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Retrieval-Augmented Generation (RAG) has emerged as a powerful paradigm for grounding large language models in external knowledge sources, improving the precision of agents responses. However, high-dimensional language model embeddings,…

Machine Learning · Computer Science 2025-04-14 Arman Khaledian , Amirreza Ghadiridehkordi , Nariman Khaledian

This paper introduces a new unsupervised method for dimensionality reduction via regression (DRR). The algorithm belongs to the family of invertible transforms that generalize Principal Component Analysis (PCA) by using curvilinear instead…

Machine Learning · Statistics 2016-02-02 Valero Laparra , Jesus Malo , Gustau Camps-Valls

This is a tutorial and survey paper on unification of spectral dimensionality reduction methods, kernel learning by Semidefinite Programming (SDP), Maximum Variance Unfolding (MVU) or Semidefinite Embedding (SDE), and its variants. We first…

Machine Learning · Statistics 2022-08-04 Benyamin Ghojogh , Ali Ghodsi , Fakhri Karray , Mark Crowley

Principal component analysis (PCA) is very popular to perform dimension reduction. The selection of the number of significant components is essential but often based on some practical heuristics depending on the application. Only few works…

Machine Learning · Statistics 2017-09-19 Clément Elvira , Pierre Chainais , Nicolas Dobigeon

Dimensionality reduction represents a critical preprocessing step in order to increase the efficiency and the performance of many hyperspectral imaging algorithms. However, dimensionality reduction algorithms, such as the Principal…

Machine Learning · Computer Science 2024-03-28 E. Martel , R. Lazcano , J. Lopez , D. Madroñal , R. Salvador , S. Lopez , E. Juarez , R. Guerra , C. Sanz , R. Sarmiento

Principal Component Analysis (PCA) is a fundamental tool for representation learning, but its global linear formulation fails to capture the structure of data supported on curved manifolds. In contrast, manifold learning methods model…

Machine Learning · Computer Science 2026-04-22 Alexandre L. M. Levada

Nonlinear dimensionality reduction methods provide a valuable means to visualize and interpret high-dimensional data. However, many popular methods can fail dramatically, even on simple two-dimensional manifolds, due to problems such as…

Machine Learning · Statistics 2020-07-08 Daniel Ting , Michael I. Jordan

Probabilistic principal component analysis (PPCA) seeks a low dimensional representation of a data set in the presence of independent spherical Gaussian noise. The maximum likelihood solution for the model is an eigenvalue problem on the…

Machine Learning · Computer Science 2012-06-22 Alfredo Kalaitzis , Neil Lawrence

Covariance matrix estimation and principal component analysis (PCA) are two cornerstones of multivariate analysis. Classic textbook solutions perform poorly when the dimension of the data is of a magnitude similar to the sample size, or…

Statistics Theory · Mathematics 2014-06-25 Olivier Ledoit , Michael Wolf

Despite the rapid development of computational hardware, the treatment of large and high dimensional data sets is still a challenging problem. This paper provides a twofold contribution to the topic. First, we propose a Gaussian Mixture…

Classical methods such as Principal Component Analysis (PCA) and Canonical Correlation Analysis (CCA) are ubiquitous in statistics. However, these techniques are only able to reveal linear relationships in data. Although nonlinear variants…

Machine Learning · Statistics 2014-05-14 David Lopez-Paz , Suvrit Sra , Alex Smola , Zoubin Ghahramani , Bernhard Schölkopf

Of particular interest is to discover useful representations solely from observations in an unsupervised generative manner. However, the question of whether existing normalizing flows provide effective representations for downstream tasks…

Computer Vision and Pattern Recognition · Computer Science 2022-08-24 Shen Li , Bryan Hooi

Principal component analysis (PCA) for binary data, known as logistic PCA, has become a popular alternative to dimensionality reduction of binary data. It is motivated as an extension of ordinary PCA by means of a matrix factorization, akin…

Machine Learning · Statistics 2020-09-08 Andrew J. Landgraf , Yoonkyung Lee

When functional data manifest amplitude and phase variations, a commonly-employed framework for analyzing them is to take away the phase variation through a function alignment and then to apply standard tools to the aligned functions. A…

Methodology · Statistics 2017-05-30 Sungwon Lee , Sungkyu Jung

We propose a new approach to analyze data that naturally lie on manifolds. We focus on a special class of manifolds, called direct product manifolds, whose intrinsic dimension could be very high. Our method finds a low-dimensional…

Applications · Statistics 2011-04-19 Sungkyu Jung , Mark Foskey , J. S. Marron

In the era of big data, reducing data dimensionality is critical in many areas of science. Widely used Principal Component Analysis (PCA) addresses this problem by computing a low dimensional data embedding that maximally explain variance…

Machine Learning · Statistics 2017-02-24 Soheil Feizi , David Tse

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 component analysis (PCA) is a widely employed statistical tool used primarily for dimensionality reduction. However, it is known to be adversely affected by the presence of outlying observations in the sample, which is quite…

Methodology · Statistics 2023-09-26 Subhrajyoty Roy , Ayanendranath Basu , Abhik Ghosh

We tackle the challenges of modeling high-dimensional data sets, particularly those with latent low-dimensional structures hidden within complex, non-linear, and noisy relationships. Our approach enables a seamless integration of concepts…

Machine Learning · Statistics 2025-03-17 Zichuan Guo , Mihai Cucuringu , Alexander Y. Shestopaloff

We present a new straightforward principal component analysis (PCA) method based on the diagonalization of the weighted variance-covariance matrix through two spectral decomposition methods: power iteration and Rayleigh quotient iteration.…

Instrumentation and Methods for Astrophysics · Physics 2014-12-16 Ludovic Delchambre