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Sparse and outlier-robust Principal Component Analysis (PCA) has been a very active field of research recently. Yet, most existing methods apply PCA to a single dataset whereas multi-source data-i.e. multiple related datasets requiring…

Methodology · Statistics 2026-02-26 Patricia Puchhammer , Ines Wilms , Peter Filzmoser

We revisit the problem of fair principal component analysis (PCA), where the goal is to learn the best low-rank linear approximation of the data that obfuscates demographic information. We propose a conceptually simple approach that allows…

Machine Learning · Statistics 2023-02-28 Matthäus Kleindessner , Michele Donini , Chris Russell , Muhammad Bilal Zafar

This work studies estimation of sparse principal components in high dimensions. Specifically, we consider a class of estimators based on kernel PCA, generalizing the covariance thresholding algorithm proposed by Krauthgamer et al. (2015).…

Statistics Theory · Mathematics 2025-04-10 Michael J. Feldman , Theodor Misiakiewicz , Elad Romanov

Principal component analysis (PCA) is a key statistical technique for multivariate data analysis. For large data sets the common approach to PCA computation is based on the standard NIPALS-PCA algorithm, which unfortunately suffers from…

Quantitative Methods · Quantitative Biology 2008-11-10 M. Andrecut

Principal component analysis (PCA) requires the computation of a low-rank approximation to a matrix containing the data being analyzed. In many applications of PCA, the best possible accuracy of any rank-deficient approximation is at most a…

Computation · Statistics 2010-06-04 Vladimir Rokhlin , Arthur Szlam , Mark Tygert

This report concerns the use of techniques for sparse signal representation and sparse error correction for automatic face recognition. Much of the recent interest in these techniques comes from the paper "Robust Face Recognition via Sparse…

Computer Vision and Pattern Recognition · Computer Science 2011-11-07 John Wright , Arvind Ganesh , Allen Yang , Zihan Zhou , Yi Ma

It is well known that Sparse PCA (Sparse Principal Component Analysis) is NP-hard to solve exactly on worst-case instances. What is the complexity of solving Sparse PCA approximately? Our contributions include: 1) a simple and efficient…

Machine Learning · Statistics 2015-07-22 Siu On Chan , Dimitris Papailiopoulos , Aviad Rubinstein

Recently years, the attempts on distilling mobile data into useful knowledge has been led to the deployment of machine learning algorithms at the network edge. Principal component analysis (PCA) is a classic technique for extracting the…

Information Theory · Computer Science 2022-04-04 Zezhong Zhang , Guangxu Zhu , Rui Wang , Vincent K. N. Lau , Kaibin Huang

Sparse principal component analysis (SPCA) methods have proven to efficiently analyze high-dimensional data. Among them, threshold-based SPCA (TSPCA) is computationally more cost-effective than regularized SPCA, based on L1 penalties. We…

Methodology · Statistics 2023-05-29 Kazuyoshi Yata , Makoto Aoshima

We present an extension of sparse PCA, or sparse dictionary learning, where the sparsity patterns of all dictionary elements are structured and constrained to belong to a prespecified set of shapes. This \emph{structured sparse PCA} is…

Machine Learning · Statistics 2009-09-09 Rodolphe Jenatton , Guillaume Obozinski , Francis Bach

We propose a novel value function approximation technique for Markov decision processes. We consider the problem of compactly representing the state-action value function using a low-rank and sparse matrix model. The problem is to decompose…

Machine Learning · Computer Science 2015-09-02 Hao Yi Ong

Face recognition is an effective technology for identifying a target person by facial images. However, sensitive facial images raises privacy concerns. Although privacy-preserving face recognition is one of potential solutions, this…

Computer Vision and Pattern Recognition · Computer Science 2025-05-22 Guotao Xu , Bowen Zhao , Yang Xiao , Yantao Zhong , Liang Zhai , Qingqi Pei

Principal component regression (PCR) is a two-stage procedure: the first stage performs principal component analysis (PCA) and the second stage constructs a regression model whose explanatory variables are replaced by principal components…

Machine Learning · Statistics 2021-11-22 Shuichi Kawano

Principal Component Analysis (PCA) is a popular method for dimension reduction and has attracted an unfailing interest for decades. More recently, kernel PCA (KPCA) has emerged as an extension of PCA but, despite its use in practice, a…

Machine Learning · Computer Science 2023-01-25 Maxime Haddouche , Benjamin Guedj , John Shawe-Taylor

Principal Component Analysis (PCA) is known to be the most widely applied dimensionality reduction approach. A lot of improvements have been done on the traditional PCA, in order to obtain optimal results in the dimensionality reduction of…

Computer Vision and Pattern Recognition · Computer Science 2020-09-28 Chisom Ezinne Ogbuanya

In this paper, a very effective method to solve the contiguous face occlusion recognition problem is proposed. It utilizes the robust image gradient direction features together with a variety of mapping functions and adopts a hierarchical…

Image and Video Processing · Electrical Eng. & Systems 2024-09-23 Cho-Ying Wu , Jian-Jiun Ding

We consider the following multi-component sparse PCA problem: given a set of data points, we seek to extract a small number of sparse components with disjoint supports that jointly capture the maximum possible variance. These components can…

The implementation of conventional sparse principal component analysis (SPCA) on high-dimensional data sets has become a time consuming work. In this paper, a series of subspace projections are constructed efficiently by using Household QR…

Machine Learning · Statistics 2019-12-09 Cong Xu , Min Yang , Jin Zhang

Regularized variants of Principal Components Analysis, especially Sparse PCA and Functional PCA, are among the most useful tools for the analysis of complex high-dimensional data. Many examples of massive data, have both sparse and…

Machine Learning · Statistics 2019-08-21 Genevera I. Allen , Michael Weylandt

Given a sample covariance matrix, we examine the problem of maximizing the variance explained by a linear combination of the input variables while constraining the number of nonzero coefficients in this combination. This is known as sparse…

Optimization and Control · Mathematics 2010-12-24 Youwei Zhang , Alexandre d'Aspremont , Laurent El Ghaoui
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