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Related papers: Spectral Guarantees for Adversarial Streaming PCA

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Based on some new robust estimators of the covariance matrix, we propose stable versions of Principal Component Analysis (PCA) and we qualify it independently of the dimension of the ambient space. We first provide a robust estimator of the…

Statistics Theory · Mathematics 2015-11-20 Ilaria Giulini

This paper studies spectral approximation for a positive semidefinite matrix in the online setting. It is known in [Cohen et al. APPROX 2016] that we can construct a spectral approximation of a given $n \times d$ matrix in the online…

Numerical Analysis · Mathematics 2019-11-21 Masataka Gohda , Naonori Kakimura

We study principal component analysis (PCA), where given a dataset in $\mathbb{R}^d$ from a distribution, the task is to find a unit vector $v$ that approximately maximizes the variance of the distribution after being projected along $v$.…

Machine Learning · Computer Science 2023-05-05 Ilias Diakonikolas , Daniel M. Kane , Ankit Pensia , Thanasis Pittas

We consider streaming algorithms for approximating a product of input probabilities up to multiplicative error of $1-\epsilon$. It is shown that every randomized streaming algorithm for this problem needs space $\Omega(\log n + \log b -…

Data Structures and Algorithms · Computer Science 2025-10-02 Markus Lohrey , Leon Rische , Louisa Seelbach Benkner , Julio Xochitemol

We study the problem of recovering the subspace spanned by the first $k$ principal components of $d$-dimensional data under the streaming setting, with a memory bound of $O(kd)$. Two families of algorithms are known for this problem. The…

Machine Learning · Statistics 2015-10-13 Chun-Liang Li , Hsuan-Tien Lin , Chi-Jen Lu

We present a streaming algorithm for the vertex connectivity problem in dynamic streams with a (nearly) optimal space bound: for any $n$-vertex graph $G$ and any integer $k \geq 1$, our algorithm with high probability outputs whether or not…

Data Structures and Algorithms · Computer Science 2022-11-10 Sepehr Assadi , Vihan Shah

We consider streaming, one-pass principal component analysis (PCA), in the high-dimensional regime, with limited memory. Here, $p$-dimensional samples are presented sequentially, and the goal is to produce the $k$-dimensional subspace that…

Machine Learning · Statistics 2013-07-02 Ioannis Mitliagkas , Constantine Caramanis , Prateek Jain

Given a graph $G$, an edge-coloring is an assignment of colors to edges of $G$ such that any two edges sharing an endpoint receive different colors. By Vizing's celebrated theorem, any graph of maximum degree $\Delta$ needs at least…

Data Structures and Algorithms · Computer Science 2023-05-04 Soheil Behnezhad , Mohammad Saneian

We explore the use of local algorithms in the design of streaming algorithms for the Maximum Directed Cut problem. Specifically, building on the local algorithm of Buchbinder et al. (FOCS'12) and Censor-Hillel et al. (ALGOSENSORS'17), we…

Data Structures and Algorithms · Computer Science 2024-12-02 Raghuvansh R. Saxena , Noah G. Singer , Madhu Sudan , Santhoshini Velusamy

Many problems on data streams have been studied at two extremes of difficulty: either allowing randomized algorithms, in the static setting (where they should err with bounded probability on the worst case stream); or when only…

Data Structures and Algorithms · Computer Science 2022-11-11 Manuel Stoeckl

We consider stochastic smoothing of spectral functions of matrices using perturbations commonly studied in random matrix theory. We show that a spectral function remains spectral when smoothed using a unitarily invariant perturbation…

Machine Learning · Computer Science 2015-12-15 Jacob Abernethy , Chansoo Lee , Ambuj Tewari

Fair Principal Component Analysis (PCA) is a problem setting where we aim to perform PCA while making the resulting representation fair in that the projected distributions, conditional on the sensitive attributes, match one another.…

Machine Learning · Statistics 2023-10-31 Junghyun Lee , Hanseul Cho , Se-Young Yun , Chulhee Yun

We consider a partial-feedback variant of the well-studied online PCA problem where a learner attempts to predict a sequence of $d$-dimensional vectors in terms of a quadratic loss, while only having limited feedback about the environment's…

Machine Learning · Computer Science 2019-02-11 Wojciech Kotłowski , Gergely Neu

We study the problem of solving semidefinite programs (SDP) in the streaming model. Specifically, $m$ constraint matrices and a target matrix $C$, all of size $n\times n$ together with a vector $b\in \mathbb{R}^m$ are streamed to us…

Data Structures and Algorithms · Computer Science 2023-09-12 Zhao Song , Mingquan Ye , Lichen Zhang

In this paper, we study the problem of computing an edge-coloring in the (one-pass) W-streaming model. In this setting, the edges of an $n$-node graph arrive in an arbitrary order to a machine with a relatively small space, and the goal is…

Data Structures and Algorithms · Computer Science 2024-04-18 Shiri Chechik , Doron Mukhtar , Tianyi Zhang

We initiate a broad study of classical problems in the streaming model with insertions and deletions in the setting where we allow the approximation factor $\alpha$ to be much larger than $1$. Such algorithms can use significantly less…

Data Structures and Algorithms · Computer Science 2022-07-19 Yi Li , Honghao Lin , David P. Woodruff , Yuheng Zhang

We study the problem of computing an approximate maximum cardinality matching in the semi-streaming model when edges arrive in a \emph{random} order. In the semi-streaming model, the edges of the input graph G = (V,E) are given as a stream…

Data Structures and Algorithms · Computer Science 2020-05-04 Aaron Bernstein

A streaming algorithm is adversarially robust if it is guaranteed to perform correctly even in the presence of an adaptive adversary. Recently, several sophisticated frameworks for robustification of classical streaming algorithms have been…

Data Structures and Algorithms · Computer Science 2021-09-09 Omri Ben-Eliezer , Talya Eden , Krzysztof Onak

For many modern applications in science and engineering, data are collected in a streaming fashion carrying time-varying information, and practitioners need to process them with a limited amount of memory and computational resources in a…

Machine Learning · Statistics 2018-06-13 Laura Balzano , Yuejie Chi , Yue M. Lu

A streaming algorithm to compute the spectral proper orthogonal decomposition (SPOD) of stationary random processes is presented. As new data becomes available, an incremental update of the truncated eigenbasis of the estimated…

Fluid Dynamics · Physics 2019-01-14 Oliver T. Schmidt , Aaron Towne