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The problem of principle component analysis (PCA) is traditionally solved by spectral or algebraic methods. We show how computing the leading principal component could be reduced to solving a \textit{small} number of well-conditioned {\it…

Optimization and Control · Mathematics 2015-11-26 Dan Garber , Elad Hazan

This article studies the robustness of the eigenvalue ordering, an important issue when estimating the leading eigen-subspace by principal component analysis (PCA). In Yata and Aoshima (2010), cross-data-matrix PCA (CDM-PCA) was proposed…

Methodology · Statistics 2025-03-24 Hung Hung , Su-Yun Huang

Principal Component Analysis (PCA) is a powerful and popular dimensionality reduction technique. However, due to its linear nature, it often fails to capture the complex underlying structure of real-world data. While Kernel PCA (kPCA)…

Machine Learning · Computer Science 2026-02-05 Thomas Uriot , Elise Chung

We present a new technique called contrastive principal component analysis (cPCA) that is designed to discover low-dimensional structure that is unique to a dataset, or enriched in one dataset relative to other data. The technique is a…

Machine Learning · Statistics 2017-11-23 Abubakar Abid , Martin J. Zhang , Vivek K. Bagaria , James Zou

Recently there has been a growing interest in fairness-aware recommender systems, including fairness in providing consistent performance across different users or groups of users. A recommender system could be considered unfair if the…

Information Retrieval · Computer Science 2019-10-17 Himan Abdollahpouri , Masoud Mansoury , Robin Burke , Bamshad Mobasher

Principal Component Analysis (PCA) has wide applications in machine learning, text mining and computer vision. Classical PCA based on a Gaussian noise model is fragile to noise of large magnitude. Laplace noise assumption based PCA methods…

Machine Learning · Computer Science 2014-12-22 Pengtao Xie , Eric Xing

Principal Component Analysis (PCA) is one of the most important methods to handle high dimensional data. However, most of the studies on PCA aim to minimize the loss after projection, which usually measures the Euclidean distance, though in…

Machine Learning · Computer Science 2019-03-19 Kai Liu , Qiuwei Li , Hua Wang , Gongguo Tang

Due to the rapid growth of smart agents such as weakly connected computational nodes and sensors, developing decentralized algorithms that can perform computations on local agents becomes a major research direction. This paper considers the…

Machine Learning · Computer Science 2021-02-09 Haishan Ye , Tong Zhang

Principal component analysis (PCA) is the most commonly used statistical procedure for dimension reduction. An important issue for applying PCA is to determine the rank, which is the number of dominant eigenvalues of the covariance matrix.…

Methodology · Statistics 2020-08-06 Hung Hung , Su-Yun Huang , Ching-Kang Ing

Point-of-Interest (POI) recommender systems provide personalized recommendations to users and help businesses attract potential customers. Despite their success, recent studies suggest that highly data-driven recommendations could be…

Information Retrieval · Computer Science 2022-04-11 Hossein A. Rahmani , Yashar Deldjoo , Ali Tourani , Mohammadmehdi Naghiaei

Multivariate imputation by chained equations (MICE) is one of the most popular approaches to address missing values in a data set. This approach requires specifying a univariate imputation model for every variable under imputation. The…

Methodology · Statistics 2023-11-01 Edoardo Costantini , Kyle M. Lang , Klaas Sijtsma

Dimension reduction is often an important step in the analysis of high-dimensional data. PCA is a popular technique to find the best low-dimensional approximation of high-dimensional data. However, classical PCA is very sensitive to…

Computation · Statistics 2019-01-14 Holger Cevallos-Valdiviezo , Stefan Van Aelst

Recommendation algorithms typically build models based on historical user-item interactions (e.g., clicks, likes, or ratings) to provide a personalized ranked list of items. These interactions are often distributed unevenly over different…

Information Retrieval · Computer Science 2021-03-16 Ziwei Zhu , Jianling Wang , James Caverlee

Retrieval-Augmented Generation (RAG) has emerged as a powerful paradigm for grounding large language models in external knowledge sources, improving the precision of agents responses. However, high-dimensional language model embeddings,…

Machine Learning · Computer Science 2025-04-14 Arman Khaledian , Amirreza Ghadiridehkordi , Nariman Khaledian

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

We consider the problem of decomposing a large covariance matrix into the sum of a low-rank matrix and a diagonally dominant matrix, and we call this problem the "Diagonally-Dominant Principal Component Analysis (DD-PCA)". DD-PCA is an…

Methodology · Statistics 2019-06-04 Zheng Tracy Ke , Lingzhou Xue , Fan Yang

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) 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

Principal Component Analysis (PCA) is a commonly used tool for dimension reduction and denoising. Therefore, it is also widely used on the data prior to training a neural network. However, this approach can complicate the explanation of…

Machine Learning · Computer Science 2025-09-30 Nhan Phan , Thu Nguyen , Uyen Dang , Pål Halvorsen , Michael A. Riegler

Principal component analysis (PCA) is a popular dimension reduction technique often used to visualize high-dimensional data structures. In genomics, this can involve millions of variables, but only tens to hundreds of observations.…

Statistics Theory · Mathematics 2020-06-11 Kristoffer Hellton , Magne Thoresen