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In the current context of data explosion, online techniques that do not require storing all data in memory are indispensable to routinely perform tasks like principal component analysis (PCA). Recursive algorithms that update the PCA with…

Machine Learning · Statistics 2015-11-13 Hervé Cardot , David Degras

Principal component analysis is a versatile tool to reduce dimensionality which has wide applications in statistics and machine learning. It is particularly useful for modeling data in high-dimensional scenarios where the number of…

Methodology · Statistics 2022-08-18 Xiaoyu Hu , Fang Yao

Principal Component Analysis is a novel way of of dimensionality reduction. This problem essentially boils down to finding the top k eigen vectors of the data covariance matrix. A considerable amount of literature is found on algorithms…

Machine Learning · Computer Science 2019-01-08 Jian Vora

We propose a new data-driven method to select the optimal number of relevant components in Principal Component Analysis (PCA). This new method applies to correlation matrices whose time autocorrelation function decays more slowly than an…

Statistical Finance · Quantitative Finance 2019-10-07 Anshul Verma , Pierpaolo Vivo , Tiziana Di Matteo

Sparse principal component analysis addresses the problem of finding a linear combination of the variables in a given data set with a sparse coefficients vector that maximizes the variability of the data. This model enhances the ability to…

Optimization and Control · Mathematics 2017-03-09 Amir Beck , Yakov Vaisbourd

Many automated machine learning methods, such as those for hyperparameter and neural architecture optimization, are computationally expensive because they involve training many different model configurations. In this work, we present a new…

Machine Learning · Computer Science 2020-06-08 Martin Wistuba , Tejaswini Pedapati

Machine learning assumes a pivotal role in our data-driven world. The increasing scale of models and datasets necessitates quick and reliable algorithms for model training. This dissertation investigates adaptivity in machine learning…

Machine Learning · Computer Science 2023-11-20 Slavomír Hanzely

Principal component analysis (PCA) is often used for analyzing data in the most diverse areas. In this work, we report an integrated approach to several theoretical and practical aspects of PCA. We start by providing, in an intuitive and…

Computational Engineering, Finance, and Science · Computer Science 2021-06-09 Felipe L. Gewers , Gustavo R. Ferreira , Henrique F. de Arruda , Filipi N. Silva , Cesar H. Comin , Diego R. Amancio , Luciano da F. Costa

How can the stability and efficiency of Artificial Neural Networks (ANNs) be ensured through a systematic analysis method? This paper seeks to address that query. While numerous factors can influence the learning process of ANNs, utilizing…

Artificial Intelligence · Computer Science 2023-10-10 Cheng Kang , Xujing Yao

Motivation: Although principal component analysis is frequently applied to reduce the dimensionality of matrix data, the method is sensitive to noise and bias and has difficulty with comparability and interpretation. These issues are…

Methodology · Statistics 2012-12-27 Tomokazu Konishi

When looking for a solution, deterministic methods have the enormous advantage that they do find global optima. Unfortunately, they are very CPU-intensive, and are useless on untractable NP-hard problems that would require thousands of…

Neural and Evolutionary Computing · Computer Science 2011-12-20 Pierre Collet , Jean-Philippe Rennard

Designing faster optimization algorithms is of ever-growing interest. In recent years, learning to learn methods that learn how to optimize demonstrated very encouraging results. Current approaches usually do not effectively include the…

Machine Learning · Computer Science 2022-12-01 Petr Šimánek , Daniel Vašata , Pavel Kordík

The exponential growth of volume, variety and velocity of data is raising the need for investigations of automated or semi-automated ways to extract useful patterns from the data. It requires deep expert knowledge and extensive…

Machine Learning · Computer Science 2020-07-22 Abbas Raza Ali , Marcin Budka , Bogdan Gabrys

Some recent approaches for scalable offline partial evaluation of logic programs include a size-change analysis for ensuring both so called local and global termination. In this work|inspired by experimental evaluation|we introduce several…

Programming Languages · Computer Science 2009-03-13 Michael Leuschel , Salvador Tamarit , German Vidal

Principal component analysis (PCA) is a widely used method for data processing, such as for dimension reduction and visualization. Standard PCA is known to be sensitive to outliers, and thus, various robust PCA methods have been proposed.…

Machine Learning · Statistics 2020-08-11 Keishi Sando , Hideitsu Hino

In this paper we analyze different ways of performing principal component analysis throughout three different approaches: robust covariance and correlation matrix estimation, projection pursuit approach and non-parametric maximum entropy…

Statistics Theory · Mathematics 2019-03-04 María Camila Vásquez-Correa , Henry Laniado Rodas

Incorporating side observations in decision making can reduce uncertainty and boost performance, but it also requires we tackle a potentially complex predictive relationship. While one may use off-the-shelf machine learning methods to…

Machine Learning · Statistics 2021-09-01 Yichun Hu , Nathan Kallus , Xiaojie Mao

Parameter fitting of data to a proposed equation almost always consider these parameters as independent variables. Here, the method proposed optimizes an arbitrary number of variables by the minimization of a function of a single variable.…

Chemical Physics · Physics 2010-06-15 Christopher G. Jesudason

There is a growing cross-disciplinary effort in the broad domain of optimization and learning with streams of data, applied to settings where traditional batch optimization techniques cannot produce solutions at time scales that match the…

Optimization and Control · Mathematics 2021-11-29 Emiliano Dall'Anese , Andrea Simonetto , Stephen Becker , Liam Madden

We consider the problem of learning a linear factor model. We propose a regularized form of principal component analysis (PCA) and demonstrate through experiments with synthetic and real data the superiority of resulting estimates to those…

Machine Learning · Computer Science 2013-05-31 Yi-Hao Kao , Benjamin Van Roy
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