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Robust principal component analysis (RPCA) has drawn significant attentions due to its powerful capability in recovering low-rank matrices as well as successful appplications in various real world problems. The current state-of-the-art…

Machine Learning · Computer Science 2019-04-17 Chong Peng , Chenglizhao Chen , Zhao Kang , Jianbo Li , Qiang Cheng

Principal component analysis (PCA) is a fundamental dimension reduction tool in statistics and machine learning. For large and high-dimensional data, computing the PCA (i.e., the singular vectors corresponding to a number of dominant…

Data Structures and Algorithms · Computer Science 2017-04-26 Wenjian Yu , Yu Gu , Jian Li , Shenghua Liu , Yaohang Li

This paper describes some applications of an incremental implementation of the principal component analysis (PCA). The algorithm updates the transformation coefficients matrix on-line for each new sample, without the need to keep all the…

Machine Learning · Statistics 2019-08-14 Vittorio Lippi , Giacomo Ceccarelli

Principal Component Analysis (PCA) has been widely used for dimensionality reduction and feature extraction. Robust PCA (RPCA), under different robust distance metrics, such as l1-norm and l2, p-norm, can deal with noise or outliers to some…

Machine Learning · Computer Science 2021-06-29 Zhao Kang , Hongfei Liu , Jiangxin Li , Xiaofeng Zhu , Ling Tian

Artificial neural networks that learn to perform Principal Component Analysis (PCA) and related tasks using strictly local learning rules have been previously derived based on the principle of similarity matching: similar pairs of inputs…

Computation · Statistics 2018-11-06 Victor Minden , Cengiz Pehlevan , Dmitri B. Chklovskii

We consider the problem of learning a linear factor model. We propose a regularized form of principal component analysis (PCA) and demonstrate through experiments with synthetic and real data the superiority of resulting estimates to those…

Machine Learning · Computer Science 2013-05-31 Yi-Hao Kao , Benjamin Van Roy

Privacy-preserving data mining has become an important topic. People have built several multi-party-computation (MPC)-based frameworks to provide theoretically guaranteed privacy, the poor performance of real-world algorithms have always…

Cryptography and Security · Computer Science 2021-05-18 Xiaoyu Fan , Guosai Wang , Kun Chen , Xu He , Wei Xu

Sparse principal component analysis (PCA) is an important technique for dimensionality reduction of high-dimensional data. However, most existing sparse PCA algorithms are based on non-convex optimization, which provide little guarantee on…

Methodology · Statistics 2019-11-20 Yixuan Qiu , Jing Lei , Kathryn Roeder

Robust PCA methods are typically batch algorithms which requires loading all observations into memory before processing. This makes them inefficient to process big data. In this paper, we develop an efficient online robust principal…

Machine Learning · Computer Science 2017-03-22 Wei Xiao , Xiaolin Huang , Jorge Silva , Saba Emrani , Arin Chaudhuri

Principal component analysis (PCA) is widely used for dimension reduction and embedding of real data in social network analysis, information retrieval, and natural language processing, etc. In this work we propose a fast randomized PCA…

Machine Learning · Computer Science 2018-10-17 Xu Feng , Yuyang Xie , Mingye Song , Wenjian Yu , Jie Tang

The robust principal component analysis (RPCA) decomposes a data matrix into a low-rank part and a sparse part. There are mainly two types of algorithms for RPCA. The first type of algorithm applies regularization terms on the singular…

Numerical Analysis · Mathematics 2021-02-02 Ningyu Sha , Lei Shi , Ming Yan

Principal Component Analysis (PCA) is a ubiquitous tool with many applications in machine learning including feature construction, subspace embedding, and outlier detection. In this paper, we present an algorithm for computing the top…

Machine Learning · Computer Science 2013-10-25 Nikos Karampatziakis , Paul Mineiro

We propose algorithms for online principal component analysis (PCA) and variance minimization for adaptive settings. Previous literature has focused on upper bounding the static adversarial regret, whose comparator is the optimal fixed…

Machine Learning · Computer Science 2019-05-14 Jianjun Yuan , Andrew Lamperski

LoRA has emerged as one of the most promising fine-tuning techniques, especially for federated learning (FL), since it significantly reduces communication and computation costs at resource-constrained clients. However, data heterogeneity…

Due to the rapid growth of smart agents such as weakly connected computational nodes and sensors, developing decentralized algorithms that can perform computations on local agents becomes a major research direction. This paper considers the…

Machine Learning · Computer Science 2021-02-09 Haishan Ye , Tong Zhang

Principal component analysis (PCA) is an essential algorithm for dimensionality reduction in many data science domains. We address the problem of performing a federated PCA on private data distributed among multiple data providers while…

Principal components analysis (PCA) is a standard tool for identifying good low-dimensional approximations to data in high dimension. Many data sets of interest contain private or sensitive information about individuals. Algorithms which…

Machine Learning · Statistics 2013-08-09 Kamalika Chaudhuri , Anand D. Sarwate , Kaushik Sinha

Principal Component Analysis (PCA) is a popular tool for dimensionality reduction and feature extraction in data analysis. There is a probabilistic version of PCA, known as Probabilistic PCA (PPCA). However, standard PCA and PPCA are not…

Machine Learning · Computer Science 2019-04-16 Bowen Zhao , Xi Xiao , Wanpeng Zhang , Bin Zhang , Shutao Xia

We consider an online version of the robust Principle Component Analysis (PCA), which arises naturally in time-varying source separations such as video foreground-background separation. This paper proposes a compressive online robust PCA…

Information Theory · Computer Science 2017-05-30 Huynh Van Luong , Nikos Deligiannis , Jurgen Seiler , Soren Forchhammer , Andre Kaup

Principal component analysis (PCA) is a well-established method commonly used to explore and visualise data. A classical PCA model is the fixed effect model where data are generated as a fixed structure of low rank corrupted by noise. Under…

Methodology · Statistics 2013-05-13 Marie Verbanck , Julie Josse , François Husson