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Principal component analysis (PCA) is a widely used dimension reduction technique in machine learning and multivariate statistics. To improve the interpretability of PCA, various approaches to obtain sparse principal direction loadings have…

数据结构与算法 · 计算机科学 2021-06-07 Agniva Chowdhury , Petros Drineas , David P. Woodruff , Samson Zhou

We study streaming principal component analysis (PCA), that is to find, in $O(dk)$ space, the top $k$ eigenvectors of a $d\times d$ hidden matrix $\bf \Sigma$ with online vectors drawn from covariance matrix $\bf \Sigma$. We provide…

最优化与控制 · 数学 2017-04-18 Zeyuan Allen-Zhu , Yuanzhi Li

Learning augmented is a machine learning concept built to improve the performance of a method or model, such as enhancing its ability to predict and generalize data or features, or testing the reliability of the method by introducing noise…

机器学习 · 计算机科学 2024-01-09 Issam K. O Jabari , Shofiyah , Pradiptya Kahvi S , Novi Nur Putriwijaya , Novanto Yudistira

Sparse Principal Component Analysis (sPCA) is a cardinal technique for obtaining combinations of features, or principal components (PCs), that explain the variance of high-dimensional datasets in an interpretable manner. This involves…

最优化与控制 · 数学 2025-12-02 Ryan Cory-Wright , Jean Pauphilet

We study the distributed computing setting in which there are multiple servers, each holding a set of points, who wish to compute functions on the union of their point sets. A key task in this setting is Principal Component Analysis (PCA),…

机器学习 · 计算机科学 2014-12-24 Maria-Florina Balcan , Vandana Kanchanapally , Yingyu Liang , David Woodruff

Artificial neural networks that learn to perform Principal Component Analysis (PCA) and related tasks using strictly local learning rules have been previously derived based on the principle of similarity matching: similar pairs of inputs…

统计计算 · 统计学 2018-11-06 Victor Minden , Cengiz Pehlevan , Dmitri B. Chklovskii

We study the statistical and computational aspects of kernel principal component analysis using random Fourier features and show that under mild assumptions, $O(\sqrt{n} \log n)$ features suffices to achieve $O(1/\epsilon^2)$ sample…

机器学习 · 计算机科学 2018-11-19 Enayat Ullah , Poorya Mianjy , Teodor V. Marinov , Raman Arora

The study of stability and sensitivity of statistical methods or algorithms with respect to their data is an important problem in machine learning and statistics. The performance of the algorithm under resampling of the data is a…

统计理论 · 数学 2023-02-15 Haoyu Wang

Principal components analysis (PCA) is a classical method for the reduction of dimensionality of data in the form of n observations (or cases) of a vector with p variables. For a simple model of factor analysis type, it is proved that…

统计理论 · 数学 2009-01-29 Iain M Johnstone , Arthur Yu Lu

Sparse Principal Component Analysis (PCA) is a dimensionality reduction technique wherein one seeks a low-rank representation of a data matrix with additional sparsity constraints on the obtained representation. We consider two…

信息论 · 计算机科学 2014-05-06 Yash Deshpande , Andrea Montanari

Sparse principal component analysis (PCA) is an important technique for dimensionality reduction of high-dimensional data. However, most existing sparse PCA algorithms are based on non-convex optimization, which provide little guarantee on…

统计方法学 · 统计学 2019-11-20 Yixuan Qiu , Jing Lei , Kathryn Roeder

Recently popularized randomized methods for principal component analysis (PCA) efficiently and reliably produce nearly optimal accuracy --- even on parallel processors --- unlike the classical (deterministic) alternatives. We adapt one of…

统计计算 · 统计学 2011-12-23 Nathan Halko , Per-Gunnar Martinsson , Yoel Shkolnisky , Mark Tygert

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…

机器学习 · 计算机科学 2023-01-25 Maxime Haddouche , Benjamin Guedj , John Shawe-Taylor

Principal Component Analysis (PCA) is a fundamental data preprocessing tool in the world of machine learning. While PCA is often thought of as a dimensionality reduction method, the purpose of PCA is actually two-fold: dimension reduction…

机器学习 · 计算机科学 2023-01-25 Arpita Gang , Waheed U. Bajwa

Classical machine learning algorithms often face scalability bottlenecks when they are applied to large-scale data. Such algorithms were designed to work with small data that is assumed to fit in the memory of one machine. In this report,…

分布式、并行与集群计算 · 计算机科学 2015-05-14 Tarek Elgamal , Mohamed Hefeeda

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…

统计金融 · 定量金融 2019-10-07 Anshul Verma , Pierpaolo Vivo , Tiziana Di Matteo

In the current data-intensive era, big data has become a significant asset for Artificial Intelligence (AI), serving as a foundation for developing data-driven models and providing insight into various unknown fields. This study navigates…

机器学习 · 计算机科学 2024-07-04 Daniel Menges , Adil Rasheed

Principal Component Analysis (PCA) and its nonlinear extension Kernel PCA (KPCA) are widely used across science and industry for data analysis and dimensionality reduction. Modern deep learning tools have achieved great empirical success,…

机器学习 · 计算机科学 2023-02-23 Francesco Tonin , Qinghua Tao , Panagiotis Patrinos , Johan A. K. Suykens

Principal component analysis (PCA) has achieved great success in unsupervised learning by identifying covariance correlations among features. If the data collection fails to capture the covariance information, PCA will not be able to…

计算物理 · 物理学 2021-08-24 Ziming Liu , Sitian Qian , Yixuan Wang , Yuxuan Yan , Tianyi Yang

Since its inception in 1982, Oja's algorithm has become an established method for streaming principle component analysis (PCA). We study the problem of streaming PCA, where the data-points are sampled from an irreducible, aperiodic, and…

统计理论 · 数学 2023-06-21 Syamantak Kumar , Purnamrita Sarkar