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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…

Computer Vision and Pattern Recognition · Computer Science 2025-05-01 Geoffrey Kasenbacher , Felix Ehret , Gerrit Ecke , Sebastian Otte

This paper introduces a novel methodology for Feature Selection for Functional Classification, FSFC, that addresses the challenge of jointly performing feature selection and classification of functional data in scenarios with categorical…

Methods for supervised principal component analysis (SPCA) aim to incorporate label information into principal component analysis (PCA), so that the extracted features are more useful for a prediction task of interest. Prior work on SPCA…

Machine Learning · Statistics 2022-08-18 Alexander Ritchie , Laura Balzano , Daniel Kessler , Chandra S. Sripada , Clayton Scott

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

We investigate fast methods that allow to quickly eliminate variables (features) in supervised learning problems involving a convex loss function and a $l_1$-norm penalty, leading to a potentially substantial reduction in the number of…

Machine Learning · Computer Science 2010-10-28 Laurent El Ghaoui , Vivian Viallon , Tarek Rabbani

We address the problem of defining a group sparse formulation for Principal Components Analysis (PCA) - or its equivalent formulations as Low Rank approximation or Dictionary Learning problems - which achieves a compromise between…

Machine Learning · Statistics 2021-01-15 Marie Chavent , Guy Chavent

We consider Fair Principal Component Analysis (FPCA) and search for a low dimensional subspace that spans multiple target vectors in a fair manner. FPCA is defined as a non-concave maximization of the worst projected target norm within a…

Machine Learning · Computer Science 2021-09-15 Gad Zalcberg , Ami Wiesel

We study the robust principal component analysis (RPCA) problem in a distributed setting. The goal of RPCA is to find an underlying low-rank estimation for a raw data matrix when the data matrix is subject to the corruption of gross sparse…

Distributed, Parallel, and Cluster Computing · Computer Science 2022-08-16 Wenda Chu

We describe and analyze a simple algorithm for principal component analysis and singular value decomposition, VR-PCA, which uses computationally cheap stochastic iterations, yet converges exponentially fast to the optimal solution. In…

Machine Learning · Computer Science 2015-08-03 Ohad Shamir

Principal Component Analysis (PCA) is a well known procedure to reduce intrinsic complexity of a dataset, essentially through simplifying the covariance structure or the correlation structure. We introduce a novel algebraic, model-based…

Methodology · Statistics 2021-12-09 Martin Schlather , Felix Reinbott

Sparse inverse covariance selection is a fundamental problem for analyzing dependencies in high dimensional data. However, such a problem is difficult to solve since it is NP-hard. Existing solutions are primarily based on convex…

Numerical Analysis · Computer Science 2018-04-05 Ganzhao Yuan , Haoxian Tan , Wei-Shi Zheng

Unsupervised feature selection (UFS) is widely applied in machine learning and pattern recognition. However, most of the existing methods only consider a single sparsity, which makes it difficult to select valuable and discriminative…

Optimization and Control · Mathematics 2025-01-03 Xianchao Xiu , Anning Yang , Chenyi Huang , Xinrong Li , Wanquan Liu

In the past decade, sparse principal component analysis has emerged as an archetypal problem for illustrating statistical-computational tradeoffs. This trend has largely been driven by a line of research aiming to characterize the…

Computational Complexity · Computer Science 2019-02-21 Matthew Brennan , Guy Bresler

We present an extension of sparse PCA, or sparse dictionary learning, where the sparsity patterns of all dictionary elements are structured and constrained to belong to a prespecified set of shapes. This \emph{structured sparse PCA} is…

Machine Learning · Statistics 2009-09-09 Rodolphe Jenatton , Guillaume Obozinski , Francis Bach

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…

Methodology · Statistics 2019-10-09 Giovanni Maria Merola

Functional data analysis (FDA) methods have computational and theoretical appeals for some high dimensional data, but lack the scalability to modern large sample datasets. To tackle the challenge, we develop randomized algorithms for two…

Computation · Statistics 2022-04-11 Shiyuan He , Xiaomeng Yan

Fair principal component analysis (FPCA), a ubiquitous dimensionality reduction technique in signal processing and machine learning, aims to find a low-dimensional representation for a high-dimensional dataset in view of fairness. The FPCA…

Optimization and Control · Mathematics 2023-12-27 Meng Xu , Bo Jiang , Wenqiang Pu , Ya-Feng Liu , Anthony Man-Cho So

Recently, introducing Tensor Decomposition (TD) techniques into unsupervised feature selection (UFS) has been an emerging research topic. A tensor structure is beneficial for mining the relations between different modes and helps relieve…

Machine Learning · Computer Science 2025-07-04 Junjing Zheng , Xinyu Zhang , Weidong Jiang , Xiangfeng Qiu , Mingjian Ren

Functional Principal Components Analysis (FPCA) provides a parsimonious, semi-parametric model for multivariate, sparsely-observed functional data. Frequentist FPCA approaches estimate principal components (PCs) from the data, then…

Methodology · Statistics 2026-05-11 Joseph Sartini , Scott Zeger , Ciprian Crainiceanu

Feature selection with specific multivariate performance measures is the key to the success of many applications, such as image retrieval and text classification. The existing feature selection methods are usually designed for…

Machine Learning · Computer Science 2015-03-19 Qi Mao , Ivor W. Tsang