Related papers: Sparse PCA from Sparse Linear Regression
This article focuses on the robust principal component analysis (PCA) of high-dimensional data with elliptical distributions. We investigate the PCA of the sample spatial-sign covariance matrix in both nonsparse and sparse contexts,…
We propose an algorithmic framework for computing sparse components from rotated principal components. This methodology, called SIMPCA, is useful to replace the unreliable practice of ignoring small coefficients of rotated components when…
The CUR decomposition provides an approximation of a matrix $X$ that has low reconstruction error and that is sparse in the sense that the resulting approximation lies in the span of only a few columns of $X$. In this regard, it appears to…
Covariance regression offers an effective way to model the large covariance matrix with the auxiliary similarity matrices. In this work, we propose a sparse covariance regression (SCR) approach to handle the potentially high-dimensional…
Sparse Principal Component Analysis (PCA) is a prevalent tool across a plethora of subfields of applied statistics. While several results have characterized the recovery error of the principal eigenvectors, these are typically in spectral…
In this paper we propose a new iterative algorithm to solve the fair PCA (FPCA) problem. We start with the max-min fair PCA formulation originally proposed in [1] and derive a simple and efficient iterative algorithm which is based on the…
Sparse Principal Component Analysis (sparse PCA) is a fundamental dimension-reduction tool that enhances interpretability in various high-dimensional settings. An important variant of sparse PCA studies the scenario when samples are…
In this paper, we consider the sparse eigenvalue problem wherein the goal is to obtain a sparse solution to the generalized eigenvalue problem. We achieve this by constraining the cardinality of the solution to the generalized eigenvalue…
This paper establishes a statistical versus computational trade-off for solving a basic high-dimensional machine learning problem via a basic convex relaxation method. Specifically, we consider the {\em Sparse Principal Component Analysis}…
This work studies the recursive robust principal components' analysis (PCA) problem. Here, "robust" refers to robustness to both independent and correlated sparse outliers, although we focus on the latter. A key application where this…
Robust principal component analysis (RPCA) is a widely used technique for recovering low-rank structure from matrices with missing entries and sparse, possibly large-magnitude corruptions. Although numerous algorithms achieve accurate point…
The problem of sparse linear regression is relevant in the context of linear system identification from large datasets. When data are collected from real-world experiments, measurements are always affected by perturbations or low-precision…
The idea of unfolding iterative algorithms as deep neural networks has been widely applied in solving sparse coding problems, providing both solid theoretical analysis in convergence rate and superior empirical performance. However, for…
Probabilistic Component Latent Analysis (PLCA) is a statistical modeling method for feature extraction from non-negative data. It has been fruitfully applied to various research fields of information retrieval. However, the EM-solved…
Scaled sparse linear regression jointly estimates the regression coefficients and noise level in a linear model. It chooses an equilibrium with a sparse regression method by iteratively estimating the noise level via the mean residual…
A large number of algorithms in machine learning, from principal component analysis (PCA), and its non-linear (kernel) extensions, to more recent spectral embedding and support estimation methods, rely on estimating a linear subspace from…
In this paper we initiate the study of whether or not sparse estimation tasks can be performed efficiently in high dimensions, in the robust setting where an $\eps$-fraction of samples are corrupted adversarially. We study the natural…
The locally competitive algorithm (LCA) can solve sparse coding problems across a wide range of use cases. Recently, convolution-based LCA approaches have been shown to be highly effective for enhancing robustness for image recognition…
Processing long contexts has become a critical capability for modern large language models (LLMs). However, serving long-context LLMs comes with significant inference costs due to the high memory overhead of the key-value (KV) cache.…
In this paper, we propose a novel approach named by Discriminative Principal Component Analysis which is abbreviated as Discriminative PCA in order to enhance separability of PCA by Linear Discriminant Analysis (LDA). The proposed method…