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Principal component analysis (PCA) is a widely used dimension reduction technique in machine learning and multivariate statistics. To improve the interpretability of PCA, various approaches to obtain sparse principal direction loadings have…

Data Structures and Algorithms · Computer Science 2021-06-07 Agniva Chowdhury , Petros Drineas , David P. Woodruff , Samson Zhou

Distributed computing is a standard way to scale up machine learning and data science algorithms to process large amounts of data. In such settings, avoiding communication amongst machines is paramount for achieving high performance. Rather…

Machine Learning · Statistics 2021-05-04 Vasileios Charisopoulos , Austin R. Benson , Anil Damle

Sparse Principal Component Analysis (PCA) methods are efficient tools to reduce the dimension (or the number of variables) of complex data. Sparse principal components (PCs) are easier to interpret than conventional PCs, because most…

Statistics Theory · Mathematics 2011-04-22 Dan Shen , Haipeng Shen , J. S. Marron

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…

Machine Learning · Statistics 2019-05-20 Davoud Ataee Tarzanagh , Mohamad Kazem Shirani Faradonbeh , George Michailidis

Sparse principal component analysis (PCA) is a popular dimensionality reduction technique for obtaining principal components which are linear combinations of a small subset of the original features. Existing approaches cannot supply…

Optimization and Control · Mathematics 2022-02-22 Dimitris Bertsimas , Ryan Cory-Wright , Jean Pauphilet

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

Previous versions of sparse principal component analysis (PCA) have presumed that the eigen-basis (a $p \times k$ matrix) is approximately sparse. We propose a method that presumes the $p \times k$ matrix becomes approximately sparse after…

Machine Learning · Statistics 2023-08-07 Fan Chen , Karl Rohe

Principal component analysis (PCA) is an essential algorithm for dimensionality reduction in many data science domains. We address the problem of performing a federated PCA on private data distributed among multiple data providers while…

Principal component analysis (PCA) is one of the most widely used dimensionality reduction methods in scientific data analysis. In many applications, for additional interpretability, it is desirable for the factor loadings to be sparse,…

Optimization and Control · Mathematics 2017-12-05 Santanu S. Dey , Rahul Mazumder , Marco Molinaro , Guanyi Wang

Principal Component Analysis (PCA) has been used to study the pathogenesis of diseases. To enhance the interpretability of classical PCA, various improved PCA methods have been proposed to date. Among these, a typical method is the…

Machine Learning · Computer Science 2019-05-29 Chun-Mei Feng , Yong Xu , Jin-Xing Liu , Ying-Lian Gao , Chun-Hou Zheng

We develop a new principal components analysis (PCA) type dimension reduction method for binary data. Different from the standard PCA which is defined on the observed data, the proposed PCA is defined on the logit transform of the success…

Applications · Statistics 2010-11-17 Seokho Lee , Jianhua Z. Huang , Jianhua Hu

Kernel Principal Component Analysis (KPCA) is a key machine learning algorithm for extracting nonlinear features from data. In the presence of a large volume of high dimensional data collected in a distributed fashion, it becomes very…

Machine Learning · Computer Science 2016-02-16 Maria-Florina Balcan , Yingyu Liang , Le Song , David Woodruff , Bo Xie

Principal component analysis (PCA) is a classical dimension reduction method which projects data onto the principal subspace spanned by the leading eigenvectors of the covariance matrix. However, it behaves poorly when the number of…

Statistics Theory · Mathematics 2013-05-27 Zongming Ma

Sparse principal component analysis (SPCA) has emerged as a powerful technique for modern data analysis, providing improved interpretation of low-rank structures by identifying localized spatial structures in the data and disambiguating…

Regularized variants of Principal Components Analysis, especially Sparse PCA and Functional PCA, are among the most useful tools for the analysis of complex high-dimensional data. Many examples of massive data, have both sparse and…

Machine Learning · Statistics 2019-08-21 Genevera I. Allen , Michael Weylandt

Sparse PCA is the optimization problem obtained from PCA by adding a sparsity constraint on the principal components. Sparse PCA is NP-hard and hard to approximate even in the single-component case. In this paper we settle the computational…

Machine Learning · Computer Science 2022-01-10 Alberto Del Pia

Sparse principal component analysis (sparse PCA) aims at finding a sparse basis to improve the interpretability over the dense basis of PCA, meanwhile the sparse basis should cover the data subspace as much as possible. In contrast to most…

Machine Learning · Computer Science 2014-05-02 Zhenfang Hu , Gang Pan , Yueming Wang , Zhaohui Wu

Principal component analysis (PCA) is not only a fundamental dimension reduction method, but is also a widely used network anomaly detection technique. Traditionally, PCA is performed in a centralized manner, which has poor scalability for…

Distributed, Parallel, and Cluster Computing · Computer Science 2015-12-22 Ni An , Steven Weber

Sparse Principal Component Analysis (sPCA) is a popular matrix factorization approach based on Principal Component Analysis (PCA) that combines variance maximization and sparsity with the ultimate goal of improving data interpretation. When…

Machine Learning · Statistics 2020-11-19 J. Camacho , A. K. Smilde , E. Saccenti , J. A. Westerhuis

Principal Component Analysis (PCA) is a widely utilized technique for dimensionality reduction; however, its inherent lack of interpretability-stemming from dense linear combinations of all feature-limits its applicability in many domains.…

Machine Learning · Computer Science 2025-04-01 Loc Hoang Tran