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Principal Component Analysis (PCA) is a highly useful topic within an introductory Linear Algebra course, especially since it can be used to incorporate a number of applied projects. This method represents an essential application and…

History and Overview · Mathematics 2016-04-19 Stephen Pankavich , Rebecca Swanson

Sparse Principal Components Analysis aims to find principal components with few non-zero loadings. We derive such sparse solutions by adding a genuine sparsity requirement to the original Principal Components Analysis (PCA) objective…

Methodology · Statistics 2014-08-19 Giovanni Maria Merola

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

Principal Component Analysis (PCA) is a powerful and popular dimensionality reduction technique. However, due to its linear nature, it often fails to capture the complex underlying structure of real-world data. While Kernel PCA (kPCA)…

Machine Learning · Computer Science 2026-02-05 Thomas Uriot , Elise Chung

Principal component analysis (PCA) is a fundamental tool for analyzing multivariate data. Here the focus is on dimension reduction to the principal subspace, characterized by its projection matrix. The classical principal subspace can be…

Methodology · Statistics 2026-05-29 Fabio Centofanti , Mia Hubert , Peter J. Rousseeuw

In recent years, machine learning models have been increasingly applied to spectroscopic datasets for chemical and biomedical analysis. For their successful adoption, particularly in clinical and safety-critical settings, professionals and…

Principal Component Analysis (PCA) and K-means constitute fundamental techniques in multivariate analysis. Although they are frequently applied independently or sequentially to cluster observations, the relationship between them, especially…

Machine Learning · Statistics 2025-12-02 Victor Saquicela , Kenneth Palacio-Baus , Mario Chifla

We revisit the problem of fair principal component analysis (PCA), where the goal is to learn the best low-rank linear approximation of the data that obfuscates demographic information. We propose a conceptually simple approach that allows…

Machine Learning · Statistics 2023-02-28 Matthäus Kleindessner , Michele Donini , Chris Russell , Muhammad Bilal Zafar

We present three generalisations of Kernel Principal Components Analysis (KPCA) which incorporate knowledge of the class labels of a subset of the data points. The first, MV-KPCA, penalises within class variances similar to Fisher…

Machine Learning · Computer Science 2010-08-10 Christian Walder , Ricardo Henao , Morten Mørup , Lars Kai Hansen

We propose to directly compute classification estimates by learning features encoded with their class scores using PCA. Our resulting model has a encoder-decoder structure suitable for supervised learning, it is computationally efficient…

Machine Learning · Computer Science 2022-10-27 Rozenn Dahyot

Sparse principal component analysis (SPCA) methods have proven to efficiently analyze high-dimensional data. Among them, threshold-based SPCA (TSPCA) is computationally more cost-effective than regularized SPCA, based on L1 penalties. We…

Methodology · Statistics 2023-05-29 Kazuyoshi Yata , Makoto Aoshima

Principal component regression (PCR) is a two-stage procedure that selects some principal components and then constructs a regression model regarding them as new explanatory variables. Note that the principal components are obtained from…

Machine Learning · Statistics 2015-05-12 Shuichi Kawano , Hironori Fujisawa , Toyoyuki Takada , Toshihiko Shiroishi

In this paper, a new method is proposed for sparse PCA based on the recursive divide-and-conquer methodology. The main idea is to separate the original sparse PCA problem into a series of much simpler sub-problems, each having a closed-form…

Computer Vision and Pattern Recognition · Computer Science 2012-12-03 Qian Zhao , Deyu Meng , Zongben Xu

We study robust PCA for the fully observed setting, which is about separating a low rank matrix $\boldsymbol{L}$ and a sparse matrix $\boldsymbol{S}$ from their sum $\boldsymbol{D}=\boldsymbol{L}+\boldsymbol{S}$. In this paper, a new…

Information Theory · Computer Science 2021-06-29 HanQin Cai , Jian-Feng Cai , Ke Wei

Principal Component Analysis (PCA) and its nonlinear extension Kernel PCA (KPCA) are widely used across science and industry for data analysis and dimensionality reduction. Modern deep learning tools have achieved great empirical success,…

Machine Learning · Computer Science 2023-02-23 Francesco Tonin , Qinghua Tao , Panagiotis Patrinos , Johan A. K. Suykens

Over the years, Principal Component Analysis (PCA) has served as the baseline approach for dimensionality reduction in gene expression data analysis. It primary objective is to identify a subset of disease-causing genes from a vast pool of…

Algebraic Topology · Mathematics 2023-06-13 Sean Cottrell , Rui Wang , Guowei Wei

We consider the problem of estimating multiple principal components using the recently-proposed Sparse and Functional Principal Components Analysis (SFPCA) estimator. We first propose an extension of SFPCA which estimates several principal…

Machine Learning · Statistics 2020-12-10 Michael Weylandt

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

For very large datasets, random projections (RP) have become the tool of choice for dimensionality reduction. This is due to the computational complexity of principal component analysis. However, the recent development of randomized…

Machine Learning · Statistics 2019-01-04 Michael Wojnowicz , Di Zhang , Glenn Chisholm , Xuan Zhao , Matt Wolff

Principal component analysis (PCA) is an unsupervised method for learning low-dimensional features with orthogonal projections. Multilinear PCA methods extend PCA to deal with multidimensional data (tensors) directly via tensor-to-tensor…

Machine Learning · Statistics 2015-05-08 Qiquan Shi , Haiping Lu