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Principal Component Analysis (PCA) is a very successful dimensionality reduction technique, widely used in predictive modeling. A key factor in its widespread use in this domain is the fact that the projection of a dataset onto its first…

Machine Learning · Statistics 2017-05-19 Xianghui Luo , Robert J. Durrant

Principal Component Analysis (PCA) is a ubiquitous tool with many applications in machine learning including feature construction, subspace embedding, and outlier detection. In this paper, we present an algorithm for computing the top…

Machine Learning · Computer Science 2013-10-25 Nikos Karampatziakis , Paul Mineiro

This paper uses network packet capture data to demonstrate how Robust Principal Component Analysis (RPCA) can be used in a new way to detect anomalies which serve as cyber-network attack indicators. The approach requires only a few…

Cryptography and Security · Computer Science 2018-01-08 Randy Paffenroth , Kathleen Kay , Les Servi

PCA is a classical statistical technique whose simplicity and maturity has seen it find widespread use as an anomaly detection technique. However, it is limited in this regard by being sensitive to gross perturbations of the input, and by…

Machine Learning · Computer Science 2017-08-01 Raghavendra Chalapathy , Aditya Krishna Menon , Sanjay Chawla

Classical principal component analysis (PCA) may suffer from the sensitivity to outliers and noise. Therefore PCA based on $\ell_1$-norm and $\ell_p$-norm ($0 < p < 1$) have been studied. Among them, the ones based on $\ell_p$-norm seem to…

Machine Learning · Computer Science 2020-05-27 Xiang-Fei Yang , Yuan-Hai Shao , Chun-Na Li , Li-Ming Liu , Nai-Yang Deng

Principal component analysis (PCA) is widely used for feature extraction and dimensionality reduction, with documented merits in diverse tasks involving high-dimensional data. Standard PCA copes with one dataset at a time, but it is…

Machine Learning · Computer Science 2019-01-30 Jia Chen , Gang Wang , Georgios B. Giannakis

Robust tensor recovery plays an instrumental role in robustifying tensor decompositions for multilinear data analysis against outliers, gross corruptions and missing values and has a diverse array of applications. In this paper, we study…

Machine Learning · Statistics 2014-08-26 Donald Goldfarb , Zhiwei Qin

Continual learning (CL) has spurred the development of several methods aimed at consolidating previous knowledge across sequential learning. Yet, the evaluations of these methods have primarily focused on the final output, such as changes…

Machine Learning · Computer Science 2024-08-20 Nishant Suresh Aswani , Amira Guesmi , Muhammad Abdullah Hanif , Muhammad Shafique

We study the Order-$k$ ($k \geq 4$) spiked tensor model for the tensor principal component analysis (PCA) problem: given $N$ i.i.d. observations of a $k$-th order tensor generated from the model $\mathbf{T} = \lambda \cdot v_*^{\otimes k} +…

Optimization and Control · Mathematics 2025-10-17 Shihong Ding , Yihong Gu , Yuanshi Liu , Cong Fang

This paper extends robust principal component analysis (RPCA) to nonlinear manifolds. Suppose that the observed data matrix is the sum of a sparse component and a component drawn from some low dimensional manifold. Is it possible to…

Machine Learning · Computer Science 2019-11-12 He Lyu , Ningyu Sha , Shuyang Qin , Ming Yan , Yuying Xie , Rongrong Wang

Principal component analysis (PCA) is a well-known linear dimension-reduction method that has been widely used in data analysis and modeling. It is an unsupervised learning technique that identifies a suitable linear subspace for the input…

Machine Learning · Statistics 2021-09-10 Shaojie Xu , Joel Vaughan , Jie Chen , Agus Sudjianto , Vijayan Nair

Principal component analysis (PCA) is largely adopted for chemical process monitoring and numerous PCA-based systems have been developed to solve various fault detection and diagnosis problems. Since PCA-based methods assume that the…

Machine Learning · Computer Science 2017-12-13 Haitao Zhao

Domain adaptation is a popular paradigm in modern machine learning which aims at tackling the problem of divergence (or shift) between the labeled training and validation datasets (source domain) and a potentially large unlabeled dataset…

Machine Learning · Computer Science 2023-11-10 Evgeny M Mirkes , Jonathan Bac , Aziz Fouché , Sergey V. Stasenko , Andrei Zinovyev , Alexander N. Gorban

Many applications in data analysis rely on the decomposition of a data matrix into a low-rank and a sparse component. Existing methods that tackle this task use the nuclear norm and L1-cost functions as convex relaxations of the rank…

Machine Learning · Statistics 2013-01-18 Clemens Hage , Martin Kleinsteuber

Principal Component Analysis (PCA) aims to find subspaces spanned by the so-called principal components that best represent the variance in the dataset. The deflation method is a popular meta-algorithm that sequentially finds individual…

Machine Learning · Computer Science 2024-05-30 Fangshuo Liao , Junhyung Lyle Kim , Cruz Barnum , Anastasios Kyrillidis

Asymmetric Tensor PCA (ATPCA) is a prototypical model for studying the trade-offs between sample complexity, computation, and memory. Existing algorithms for this problem typically require at least…

Machine Learning · Computer Science 2026-04-14 Shihong Ding , Weicheng Lin , Cong Fang

Principal component analysis (PCA) is an unsupervised method for learning low-dimensional features with orthogonal projections. Multilinear PCA methods extend PCA to deal with multidimensional data (tensors) directly via tensor-to-tensor…

Machine Learning · Statistics 2015-05-08 Qiquan Shi , Haiping Lu

Principal Component Analysis (PCA) is one of the most commonly used statistical methods for data exploration, and for dimensionality reduction wherein the first few principal components account for an appreciable proportion of the…

Methodology · Statistics 2024-01-11 Caren Marzban , Ulvi Yurtsever , Michael Richman

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) has well-documented merits for data extraction and dimensionality reduction. PCA deals with a single dataset at a time, and it is challenged when it comes to analyzing multiple datasets. Yet in certain…

Machine Learning · Computer Science 2017-10-27 Gang Wang , Jia Chen , Georgios B. Giannakis