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Related papers: Learning Feature Sparse Principal Components

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In recent times, functional data analysis (FDA) has been successfully applied in the field of high dimensional data classification. In this paper, we present a novel classification framework using functional data and classwise Principal…

Machine Learning · Statistics 2021-06-29 Avishek Chatterjee , Satyaki Mazumder , Koel Das

Principal Component Analysis (PCA) is a very successful dimensionality reduction technique, widely used in predictive modeling. A key factor in its widespread use in this domain is the fact that the projection of a dataset onto its first…

Machine Learning · Statistics 2017-05-19 Xianghui Luo , Robert J. Durrant

We develop machinery to design efficiently computable and consistent estimators, achieving estimation error approaching zero as the number of observations grows, when facing an oblivious adversary that may corrupt responses in all but an…

Machine Learning · Computer Science 2021-11-05 Tommaso d'Orsi , Chih-Hung Liu , Rajai Nasser , Gleb Novikov , David Steurer , Stefan Tiegel

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…

Computer Vision and Pattern Recognition · Computer Science 2019-03-13 Hanli Qiao

Sparse feature selection is necessary when we fit statistical models, we have access to a large group of features, don't know which are relevant, but assume that most are not. Alternatively, when the number of features is larger than the…

Applications · Statistics 2017-04-04 Emiliano Diaz

Sparse principal component analysis with global support (SPCAgs), is the problem of finding the top-$r$ leading principal components such that all these principal components are linear combinations of a common subset of at most $k$…

Optimization and Control · Mathematics 2022-05-11 Santanu S. Dey , Marco Molinaro , Guanyi Wang

We propose a unified framework to solve general low-rank plus sparse matrix recovery problems based on matrix factorization, which covers a broad family of objective functions satisfying the restricted strong convexity and smoothness…

Machine Learning · Statistics 2018-02-21 Xiao Zhang , Lingxiao Wang , Quanquan Gu

We propose a new algorithm for hyperparameter selection in machine learning algorithms. The algorithm is a novel modification of Harmonica, a spectral hyperparameter selection approach using sparse recovery methods. In particular, we show…

Machine Learning · Computer Science 2019-04-26 Minsu Cho , Chinmay Hegde

Identifying co-varying causal elements in very high dimensional feature space with internal structures, e.g., a space with as many as millions of linearly ordered features, as one typically encounters in problems such as whole genome…

Methodology · Statistics 2012-06-18 Seyoung Kim , Eric P. Xing

In this paper, we propose a new framework for segmenting feature-based moving objects under affine subspace model. Since the feature trajectories in practice are high-dimensional and contain a lot of noise, we firstly apply the sparse PCA…

Computer Vision and Pattern Recognition · Computer Science 2017-01-25 Michael Ying Yang , Hanno Ackermann , Weiyao Lin , Sitong Feng , Bodo Rosenhahn

Principal Component Analysis (PCA) is the most widely used tool for linear dimensionality reduction and clustering. Still it is highly sensitive to outliers and does not scale well with respect to the number of data samples. Robust PCA…

Computer Vision and Pattern Recognition · Computer Science 2015-04-24 Nauman Shahid , Vassilis Kalofolias , Xavier Bresson , Michael Bronstein , Pierre Vandergheynst

Generalized correlation analysis (GCA) is concerned with uncovering linear relationships across multiple datasets. It generalizes canonical correlation analysis that is designed for two datasets. We study sparse GCA when there are…

Machine Learning · Statistics 2023-02-07 Sheng Gao , Zongming Ma

In the era of big data, reducing data dimensionality is critical in many areas of science. Widely used Principal Component Analysis (PCA) addresses this problem by computing a low dimensional data embedding that maximally explain variance…

Machine Learning · Statistics 2017-02-24 Soheil Feizi , David Tse

We address the problem of federated learning (FL) where users are distributed and partitioned into clusters. This setup captures settings where different groups of users have their own objectives (learning tasks) but by aggregating their…

Machine Learning · Statistics 2021-06-10 Avishek Ghosh , Jichan Chung , Dong Yin , Kannan Ramchandran

Given a multivariate data set, sparse principal component analysis (SPCA) aims to extract several linear combinations of the variables that together explain the variance in the data as much as possible, while controlling the number of…

Machine Learning · Statistics 2020-05-08 Peter Richtárik , Majid Jahani , Selin Damla Ahipaşaoğlu , Martin Takáč

Modern language models are powerful, but typically static after deployment. A major obstacle to building models that continually learn over time is catastrophic forgetting, where updating on new data erases previously acquired capabilities.…

Computation and Language · Computer Science 2025-10-20 Jessy Lin , Luke Zettlemoyer , Gargi Ghosh , Wen-Tau Yih , Aram Markosyan , Vincent-Pierre Berges , Barlas Oğuz

In this paper, we aim at solving the cardinality constrained high-order portfolio optimization, i.e., mean-variance-skewness-kurtosis model with cardinality constraint (MVSKC). Optimization for the MVSKC model is of great difficulty in two…

Portfolio Management · Quantitative Finance 2021-06-11 Jinxin Wang , Zengde Deng , Taoli Zheng , Anthony Man-Cho So

The so-called Forward-Forward Algorithm (FFA) has recently gained momentum as an alternative to the conventional back-propagation algorithm for neural network learning, yielding competitive performance across various modeling tasks. By…

Machine Learning · Computer Science 2025-01-10 Erik B. Terres-Escudero , Javier Del Ser , Pablo Garcia Bringas

Principal component analysis (PCA) requires the computation of a low-rank approximation to a matrix containing the data being analyzed. In many applications of PCA, the best possible accuracy of any rank-deficient approximation is at most a…

Computation · Statistics 2010-06-04 Vladimir Rokhlin , Arthur Szlam , Mark Tygert

In the context of sparse principal component detection, we bring evidence towards the existence of a statistical price to pay for computational efficiency. We measure the performance of a test by the smallest signal strength that it can…

Statistics Theory · Mathematics 2013-04-29 Quentin Berthet , Philippe Rigollet