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Principal component analysis (PCA) is widely used for dimensionality reduction, with well-documented merits in various applications involving high-dimensional data, including computer vision, preference measurement, and bioinformatics. In…

Machine Learning · Statistics 2013-10-01 Gonzalo Mateos , Georgios B. Giannakis

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…

Computation · Statistics 2018-01-11 Jianqing Fan , Dong Wang , Kaizheng Wang , Ziwei Zhu

We propose a novel exemplar selection approach based on Principal Component Analysis (PCA) and median sampling, and a neural network training regime in the setting of class-incremental learning. This approach avoids the pitfalls due to…

Machine Learning · Computer Science 2023-12-18 Sahil Nokhwal , Nirman Kumar

Principal component analysis (PCA) is very popular to perform dimension reduction. The selection of the number of significant components is essential but often based on some practical heuristics depending on the application. Only few works…

Machine Learning · Statistics 2017-09-19 Clément Elvira , Pierre Chainais , Nicolas Dobigeon

This paper presents a novel mechanism to adapt surrogate-assisted population-based algorithms. This mechanism is applied to ACM-ES, a recently proposed surrogate-assisted variant of CMA-ES. The resulting algorithm, saACM-ES, adjusts online…

Neural and Evolutionary Computing · Computer Science 2012-04-12 Ilya Loshchilov , Marc Schoenauer , Michèle Sebag

Recently it was shown by Nesterov (2011) that techniques form convex optimization can be used to successfully accelerate simple derivative-free randomized optimization methods. The appeal of those schemes lies in their low complexity, which…

Optimization and Control · Mathematics 2014-06-13 Sebastian U. Stich

Generalized principal component analysis (GLM-PCA) facilitates dimension reduction of non-normally distributed data. We provide a detailed derivation of GLM-PCA with a focus on optimization. We also demonstrate how to incorporate…

Machine Learning · Computer Science 2019-07-08 F. William Townes

This paper considers the estimation and inference of the low-rank components in high-dimensional matrix-variate factor models, where each dimension of the matrix-variates ($p \times q$) is comparable to or greater than the number of…

Statistics Theory · Mathematics 2022-10-20 Elynn Y. Chen , Jianqing Fan

Principal component analysis (PCA) is by far the most widespread tool for unsupervised learning with high-dimensional data sets. Its application is popularly studied for the purpose of exploratory data analysis and online process…

Applications · Statistics 2019-02-12 Stefania Russo , Guangyu Li , Kris Villez

Rather than obtaining a single good solution for a given optimization problem, users often seek alternative design choices, because the best-found solution may perform poorly with respect to additional objectives or constraints that are…

Neural and Evolutionary Computing · Computer Science 2025-08-06 Maria Laura Santoni , Christoph Dürr , Carola Doerr , Mike Preuss , Elena Raponi

Probabilistic principal component analysis (PPCA) seeks a low dimensional representation of a data set in the presence of independent spherical Gaussian noise, Sigma = (sigma^2)*I. The maximum likelihood solution for the model is an…

Machine Learning · Statistics 2011-06-23 Alfredo A. Kalaitzis , Neil D. Lawrence

Principal component analysis (PCA) plays an important role in the analysis of cryo-EM images for various tasks such as classification, denoising, compression, and ab-initio modeling. We introduce a fast method for estimating a compressed…

Numerical Analysis · Mathematics 2022-11-01 Nicholas F. Marshall , Oscar Mickelin , Yunpeng Shi , Amit Singer

Alignment of Large Language Models (LLMs) typically relies on Reinforcement Learning from Human Feedback (RLHF) with gradient-based optimizers such as Proximal Policy Optimization (PPO) or Group Relative Policy Optimization (GRPO). While…

Motivated by the previously developed multilevel aggregation method for solving structural analysis problems a novel two-level aggregation approach for efficient iterative solution of Principal Component Analysis (PCA) problems is proposed.…

Numerical Analysis · Computer Science 2016-03-01 Vitaly Bulgakov

Principal Component Analysis (PCA) is a widely used technique in exploratory data analysis, visualization, and data preprocessing, leveraging the concept of variance to identify key dimensions in datasets. In this study, we focus on the…

Applications · Statistics 2024-07-03 Reza Dastranj , Martin Kolar

We describe and analyze a simple algorithm for principal component analysis and singular value decomposition, VR-PCA, which uses computationally cheap stochastic iterations, yet converges exponentially fast to the optimal solution. In…

Machine Learning · Computer Science 2015-08-03 Ohad Shamir

Because of high dimensionality, correlation among covariates, and noise contained in data, dimension reduction (DR) techniques are often employed to the application of machine learning algorithms. Principal Component Analysis (PCA), Linear…

Machine Learning · Statistics 2019-10-08 Katherine C. Kempfert , Yishi Wang , Cuixian Chen , Samuel W. K. Wong

In the field of evolutionary computation, one of the most challenging topics is algorithm selection. Knowing which heuristics to use for which optimization problem is key to obtaining high-quality solutions. We aim to extend this research…

Neural and Evolutionary Computing · Computer Science 2019-04-17 Diederick Vermetten , Sander van Rijn , Thomas Bäck , Carola Doerr

Principal component analysis (PCA) frequently suffers from the disturbance of outliers and thus a spectrum of robust extensions and variations of PCA have been developed. However, existing extensions of PCA treat all samples equally even…

Machine Learning · Computer Science 2021-03-23 Rui Zhang , Hongyuan Zhang , Xuelong Li

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
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