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We consider the problem of learning a linear factor model. We propose a regularized form of principal component analysis (PCA) and demonstrate through experiments with synthetic and real data the superiority of resulting estimates to those…

Machine Learning · Computer Science 2013-05-31 Yi-Hao Kao , Benjamin Van Roy

We present a new straightforward principal component analysis (PCA) method based on the diagonalization of the weighted variance-covariance matrix through two spectral decomposition methods: power iteration and Rayleigh quotient iteration.…

Instrumentation and Methods for Astrophysics · Physics 2014-12-16 Ludovic Delchambre

We extend the principal component analysis (PCA) to second-order stationary vector time series in the sense that we seek for a contemporaneous linear transformation for a $p$-variate time series such that the transformed series is segmented…

Methodology · Statistics 2018-12-21 Jinyuan Chang , Bin Guo , Qiwei Yao

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

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

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

The CP decomposition for high dimensional non-orthogonal spiked tensors is an important problem with broad applications across many disciplines. However, previous works with theoretical guarantee typically assume restrictive incoherence…

Machine Learning · Statistics 2022-09-20 Yuefeng Han , Cun-Hui Zhang

Principal component analysis (PCA) can be significantly limited when there is too few examples of the target data of interest. We propose a transfer learning approach to PCA (TL-PCA) where knowledge from a related source task is used in…

Machine Learning · Computer Science 2024-10-15 Sharon Hendy , Yehuda Dar

Principal Component Analysis (PCA) finds the best linear representation of data, and is an indispensable tool in many learning and inference tasks. Classically, principal components of a dataset are interpreted as the directions that…

Optimization and Control · Mathematics 2019-12-24 Raphael A. Hauser , Armin Eftekhari

A network supporting deep unsupervised learning is presented. The network is an autoencoder with lateral shortcut connections from the encoder to decoder at each level of the hierarchy. The lateral shortcut connections allow the higher…

Machine Learning · Statistics 2015-02-03 Harri Valpola

Principal component analysis (PCA) is often used for analyzing data in the most diverse areas. In this work, we report an integrated approach to several theoretical and practical aspects of PCA. We start by providing, in an intuitive and…

Computational Engineering, Finance, and Science · Computer Science 2021-06-09 Felipe L. Gewers , Gustavo R. Ferreira , Henrique F. de Arruda , Filipi N. Silva , Cesar H. Comin , Diego R. Amancio , Luciano da F. Costa

Machine Learning models are prone to fail when test data are different from training data, a situation often encountered in real applications known as distribution shift. While still valid, the training-time knowledge becomes less…

Machine Learning · Computer Science 2022-09-14 Thomas Cordier , Victor Bouvier , Gilles Hénaff , Céline Hudelot

Autoencoders have long been considered a nonlinear extension of Principal Component Analysis (PCA). Prior studies have demonstrated that linear autoencoders (LAEs) can recover the ordered, axis-aligned principal components of PCA by…

Machine Learning · Computer Science 2026-01-28 Qipeng Zhan , Zhuoping Zhou , Zexuan Wang , Li Shen

Understanding feature representation for deep neural networks (DNNs) remains an open question within the general field of explainable AI. We use principal component analysis (PCA) to study the performance of a k-nearest neighbors classifier…

Machine Learning · Computer Science 2023-09-28 Amit Harlev , Andrew Engel , Panos Stinis , Tony Chiang

Principal component analysis (PCA) is a widespread technique for data analysis that relies on the covariance-correlation matrix of the analyzed data. However to properly work with high-dimensional data, PCA poses severe mathematical…

Quantitative Methods · Quantitative Biology 2018-10-18 Luigi Leonardo Palese

Principal component analysis (PCA) has achieved great success in unsupervised learning by identifying covariance correlations among features. If the data collection fails to capture the covariance information, PCA will not be able to…

Computational Physics · Physics 2021-08-24 Ziming Liu , Sitian Qian , Yixuan Wang , Yuxuan Yan , Tianyi Yang

Graph neural networks (GNN) are an effective framework that exploit inter-relationships within graph-structured data for learning. Principal component analysis (PCA) involves the projection of data on the eigenspace of the covariance matrix…

Machine Learning · Computer Science 2023-01-18 Saurabh Sihag , Gonzalo Mateos , Corey McMillan , Alejandro Ribeiro

The robust PCA of covariance matrices plays an essential role when isolating key explanatory features. The currently available methods for performing such a low-rank plus sparse decomposition are matrix specific, meaning, those algorithms…

Machine Learning · Statistics 2023-06-07 Calypso Herrera , Florian Krach , Anastasis Kratsios , Pierre Ruyssen , Josef Teichmann

Principal components analysis (PCA) is a classical method for the reduction of dimensionality of data in the form of n observations (or cases) of a vector with p variables. For a simple model of factor analysis type, it is proved that…

Statistics Theory · Mathematics 2009-01-29 Iain M Johnstone , Arthur Yu Lu