Related papers: EigenGame: PCA as a Nash Equilibrium
We study a distributed Principal Component Analysis (PCA) framework where each worker targets a distinct eigenvector and refines its solution by updating from intermediate solutions provided by peers deemed as "superior". Drawing intuition…
Computing the excited states of a given Hamiltonian is computationally hard for large systems, but methods that do so using quantum computers scale tractably. This problem is equivalent to the PCA problem where we are interested in…
Principal component analysis (PCA), a ubiquitous dimensionality reduction technique in signal processing, searches for a projection matrix that minimizes the mean squared error between the reduced dataset and the original one. Since…
Conventional principal component analysis (PCA) finds a principal vector that maximizes the sum of second powers of principal components. We consider a generalized PCA that aims at maximizing the sum of an arbitrary convex function of…
Principal component analysis (PCA) is fundamental to statistical machine learning. It extracts latent principal factors that contribute to the most variation of the data. When data are stored across multiple machines, however, communication…
Principal Component Analysis (PCA) is the workhorse tool for dimensionality reduction in this era of big data. While often overlooked, the purpose of PCA is not only to reduce data dimensionality, but also to yield features that are…
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 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…
Principal component analysis (PCA) algorithms use neural networks to extract the eigenvectors of the correlation matrix from the data. However, if the process is non-Gaussian, PCA algorithms or their higher order generalisations provide…
Principal component analysis (PCA) has achieved great success in unsupervised learning by identifying covariance correlations among features. If the data collection fails to capture the covariance information, PCA will not be able to…
Recently popularized randomized methods for principal component analysis (PCA) efficiently and reliably produce nearly optimal accuracy --- even on parallel processors --- unlike the classical (deterministic) alternatives. We adapt one of…
Principal component analysis (PCA) is a standard tool for dimensional reduction of a set of $n$ observations (samples), each with $p$ variables. In this paper, using a matrix perturbation approach, we study the nonasymptotic relation…
In this paper we analyze the behavior of the Oja's algorithm for online/streaming principal component subspace estimation. It is proved that with high probability it performs an efficient, gap-free, global convergence rate to approximate an…
Prediction is a well-studied machine learning task, and prediction algorithms are core ingredients in online products and services. Despite their centrality in the competition between online companies who offer prediction-based products,…
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…
This work provides improved guarantees for streaming principle component analysis (PCA). Given $A_1, \ldots, A_n\in \mathbb{R}^{d\times d}$ sampled independently from distributions satisfying $\mathbb{E}[A_i] = \Sigma$ for $\Sigma \succeq…
A system with many degrees of freedom can be characterized by a covariance matrix; principal components analysis (PCA) focuses on the eigenvalues of this matrix, hoping to find a lower dimensional description. But when the spectrum is…
We study streaming principal component analysis (PCA), that is to find, in $O(dk)$ space, the top $k$ eigenvectors of a $d\times d$ hidden matrix $\bf \Sigma$ with online vectors drawn from covariance matrix $\bf \Sigma$. We provide…
The growing size of modern data sets brings many challenges to the existing statistical estimation approaches, which calls for new distributed methodologies. This paper studies distributed estimation for a fundamental statistical machine…
Principal component analysis (PCA) has been a prominent tool for high-dimensional data analysis. Online algorithms that estimate the principal component by processing streaming data are of tremendous practical and theoretical interests.…