistent estimates of variables and parameters from…

Machine Learning · Computer Science 2015-05-05 Shankar Narasimhan , Nirav Bhatt

High dimensional data and systems with many degrees of freedom are often characterized by covariance matrices. In this paper, we consider the problem of simultaneously estimating the dimension of the principal (dominant) subspace of these…

Numerical Analysis · Computer Science 2018-10-10 Shashanka Ubaru , Abd-Krim Seghouane , Yousef Saad

Dimension reduction is useful for exploratory data analysis. In many applications, it is of interest to discover variation that is enriched in a "foreground" dataset relative to a "background" dataset. Recently, contrastive principal…

Methodology · Statistics 2021-05-04 Didong Li , Andrew Jones , Barbara Engelhardt

Kernel methods are powerful and flexible approach to solve many problems in machine learning. Due to the pairwise evaluations in kernel methods, the complexity of kernel computation grows as the data size increases; thus the applicability…

Machine Learning · Computer Science 2017-11-28 Bharath Bhushan Damodaran , Nicolas Courty , Philippe-Henri Gosselin

A first proposal of a sparse and cellwise robust PCA method is presented. Robustness to single outlying cells in the data matrix is achieved by substituting the squared loss function for the approximation error by a robust version. The…

Computation · Statistics 2024-08-29 Pia Pfeiffer , Laura Vana-Gür , Peter Filzmoser
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