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Principal Component Analysis (PCA) is a popular method for dimension reduction and has attracted an unfailing interest for decades. More recently, kernel PCA (KPCA) has emerged as an extension of PCA but, despite its use in practice, a…

Machine Learning · Computer Science 2023-01-25 Maxime Haddouche , Benjamin Guedj , John Shawe-Taylor

We present a federated, asynchronous, and $(\varepsilon, \delta)$-differentially private algorithm for PCA in the memory-limited setting. Our algorithm incrementally computes local model updates using a streaming procedure and adaptively…

Machine Learning · Computer Science 2020-10-26 Andreas Grammenos , Rodrigo Mendoza-Smith , Jon Crowcroft , Cecilia Mascolo

Sparse principal component analysis (PCA) is a well-established dimensionality reduction technique that is often used for unsupervised feature selection (UFS). However, determining the regularization parameters is rather challenging, and…

Machine Learning · Computer Science 2025-04-07 Long Chen , Xianchao Xiu

We propose a new high dimensional semiparametric principal component analysis (PCA) method, named Copula Component Analysis (COCA). The semiparametric model assumes that, after unspecified marginally monotone transformations, the…

Machine Learning · Statistics 2014-02-20 Fang Han , Han Liu

This paper investigates the intrinsic group structures within the framework of large-dimensional approximate factor models, which portrays homogeneous effects of the common factors on the individuals that fall into the same group. To this…

Methodology · Statistics 2025-03-18 Yong He , Dong Liu , Guangming Pan , Yiming Wang

When data is sampled from an unknown subspace, principal component analysis (PCA) provides an effective way to estimate the subspace and hence reduce the dimension of the data. At the heart of PCA is the Eckart-Young-Mirsky theorem, which…

Machine Learning · Computer Science 2012-10-11 Yao-Liang Yu , Dale Schuurmans

The performance of principal component analysis (PCA) suffers badly in the presence of outliers. This paper proposes two novel approaches for robust PCA based on semidefinite programming. The first method, maximum mean absolute deviation…

Computation · Statistics 2014-01-13 Michael McCoy , Joel Tropp

Principal component analysis (PCA) is one of the most fundamental procedures in exploratory data analysis and is the basic step in applications ranging from quantitative finance and bioinformatics to image analysis and neuroscience.…

Data Structures and Algorithms · Computer Science 2019-05-13 Fedor V. Fomin , Petr A. Golovach , Fahad Panolan , Kirill Simonov

Tensor Robust Principal Component Analysis (TRPCA) is a fundamental technique for decomposing multi-dimensional data into a low-rank tensor and an outlier tensor, yet existing methods relying on sparse outlier assumptions often fail under…

Numerical Analysis · Mathematics 2025-04-28 Yangyang Xu , Kexin Li , Li Yang , You-Wei Wen

Recovering low-rank and sparse matrices from incomplete or corrupted observations is an important problem in machine learning, statistics, bioinformatics, computer vision, as well as signal and image processing. In theory, this problem can…

Machine Learning · Computer Science 2014-09-04 Fanhua Shang , Yuanyuan Liu , Hanghang Tong , James Cheng , Hong Cheng

In the past decades, exactly recovering the intrinsic data structure from corrupted observations, which is known as robust principal component analysis (RPCA), has attracted tremendous interests and found many applications in computer…

Numerical Analysis · Computer Science 2012-05-08 Risheng Liu , Zhouchen Lin , Siming Wei , Zhixun Su

Principal component analysis and factor analysis are fundamental multivariate analysis methods. In this paper a unified framework to connect them is introduced. Under a general latent variable model, we present matrix optimization problems…

Methodology · Statistics 2024-05-31 Shifeng Xiong

As a widely used method in machine learning, principal component analysis (PCA) shows excellent properties for dimensionality reduction. It is a serious problem that PCA is sensitive to outliers, which has been improved by numerous Robust…

Machine Learning · Computer Science 2020-11-24 Shenglan Liu , Yang Yu

PCA (Principal Component Analysis) and its variants areubiquitous techniques for matrix dimension reduction and reduced-dimensionlatent-factor extraction. One significant challenge in using PCA, is thechoice of the number of principal…

Machine Learning · Computer Science 2019-07-02 Ami Tavory

Personalized treatment of patients based on tissue-specific cancer subtypes has strongly increased the efficacy of the chosen therapies. Even though the amount of data measured for cancer patients has increased over the last years, most…

Machine Learning · Statistics 2017-09-18 Nora K. Speicher , Nico Pfeifer

Given a matrix of observed data, Principal Components Analysis (PCA) computes a small number of orthogonal directions that contain most of its variability. Provably accurate solutions for PCA have been in use for a long time. However, to…

Machine Learning · Computer Science 2016-11-01 Namrata Vaswani , Han Guo

Given a matrix of observed data, Principal Components Analysis (PCA) computes a small number of orthogonal directions that contain most of its variability. Provably accurate solutions for PCA have been in use for a long time. However, to…

Machine Learning · Computer Science 2016-11-03 Namrata Vaswani , Han Guo

Unsupervised learning makes manifest the underlying structure of data without curated training and specific problem definitions. However, the inference of relationships between data points is frustrated by the `curse of dimensionality' in…

The problem of principle component analysis (PCA) is traditionally solved by spectral or algebraic methods. We show how computing the leading principal component could be reduced to solving a \textit{small} number of well-conditioned {\it…

Optimization and Control · Mathematics 2015-11-26 Dan Garber , Elad Hazan

Learning augmented is a machine learning concept built to improve the performance of a method or model, such as enhancing its ability to predict and generalize data or features, or testing the reliability of the method by introducing noise…

Machine Learning · Computer Science 2024-01-09 Issam K. O Jabari , Shofiyah , Pradiptya Kahvi S , Novi Nur Putriwijaya , Novanto Yudistira