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Probabilistic principal component analysis (PPCA) seeks a low dimensional representation of a data set in the presence of independent spherical Gaussian noise. The maximum likelihood solution for the model is an eigenvalue problem on the…

Machine Learning · Computer Science 2012-06-22 Alfredo Kalaitzis , Neil Lawrence

Sparse principal component analysis (PCA) and sparse canonical correlation analysis (CCA) are two essential techniques from high-dimensional statistics and machine learning for analyzing large-scale data. Both problems can be formulated as…

Machine Learning · Statistics 2019-03-28 Shixiang Chen , Shiqian Ma , Lingzhou Xue , Hui Zou

Intrinsic image decomposition is an important and long-standing computer vision problem. Given an input image, recovering the physical scene properties is ill-posed. Several physically motivated priors have been used to restrict the…

Computer Vision and Pattern Recognition · Computer Science 2022-09-27 Zongji Wang , Yunfei Liu , Feng Lu

Federated learning has attracted significant attention as a privacy-preserving framework for training personalised models on multi-source heterogeneous data. However, most existing approaches are unable to handle scenarios where subgroup…

Methodology · Statistics 2025-10-14 Changxin Yang , Zhongyi Zhu , Heng Lian

The key challenge of personalized federated learning (PerFL) is to capture the statistical heterogeneity properties of data with inexpensive communications and gain customized performance for participating devices. To address these, we…

Machine Learning · Computer Science 2024-07-22 Sourasekhar Banerjee , Ali Dadras , Alp Yurtsever , Monowar Bhuyan

We study the fairness of dimensionality reduction methods for recommendations. We focus on the fundamental method of principal component analysis (PCA), which identifies latent components and produces a low-rank approximation via the…

Machine Learning · Computer Science 2025-05-30 David Liu , Jackie Baek , Tina Eliassi-Rad

We present a technique to perform dimensionality reduction on data that is subject to uncertainty. Our method is a generalization of traditional principal component analysis (PCA) to multivariate probability distributions. In comparison to…

Machine Learning · Computer Science 2019-10-14 Jochen Görtler , Thilo Spinner , Dirk Streeb , Daniel Weiskopf , Oliver Deussen

Many applications of machine learning, such as human health research, involve processing private or sensitive information. Privacy concerns may impose significant hurdles to collaboration in scenarios where there are multiple sites holding…

Machine Learning · Computer Science 2021-02-24 Hafiz Imtiaz , Jafar Mohammadi , Anand D. Sarwate

We study the Principal Component Analysis (PCA) problem in the distributed and streaming models of computation. Given a matrix $A \in R^{m \times n},$ a rank parameter $k < rank(A)$, and an accuracy parameter $0 < \epsilon < 1$, we want to…

Data Structures and Algorithms · Computer Science 2016-07-13 Christos Boutsidis , David P. Woodruff , Peilin Zhong

Recently popularized randomized methods for principal component analysis (PCA) efficiently and reliably produce nearly optimal accuracy --- even on parallel processors --- unlike the classical (deterministic) alternatives. We adapt one of…

Computation · Statistics 2011-12-23 Nathan Halko , Per-Gunnar Martinsson , Yoel Shkolnisky , Mark Tygert

In federated learning, communication cost is often a critical bottleneck to scale up distributed optimization algorithms to collaboratively learn a model from millions of devices with potentially unreliable or limited communication and…

Machine Learning · Computer Science 2020-11-24 Farzin Haddadpour , Mohammad Mahdi Kamani , Aryan Mokhtari , Mehrdad Mahdavi

In this paper we develop a new approach to sparse principal component analysis (sparse PCA). We propose two single-unit and two block optimization formulations of the sparse PCA problem, aimed at extracting a single sparse dominant…

Optimization and Control · Mathematics 2008-12-01 Michel Journée , Yurii Nesterov , Peter Richtárik , Rodolphe Sepulchre

Principal component analysis (PCA) is a classical method for dimensionality reduction based on extracting the dominant eigenvectors of the sample covariance matrix. However, PCA is well known to behave poorly in the ``large $p$, small $n$''…

Statistics Theory · Mathematics 2009-08-26 Arash A. Amini , Martin J. Wainwright

Data reconciliation (DR) and Principal Component Analysis (PCA) are two popular data analysis techniques in process industries. Data reconciliation is used to obtain accurate and consistent estimates of variables and parameters from…

Machine Learning · Computer Science 2015-05-05 Shankar Narasimhan , Nirav Bhatt

Principal component analysis (PCA) is a commonly used pattern analysis method that maps high-dimensional data into a lower-dimensional space maximizing the data variance, that results in the promotion of separability of data. Inspired by…

Signal Processing · Electrical Eng. & Systems 2022-06-20 Xiaoqiang Hua , Yusuke Ono , Linyu Peng , Yuting Xu

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

Federated recommendation aims to collect global knowledge by aggregating local models from massive devices, to provide recommendations while ensuring privacy. Current methods mainly leverage aggregation functions invented by federated…

Cryptography and Security · Computer Science 2024-06-07 Honglei Zhang , Haoxuan Li , Jundong Chen , Sen Cui , Kunda Yan , Abudukelimu Wuerkaixi , Xin Zhou , Zhiqi Shen , Yidong Li

Sparse principal component analysis (sPCA) enhances the interpretability of principal components (PCs) by imposing sparsity constraints on loading vectors (LVs). However, when used as a precursor to independent component analysis (ICA) for…

Computer Vision and Pattern Recognition · Computer Science 2024-11-20 Muhammad Usman Khalid

Network data are commonly collected in a variety of applications, representing either directly measured or statistically inferred connections between features of interest. In an increasing number of domains, these networks are collected…

Machine Learning · Statistics 2022-09-05 Michael Weylandt , George Michailidis

We propose a novel federated learning paradigm to model data variability among heterogeneous clients in multi-centric studies. Our method is expressed through a hierarchical Bayesian latent variable model, where client-specific parameters…

Machine Learning · Computer Science 2023-06-29 Irene Balelli , Santiago Silva , Marco Lorenzi