Related papers: History PCA: A New Algorithm for Streaming PCA

Problems involving the efficient arrangement of simple objects, as captured by bin packing and makespan scheduling, are fundamental tasks in combinatorial optimization. These are well understood in the traditional online and offline cases,…

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…

We present a novel approach for adaptive, differentiable parameterization of large-scale random fields. If the approach is coupled with any gradient-based optimization algorithm, it can be applied to a variety of optimization problems,…

We extend the principal component analysis (PCA) to second-order stationary vector time series in the sense that we seek for a contemporaneous linear transformation for a $p$-variate time series such that the transformed series is segmented…

Operations over data streams typically hinge on efficient mechanisms to aggregate or summarize history on a rolling basis. For high-volume data steams, it is critical to manage state in a manner that is fast and memory efficient --…

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…

Many real-world applications pose challenges in incorporating fairness constraints into the $k$-center clustering problem, where the dataset consists of $m$ demographic groups, each with a specified upper bound on the number of centers to…

Revisiting PCA for Time Series Reduction in Temporal Dimension; Jiaxin Gao, Wenbo Hu, Yuntian Chen; Deep learning has significantly advanced time series analysis (TSA), enabling the extraction of complex patterns for tasks like…

We explore the use of local algorithms in the design of streaming algorithms for the Maximum Directed Cut problem. Specifically, building on the local algorithm of Buchbinder et al. (FOCS'12) and Censor-Hillel et al. (ALGOSENSORS'17), we…

The high-dimensionality and volume of large scale multistream data has inhibited significant research progress in developing an integrated monitoring and diagnostics (M&D) approach. This data, also categorized as big data, is becoming…

Big data is transforming our world, revolutionizing operations and analytics everywhere, from financial engineering to biomedical sciences. The complexity of big data often makes dimension reduction techniques necessary before conducting…

Finding informative low-dimensional representations that can be computed efficiently in large datasets is an important problem in data analysis. Recently, contrastive Principal Component Analysis (cPCA) was proposed as a more informative…

When confronted with massive data streams, summarizing data with dimension reduction methods such as PCA raises theoretical and algorithmic pitfalls. Principal curves act as a nonlinear generalization of PCA and the present paper proposes a…

Stochastic optimization naturally arises in machine learning. Efficient algorithms with provable guarantees, however, are still largely missing, when the objective function is nonconvex and the data points are dependent. This paper studies…

Principal component analysis (PCA) is widely used for dimension reduction and embedding of real data in social network analysis, information retrieval, and natural language processing, etc. In this work we propose a fast randomized PCA…

In this thesis, we explore streaming algorithms for approximating constraint satisfaction problems (CSPs). The setup is roughly the following: A computer has limited memory space, sees a long "stream" of local constraints on a set of…

Principal Component Analysis (PCA) has been widely used for dimensionality reduction and feature extraction. Robust PCA (RPCA), under different robust distance metrics, such as l1-norm and l2, p-norm, can deal with noise or outliers to some…

We introduce primed-PCA (pPCA), a two-step algorithm for speeding up the approximation of principal components. This algorithm first runs any approximate-PCA method to get an initial estimate of the principal components (priming), and then…

Principal Component Analysis (PCA) is a ubiquitous tool with many applications in machine learning including feature construction, subspace embedding, and outlier detection. In this paper, we present an algorithm for computing the top…

Principal component analysis (PCA) has well-documented merits for data extraction and dimensionality reduction. PCA deals with a single dataset at a time, and it is challenged when it comes to analyzing multiple datasets. Yet in certain…