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Principal Component Analysis (PCA) is a widely used technique in machine learning, data analysis and signal processing. With the increase in the size and complexity of datasets, it has become important to develop low-space usage algorithms…
We consider streaming, one-pass principal component analysis (PCA), in the high-dimensional regime, with limited memory. Here, $p$-dimensional samples are presented sequentially, and the goal is to produce the $k$-dimensional subspace that…
For many modern applications in science and engineering, data are collected in a streaming fashion carrying time-varying information, and practitioners need to process them with a limited amount of memory and computational resources in a…
Fair Principal Component Analysis (PCA) is a problem setting where we aim to perform PCA while making the resulting representation fair in that the projected distributions, conditional on the sensitive attributes, match one another.…
Principal component analysis (PCA) is a powerful data reductionmethod for Structural Health Monitoring. However, its computa-tional cost and data memory footprint pose a significant challengewhen PCA has to run on limited capability…
In multivariate time series classification, although current sequence analysis models have excellent classification capabilities, they show significant shortcomings when dealing with long sequence multivariate data, such as prolonged…
We study the problem of recovering the subspace spanned by the first $k$ principal components of $d$-dimensional data under the streaming setting, with a memory bound of $O(kd)$. Two families of algorithms are known for this problem. The…
Oja's algorithm has been the cornerstone of streaming methods in Principal Component Analysis (PCA) since it was first proposed in 1982. However, Oja's algorithm does not have a standardized choice of learning rate (step size) that both…
This work provides improved guarantees for streaming principle component analysis (PCA). Given $A_1, \ldots, A_n\in \mathbb{R}^{d\times d}$ sampled independently from distributions satisfying $\mathbb{E}[A_i] = \Sigma$ for $\Sigma \succeq…
We study streaming principal component analysis (PCA), that is to find, in $O(dk)$ space, the top $k$ eigenvectors of a $d\times d$ hidden matrix $\bf \Sigma$ with online vectors drawn from covariance matrix $\bf \Sigma$. We provide…
Streaming principal component analysis (PCA) is an integral tool in large-scale machine learning for rapidly estimating low-dimensional subspaces from very high-dimensional data arriving at a high rate. However, modern datasets increasingly…
We study principal component analysis (PCA), where given a dataset in $\mathbb{R}^d$ from a distribution, the task is to find a unit vector $v$ that approximately maximizes the variance of the distribution after being projected along $v$.…
Since its inception in 1982, Oja's algorithm has become an established method for streaming principle component analysis (PCA). We study the problem of streaming PCA, where the data-points are sampled from an irreducible, aperiodic, and…
We study the Principal Component Analysis (PCA) problem in the distributed and streaming models of computation. Given a matrix $A \in R^{m \times n},$ a rank parameter $k < rank(A)$, and an accuracy parameter $0 < \epsilon < 1$, we want to…
In the current context of data explosion, online techniques that do not require storing all data in memory are indispensable to routinely perform tasks like principal component analysis (PCA). Recursive algorithms that update the PCA with…
The movement of large quantities of data during the training of a Deep Neural Network presents immense challenges for machine learning workloads. To minimize this overhead, especially on the movement and calculation of gradient information,…
In this paper, we study streaming algorithms that minimize the number of changes made to their internal state (i.e., memory contents). While the design of streaming algorithms typically focuses on minimizing space and update time, these…
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…
Kernel principal component analysis (KPCA) provides a concise set of basis vectors which capture non-linear structures within large data sets, and is a central tool in data analysis and learning. To allow for non-linear relations, typically…
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…