Related papers: Robust Streaming PCA

We study the fundamental problem of Principal Component Analysis in a statistical distributed setting in which each machine out of $m$ stores a sample of $n$ points sampled i.i.d. from a single unknown distribution. We study algorithms for…

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,…

The network traffic matrix is widely used in network operation and management. It is therefore of crucial importance to analyze the components and the structure of the network traffic matrix, for which several mathematical approaches such…

We present a federated, asynchronous, and $(\varepsilon, \delta)$-differentially private algorithm for PCA in the memory-limited setting. Our algorithm incrementally computes local model updates using a streaming procedure and adaptively…

We investigate the adversarial robustness of streaming algorithms. In this context, an algorithm is considered robust if its performance guarantees hold even if the stream is chosen adaptively by an adversary that observes the outputs of…

Principal Component Analysis (PCA) is one of the most used tools for extracting low-dimensional representations of data, in particular for time series. Performances are known to strongly depend on the quality (amount of noise) and the…

Oja's algorithm of principal component analysis (PCA) has been one of the methods utilized in practice to reduce dimension. In this paper, we focus on the convergence property of the discrete algorithm. To realize that, we view the…

Principal components analysis (PCA) is a widely used dimension reduction technique with an extensive range of applications. In this paper, an online distributed algorithm is proposed for recovering the principal eigenspaces. We further…

In this paper we develop a new approach to sparse principal component analysis (sparse PCA). We propose two single-unit and two block optimization formulations of the sparse PCA problem, aimed at extracting a single sparse dominant…

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…

This paper considers the problem of estimating the principal eigenvector of a covariance matrix from independent and identically distributed data samples in streaming settings. The streaming rate of data in many contemporary applications…

Robustness is a key requirement for widespread deployment of machine learning algorithms, and has received much attention in both statistics and computer science. We study a natural model of robustness for high-dimensional statistical…

Given a sample covariance matrix, we examine the problem of maximizing the variance explained by a linear combination of the input variables while constraining the number of nonzero coefficients in this combination. This is known as sparse…

This paper introduces a Projected Principal Component Analysis (Projected-PCA), which employs principal component analysis to the projected (smoothed) data matrix onto a given linear space spanned by covariates. When it applies to…

Principal component analysis (PCA) frequently suffers from the disturbance of outliers and thus a spectrum of robust extensions and variations of PCA have been developed. However, existing extensions of PCA treat all samples equally even…

Robust principal component analysis (RPCA) can recover low-rank matrices when they are corrupted by sparse noises. In practice, many matrices are, however, of high-rank and hence cannot be recovered by RPCA. We propose a novel method called…

Principal component analysis (PCA) is a widespread technique for data analysis that relies on the covariance-correlation matrix of the analyzed data. However to properly work with high-dimensional data, PCA poses severe mathematical…

Principal component analysis (PCA) is a widely used unsupervised dimensionality reduction technique in machine learning, applied across various fields such as bioinformatics, computer vision and finance. However, when the response variables…

Fan et al. [$\mathit{Annals}$ $\mathit{of}$ $\mathit{Statistics}$ $\textbf{47}$(6) (2019) 3009-3031] constructed a distributed principal component analysis (PCA) algorithm to reduce the communication cost between multiple servers…