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This paper studies the principal components (PC) estimator for high dimensional approximate factor models with weak factors in that the factor loading ($\boldsymbol{\Lambda}^0$) scales sublinearly in the number $N$ of cross-section units,…

Econometrics · Economics 2024-02-12 Jungjun Choi , Ming Yuan

We propose to directly compute classification estimates by learning features encoded with their class scores using PCA. Our resulting model has a encoder-decoder structure suitable for supervised learning, it is computationally efficient…

Machine Learning · Computer Science 2022-10-27 Rozenn Dahyot

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

We demonstrate that Principal Component Analysis (PCA), when applied in a structured manner, either to polar-transformed images or segment-wise to token sequences, enables extreme compression of neural models without sacrificing…

Computational Engineering, Finance, and Science · Computer Science 2025-08-07 Magnus Bengtsson

We introduce the use of two machine learning algorithms to create an empirical model of an experimental apparatus, which is able to reduce the number of measurements necessary for generic optimisation tasks exponentially as compared to…

Quantum Physics · Physics 2020-05-20 Pascal Kobel , Martin Link , Michael Köhl

Deep neural networks are composed of layers of parametrised linear operations intertwined with non linear activations. In basic models, such as the multi-layer perceptron, a linear layer operates on a simple input vector embedding of the…

Machine Learning · Computer Science 2020-03-06 Jean-Marc Andreoli

In this brief note, we formulate Principal Component Analysis (PCA) over datasets consisting not of points but of distributions, characterized by their location and covariance. Just like the usual PCA on points can be equivalently derived…

Machine Learning · Statistics 2023-06-26 Vlad Niculae

We propose NECA, a deep representation learning method for categorical data. Built upon the foundations of network embedding and deep unsupervised representation learning, NECA deeply embeds the intrinsic relationship among attribute values…

Machine Learning · Computer Science 2022-05-26 Xiaonan Gao , Sen Wu , Wenjun Zhou

Principal Component Analysis (PCA) aims to find subspaces spanned by the so-called principal components that best represent the variance in the dataset. The deflation method is a popular meta-algorithm that sequentially finds individual…

Machine Learning · Computer Science 2024-05-30 Fangshuo Liao , Junhyung Lyle Kim , Cruz Barnum , Anastasios Kyrillidis

Deep equilibrium models (DEQs) refrain from the traditional layer-stacking paradigm and turn to find the fixed point of a single layer. DEQs have achieved promising performance on different applications with featured memory efficiency. At…

Machine Learning · Computer Science 2023-06-05 Zonghan Yang , Tianyu Pang , Yang Liu

Many tasks in deep learning involve optimizing over the \emph{inputs} to a network to minimize or maximize some objective; examples include optimization over latent spaces in a generative model to match a target image, or adversarially…

Machine Learning · Computer Science 2021-11-29 Swaminathan Gurumurthy , Shaojie Bai , Zachary Manchester , J. Zico Kolter

The self-attention mechanism is the backbone of the transformer neural network underlying most large language models. It can capture complex word patterns and long-range dependencies in natural language. This paper introduces exponential…

Machine Learning · Statistics 2025-01-29 Kevin Christian Wibisono , Yixin Wang

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

This study applied representation learning algorithms to satellite images and evaluated the learned latent spaces with classifications of various weather events. The algorithms investigated include the classical linear transformation, i.e.,…

Computer Vision and Pattern Recognition · Computer Science 2025-08-11 Ting-Shuo Yo , Shih-Hao Su , Chien-Ming Wu , Wei-Ting Chen , Jung-Lien Chu , Chiao-Wei Chang , Hung-Chi Kuo

In many longitudinal studies, a large number of variables are measured repeatedly over time, with substantial missing data. Existing methods, such as probabilistic principal component analysis (PPCA), are ill-equipped to handle such…

Methodology · Statistics 2026-04-27 Xinyu Zhang , Ameer Qaqish , D. Y. Lin , Didong Li

Using the linear Gaussian latent variable model as a starting point we relax some of the constraints it imposes by deriving a nonparametric latent feature Gaussian variable model. This model introduces additional discrete latent variables…

Machine Learning · Statistics 2019-05-28 Adam Farooq , Yordan P. Raykov , Luc Evers , Max A. Little

Sparse Principal Component Analysis (sPCA) is a cardinal technique for obtaining combinations of features, or principal components (PCs), that explain the variance of high-dimensional datasets in an interpretable manner. This involves…

Optimization and Control · Mathematics 2025-12-02 Ryan Cory-Wright , Jean Pauphilet

Principal Component Analysis (PCA) and other multi-variate models are often used in the analysis of "omics" data. These models contain much information which is currently neither easily accessible nor interpretable. Here we present an…

Genomics · Quantitative Biology 2021-11-18 Nordine Aouni , Luc Linders , David Robinson , Len Vandelaer , Jessica Wiezorek , Geetesh Gupta , Rachel Cavill

A set of curves or images of similar shape is an increasingly common functional data set collected in the sciences. Principal Component Analysis (PCA) is the most widely used technique to decompose variation in functional data. However, the…

Methodology · Statistics 2009-09-29 Rima Izem , J. S. Marron

The network traffic matrix is widely used in network operation and management. It is therefore of crucial importance to analyze the components and the structure of the network traffic matrix, for which several mathematical approaches such…

Networking and Internet Architecture · Computer Science 2015-03-19 Zhe Wang , Kai Hu , Ke Xu , Baolin Yin , Xiaowen Dong