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Principal component analysis (PCA) is one of the most powerful tools in machine learning. The simplest method for PCA, the power iteration, requires $\mathcal O(1/\Delta)$ full-data passes to recover the principal component of a matrix with…

Optimization and Control · Mathematics 2017-07-11 Christopher De Sa , Bryan He , Ioannis Mitliagkas , Christopher Ré , Peng Xu

This paper presents a novel high speed clustering scheme for high dimensional data streams. Data stream clustering has gained importance in different applications, for example, in network monitoring, intrusion detection, and real-time…

Databases · Computer Science 2015-10-13 Irshad Ahmed , Irfan Ahmed , Waseem Shahzad

Principal component analysis (PCA) is often used for analyzing data in the most diverse areas. In this work, we report an integrated approach to several theoretical and practical aspects of PCA. We start by providing, in an intuitive and…

Computational Engineering, Finance, and Science · Computer Science 2021-06-09 Felipe L. Gewers , Gustavo R. Ferreira , Henrique F. de Arruda , Filipi N. Silva , Cesar H. Comin , Diego R. Amancio , Luciano da F. Costa

We introduce a new computational model for data streams: asymptotically exact streaming algorithms. These algorithms have an approximation ratio that tends to one as the length of the stream goes to infinity while the memory used by the…

Data Structures and Algorithms · Computer Science 2014-08-11 Marc Heinrich , Alexander Munteanu , Christian Sohler

Principal component analysis (PCA) is fundamental to statistical machine learning. It extracts latent principal factors that contribute to the most variation of the data. When data are stored across multiple machines, however, communication…

Computation · Statistics 2018-01-11 Jianqing Fan , Dong Wang , Kaizheng Wang , Ziwei Zhu

Classical machine learning algorithms often face scalability bottlenecks when they are applied to large-scale data. Such algorithms were designed to work with small data that is assumed to fit in the memory of one machine. In this report,…

Distributed, Parallel, and Cluster Computing · Computer Science 2015-05-14 Tarek Elgamal , Mohamed Hefeeda

Principal component analysis (PCA) is a statistical technique commonly used in multivariate data analysis. However, PCA can be difficult to interpret and explain since the principal components (PCs) are linear combinations of the original…

Mathematical Software · Computer Science 2013-12-24 W. Liu , H. Zhang , D. Tao , Y. Wang , K. Lu

Principal component analysis (PCA) is a classical dimension reduction method which projects data onto the principal subspace spanned by the leading eigenvectors of the covariance matrix. However, it behaves poorly when the number of…

Statistics Theory · Mathematics 2013-05-27 Zongming Ma

Principal component analysis (PCA) is a widely employed statistical tool used primarily for dimensionality reduction. However, it is known to be adversely affected by the presence of outlying observations in the sample, which is quite…

Methodology · Statistics 2023-09-26 Subhrajyoty Roy , Ayanendranath Basu , Abhik Ghosh

Emerging applications of machine learning in numerous areas involve continuous gathering of and learning from streams of data. Real-time incorporation of streaming data into the learned models is essential for improved inference in these…

Machine Learning · Computer Science 2020-12-01 Matthew Nokleby , Haroon Raja , Waheed U. Bajwa

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 a dimension reduction technique. It produces inconsistent estimators when the dimensionality is moderate to high, which is often the problem in modern large-scale applications where algorithm…

Computation · Statistics 2016-01-29 Qiaoya Zhang , Yiyuan She

This paper proposes a hierarchical approximate-factor approach to analyzing high-dimensional, large-scale heterogeneous time series data using distributed computing. The new method employs a multiple-fold dimension reduction procedure using…

Methodology · Statistics 2022-04-20 Zhaoxing Gao , Ruey S. Tsay

Sparse PCA provides a linear combination of small number of features that maximizes variance across data. Although Sparse PCA has apparent advantages compared to PCA, such as better interpretability, it is generally thought to be…

Machine Learning · Statistics 2012-10-29 Youwei Zhang , Laurent El Ghaoui

We propose two one-pass streaming algorithms for the $\mathcal{NP}$-hard hypergraph matching problem. The first algorithm stores a small subset of potential matching edges in a stack using dual variables to select edges. It has an…

Data Structures and Algorithms · Computer Science 2025-07-09 Henrik Reinstädtler , S M Ferdous , Alex Pothen , Bora Uçar , Christian Schulz

Principal component analysis (PCA) is a widely used dimension reduction technique in machine learning and multivariate statistics. To improve the interpretability of PCA, various approaches to obtain sparse principal direction loadings have…

Data Structures and Algorithms · Computer Science 2021-06-07 Agniva Chowdhury , Petros Drineas , David P. Woodruff , Samson Zhou

Principal component analysis (PCA) aims at estimating the direction of maximal variability of a high-dimensional dataset. A natural question is: does this task become easier, and estimation more accurate, when we exploit additional…

Information Theory · Computer Science 2014-06-19 Andrea Montanari , Emile Richard

Clustering of data points in metric space is among the most fundamental problems in computer science with plenty of applications in data mining, information retrieval and machine learning. Due to the necessity of clustering of large…

Data Structures and Algorithms · Computer Science 2019-10-03 Hossein Esfandiari , Vahab Mirrokni , Peilin Zhong

We initiate the investigation of the parameterized complexity of Diameter and Connectivity in the streaming paradigm. On the positive end, we show that knowing a vertex cover of size $k$ allows for algorithms in the Adjacency List (AL)…

Data Structures and Algorithms · Computer Science 2024-07-19 Jelle J. Oostveen , Erik Jan van Leeuwen

Principal Component Analysis (PCA) is a classical method for reducing the dimensionality of data by projecting them onto a subspace that captures most of their variation. Effective use of PCA in modern applications requires understanding…

Statistics Theory · Mathematics 2019-06-14 David Hong , Laura Balzano , Jeffrey A. Fessler
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