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In many applications, particularly in the natural sciences, the available high-dimensional set of features may contain variables that are not correlated with the response under consideration. Such irrelevant features can, in certain cases,…

Statistics Theory · Mathematics 2025-07-28 Gianluca Finocchio , Tatyana Krivobokova

Scalability of statistical estimators is of increasing importance in modern applications and dimension reduction is often used to extract relevant information from data. A variety of popular dimension reduction approaches can be framed as…

Machine Learning · Statistics 2013-11-07 Stoyan Georgiev , Sayan Mukherjee

Partial Differential Equations (PDEs) are central to science and engineering. Since solving them is computationally expensive, a lot of effort has been put into approximating their solution operator via both traditional and recently…

Machine Learning · Computer Science 2025-02-14 Alessandro Longhi , Danny Lathouwers , Zoltán Perkó

Contrastive learning has shown impressive success in enhancing feature discriminability for various visual tasks in a self-supervised manner, but the standard contrastive paradigm (features+$\ell_{2}$ normalization) has limited benefits…

Computer Vision and Pattern Recognition · Computer Science 2024-06-11 Junjie Li , Yixin Zhang , Zilei Wang , Saihui Hou , Keyu Tu , Man Zhang

Dimensionality reduction algorithms like principal component analysis (PCA) are workhorses of machine learning and neuroscience, but each has well-known limitations. Variants of PCA are simple and interpretable, but not flexible enough to…

Machine Learning · Computer Science 2025-12-01 John J. Vastola , Samuel J. Gershman , Kanaka Rajan

Partial least squares (PLS) is a simple factorisation method that works well with high dimensional problems in which the number of observations is limited given the number of independent variables. In this article, we show that PLS can…

Econometrics · Economics 2024-09-10 João B. Assunção , Pedro Afonso Fernandes

Temporal Difference (TD) algorithms are widely used in Deep Reinforcement Learning (RL). Their performance is heavily influenced by the size of the neural network. While in supervised learning, the regime of over-parameterization and its…

Machine Learning · Computer Science 2024-02-20 David Brellmann , Eloïse Berthier , David Filliat , Goran Frehse

Dimensionality reduction is a critical step in scaling machine learning pipelines. Principal component analysis (PCA) is a standard tool for dimensionality reduction, but performing PCA over a full dataset can be prohibitively expensive. As…

Databases · Computer Science 2020-08-25 Sahaana Suri , Peter Bailis

Dimensionality reduction is a classical technique widely used for data analysis. One foundational instantiation is Principal Component Analysis (PCA), which minimizes the average reconstruction error. In this paper, we introduce the…

Discrete Mathematics · Computer Science 2020-06-17 Uthaipon Tantipongpipat , Samira Samadi , Mohit Singh , Jamie Morgenstern , Santosh Vempala

In statistics, series of ordinary least squares problems (OLS) are used to study the linear correlation among sets of variables of interest; in many studies, the number of such variables is at least in the millions, and the corresponding…

Computational Engineering, Finance, and Science · Computer Science 2015-04-30 Alvaro Frank , Diego Fabregat-Traver , Paolo Bientinesi

Principal component analysis (PCA) is widely used for feature extraction and dimensionality reduction, with documented merits in diverse tasks involving high-dimensional data. Standard PCA copes with one dataset at a time, but it is…

Machine Learning · Computer Science 2019-01-30 Jia Chen , Gang Wang , Georgios B. Giannakis

We consider multi-class classification problems for high dimensional data. Following the idea of reduced-rank linear discriminant analysis (LDA), we introduce a new dimension reduction tool with a flavor of supervised principal component…

Methodology · Statistics 2017-03-28 Yue Selena Niu , Ning Hao , Bin Dong

Modern machine learning and deep learning models are shown to be vulnerable when testing data are slightly perturbed. Existing theoretical studies of adversarial training algorithms mostly focus on either adversarial training losses or…

Machine Learning · Statistics 2021-04-07 Yue Xing , Qifan Song , Guang Cheng

To solve key biomedical problems, experimentalists now routinely measure millions or billions of features (dimensions) per sample, with the hope that data science techniques will be able to build accurate data-driven inferences. Because…

Self-supervised learning (SSL) has rapidly advanced in recent years, approaching the performance of its supervised counterparts through the extraction of representations from unlabeled data. However, dimensional collapse, where a few large…

Machine Learning · Computer Science 2024-11-04 Junlin He , Jinxiao Du , Wei Ma

In our "big data" age, the size and complexity of data is steadily increasing. Methods for dimension reduction are ever more popular and useful. Two distinct types of dimension reduction are "data-oblivious" methods such as random…

Statistics Theory · Mathematics 2021-03-30 Fan Yang , Sifan Liu , Edgar Dobriban , David P. Woodruff

The risk of overparameterized models, in particular deep neural networks, is often double-descent shaped as a function of the model size. Recently, it was shown that the risk as a function of the early-stopping time can also be…

Machine Learning · Computer Science 2022-06-06 Fatih Furkan Yilmaz , Reinhard Heckel

We study adaptive data-dependent dimensionality reduction in the context of supervised learning in general metric spaces. Our main statistical contribution is a generalization bound for Lipschitz functions in metric spaces that are…

Machine Learning · Computer Science 2015-03-26 Lee-Ad Gottlieb , Aryeh Kontorovich , Robert Krauthgamer

Revisiting PCA for Time Series Reduction in Temporal Dimension; Jiaxin Gao, Wenbo Hu, Yuntian Chen; Deep learning has significantly advanced time series analysis (TSA), enabling the extraction of complex patterns for tasks like…

Machine Learning · Computer Science 2024-12-30 Jiaxin Gao , Wenbo Hu , Yuntian Chen

Classical machine learning algorithms often face scalability bottlenecks when they are applied to large-scale data. Such algorithms were designed to work with small data that is assumed to fit in the memory of one machine. In this report,…

Distributed, Parallel, and Cluster Computing · Computer Science 2015-05-14 Tarek Elgamal , Mohamed Hefeeda