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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

This paper compares two neural network input selection schemes, the Principal Component Analysis (PCA) and the Automatic Relevance Determination (ARD) based on Mac-Kay's evidence framework. The PCA takes all the input data and projects it…

Computational Engineering, Finance, and Science · Computer Science 2007-05-23 L. Mdlazi , T. Marwala , C. J. Stander , C. Scheffer , P. S. Heyns

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

Principal components analysis (PCA) is a well-known technique for approximating a tabular data set by a low rank matrix. Here, we extend the idea of PCA to handle arbitrary data sets consisting of numerical, Boolean, categorical, ordinal,…

Machine Learning · Statistics 2015-05-06 Madeleine Udell , Corinne Horn , Reza Zadeh , Stephen Boyd

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

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

Principal component analysis (PCA) is a widely used technique for data analysis and dimension reduction with numerous applications in science and engineering. However, the standard PCA suffers from the fact that the principal components…

Optimization and Control · Mathematics 2009-07-14 Zhaosong Lu , Yong Zhang

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 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…

To do dimensionality reduction on the datasets with outliers, the $\ell_1$-norm principal component analysis (L1-PCA) as a typical robust alternative of the conventional PCA has enjoyed great popularity over the past years. In this work, we…

Optimization and Control · Mathematics 2022-10-27 Taoli Zheng , Peng Wang , Anthony Man-Cho So

Principal Component Analysis (PCA) is a popular tool for dimensionality reduction and feature extraction in data analysis. There is a probabilistic version of PCA, known as Probabilistic PCA (PPCA). However, standard PCA and PPCA are not…

Machine Learning · Computer Science 2019-04-16 Bowen Zhao , Xi Xiao , Wanpeng Zhang , Bin Zhang , Shutao Xia

Efficient representations of data are essential for processing, exploration, and human understanding, and Principal Component Analysis (PCA) is one of the most common dimensionality reduction techniques used for the analysis of large,…

Computation · Statistics 2023-11-06 Olga Dorabiala , Aleksandr Aravkin , J. Nathan Kutz

Principal component analysis (PCA) frequently suffers from the disturbance of outliers and thus a spectrum of robust extensions and variations of PCA have been developed. However, existing extensions of PCA treat all samples equally even…

Machine Learning · Computer Science 2021-03-23 Rui Zhang , Hongyuan Zhang , Xuelong Li

A principal component analysis based on the generalized Gini correlation index is proposed (Gini PCA). The Gini PCA generalizes the standard PCA based on the variance. It is shown, in the Gaussian case, that the standard PCA is equivalent…

Methodology · Statistics 2019-10-23 Charpentier , Arthur , Mussard , Stephane , Tea Ouraga

Finding informative low-dimensional representations that can be computed efficiently in large datasets is an important problem in data analysis. Recently, contrastive Principal Component Analysis (cPCA) was proposed as a more informative…

Machine Learning · Statistics 2022-11-16 Siavash Golkar , David Lipshutz , Tiberiu Tesileanu , Dmitri B. Chklovskii

Often the relation between the variables constituting a multivariate data space might be characterized by one or more of the terms: ``nonlinear'', ``branched'', ``disconnected'', ``bended'', ``curved'', ``heterogeneous'', or, more general,…

Astrophysics · Physics 2007-09-12 Jochen Einbeck , Ludger Evers , Coryn Bailer-Jones

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) has been widely used for dimensionality reduction and feature extraction. Robust PCA (RPCA), under different robust distance metrics, such as l1-norm and l2, p-norm, can deal with noise or outliers to some…

Machine Learning · Computer Science 2021-06-29 Zhao Kang , Hongfei Liu , Jiangxin Li , Xiaofeng Zhu , Ling Tian

Principal Component Analysis (PCA) is a method for estimating a subspace given noisy samples. It is useful in a variety of problems ranging from dimensionality reduction to anomaly detection and the visualization of high dimensional data.…

Statistics Theory · Mathematics 2019-06-14 David Hong , Laura Balzano , Jeffrey A. Fessler

Principal components analysis (PCA) is a standard tool for identifying good low-dimensional approximations to data in high dimension. Many data sets of interest contain private or sensitive information about individuals. Algorithms which…

Machine Learning · Statistics 2013-08-09 Kamalika Chaudhuri , Anand D. Sarwate , Kaushik Sinha
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