Related papers: Spectral Guarantees for Adversarial Streaming PCA
This work provides improved guarantees for streaming principle component analysis (PCA). Given $A_1, \ldots, A_n\in \mathbb{R}^{d\times d}$ sampled independently from distributions satisfying $\mathbb{E}[A_i] = \Sigma$ for $\Sigma \succeq…
We study streaming principal component analysis (PCA), that is to find, in $O(dk)$ space, the top $k$ eigenvectors of a $d\times d$ hidden matrix $\bf \Sigma$ with online vectors drawn from covariance matrix $\bf \Sigma$. We provide…
We analyze Oja's algorithm for streaming $k$-PCA and prove that it achieves performance nearly matching that of an optimal offline algorithm. Given access to a sequence of i.i.d. $d \times d$ symmetric matrices, we show that Oja's algorithm…
Oja's algorithm for Streaming Principal Component Analysis (PCA) for $n$ data-points in a $d$ dimensional space achieves the same sin-squared error $O(r_{\mathsf{eff}}/n)$ as the offline algorithm in $O(d)$ space and $O(nd)$ time and a…
Principal Component Analysis (PCA) is a widely used technique in machine learning, data analysis and signal processing. With the increase in the size and complexity of datasets, it has become important to develop low-space usage algorithms…
We propose a novel statistical inference framework for streaming principal component analysis (PCA) using Oja's algorithm, enabling the construction of confidence intervals for individual entries of the estimated eigenvector. Most existing…
Since its inception in 1982, Oja's algorithm has become an established method for streaming principle component analysis (PCA). We study the problem of streaming PCA, where the data-points are sampled from an irreducible, aperiodic, and…
Low-precision streaming PCA estimates the top principal component in a streaming setting under limited precision. We establish an information-theoretic lower bound on the quantization resolution required to achieve a target accuracy for the…
In this paper we propose a new algorithm for streaming principal component analysis. With limited memory, small devices cannot store all the samples in the high-dimensional regime. Streaming principal component analysis aims to find the…
In this paper we analyze the behavior of the Oja's algorithm for online/streaming principal component subspace estimation. It is proved that with high probability it performs an efficient, gap-free, global convergence rate to approximate an…
Oja's algorithm has been the cornerstone of streaming methods in Principal Component Analysis (PCA) since it was first proposed in 1982. However, Oja's algorithm does not have a standardized choice of learning rate (step size) that both…
A streaming algorithm is considered to be adversarially robust if it provides correct outputs with high probability even when the stream updates are chosen by an adversary who may observe and react to the past outputs of the algorithm. We…
Oja's rule [Oja, Journal of mathematical biology 1982] is a well-known biologically-plausible algorithm using a Hebbian-type synaptic update rule to solve streaming principal component analysis (PCA). Computational neuroscientists have…
We study the statistical and computational aspects of kernel principal component analysis using random Fourier features and show that under mild assumptions, $O(\sqrt{n} \log n)$ features suffices to achieve $O(1/\epsilon^2)$ sample…
When rows of an $n \times d$ matrix $A$ are given in a stream, we study algorithms for approximating the top eigenvector of the matrix ${A}^TA$ (equivalently, the top right singular vector of $A$). We consider worst case inputs $A$ but…
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…
We study the problem of estimating the maximum matching size in graphs whose edges are revealed in a streaming manner. We consider both insertion-only streams and dynamic streams and present new upper and lower bound results for both…
We consider the problem of estimating the value of max cut in a graph in the streaming model of computation. At one extreme, there is a trivial $2$-approximation for this problem that uses only $O(\log n)$ space, namely, count the number of…
We study streaming algorithms in the white-box adversarial stream model, where the internal state of the streaming algorithm is revealed to an adversary who adaptively generates the stream updates, but the algorithm obtains fresh randomness…
We consider streaming principal component analysis when the stochastic data-generating model is subject to perturbations. While existing models assume a fixed covariance, we adopt a robust perspective where the covariance matrix belongs to…