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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

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…

机器学习 · 统计学 2017-09-19 Clément Elvira , Pierre Chainais , Nicolas Dobigeon

In the course of the last century, Principal Component Analysis (PCA) have become one of the pillars of modern scientific methods. Although PCA is normally addressed as a statistical tool aiming at finding orthogonal directions on which the…

统计理论 · 数学 2019-07-30 Yariv Aizenbud , Barak Sober

PCA (Principal Component Analysis) and its variants areubiquitous techniques for matrix dimension reduction and reduced-dimensionlatent-factor extraction. One significant challenge in using PCA, is thechoice of the number of principal…

机器学习 · 计算机科学 2019-07-02 Ami Tavory

In datasets where the number of parameters is fixed and the number of samples is large, principal component analysis (PCA) is a powerful dimension reduction tool. However, in many contemporary datasets, when the number of parameters is…

概率论 · 数学 2019-02-14 Enrico Au-Yeung , Greg Zanotti

Principal component analysis (PCA) is a classical method for dimensionality reduction based on extracting the dominant eigenvectors of the sample covariance matrix. However, PCA is well known to behave poorly in the ``large $p$, small $n$''…

统计理论 · 数学 2009-08-26 Arash A. Amini , Martin J. Wainwright

In this paper we analyze approximate methods for undertaking a principal components analysis (PCA) on large data sets. PCA is a classical dimension reduction method that involves the projection of the data onto the subspace spanned by the…

机器学习 · 统计学 2017-08-16 Darren Homrighausen , Daniel J. McDonald

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

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…

计算机视觉与模式识别 · 计算机科学 2020-09-28 Chisom Ezinne Ogbuanya

We propose a stable version of Principal Component Analysis (PCA) in the general framework of a separable Hilbert space. It consists in interpreting the projection on the first eigenvectors as a step function applied to the spectrum of the…

统计理论 · 数学 2017-04-03 Ilaria Giulini

Sparse principal component analysis (PCA) is a popular dimensionality reduction technique for obtaining principal components which are linear combinations of a small subset of the original features. Existing approaches cannot supply…

最优化与控制 · 数学 2022-02-22 Dimitris Bertsimas , Ryan Cory-Wright , Jean Pauphilet

We consider streaming, one-pass principal component analysis (PCA), in the high-dimensional regime, with limited memory. Here, $p$-dimensional samples are presented sequentially, and the goal is to produce the $k$-dimensional subspace that…

机器学习 · 统计学 2013-07-02 Ioannis Mitliagkas , Constantine Caramanis , Prateek Jain

When synthesizing multi-source high-dimensional data, a key objective is to extract low-dimensional representations that effectively approximate the original features across different sources. Such representations facilitate the discovery…

机器学习 · 计算机科学 2026-03-10 Zhenyu Wang , Molei Liu , Jing Lei , Francis Bach , Zijian Guo

Principal component analysis (PCA) is commonly used in genetics to infer and visualize population structure and admixture between populations. PCA is often interpreted in a way similar to inferred admixture proportions, where it is assumed…

统计方法学 · 统计学 2023-02-10 Jan van Waaij , Song Li , Genís Garcia-Erill , Anders Albrechtsen , Carsten Wiuf

We consider algorithmic problems in the setting in which the input data has been partitioned arbitrarily on many servers. The goal is to compute a function of all the data, and the bottleneck is the communication used by the algorithm. We…

数据结构与算法 · 计算机科学 2014-07-01 Ravindran Kannan , Santosh Vempala , David Woodruff

We develop asymptotic theory for principal component analysis (PCA) of a high-dimensional factor model in which the working dimension $R$ is fixed and only required to satisfy $R \ge r$, where $r$ is the true number of factors. Building on…

统计理论 · 数学 2026-05-19 Yuan Liao , Xin Tong , Wanjie Wang , Dacheng Xiu

This paper proposes a probabilistic model of subspaces based on the probabilistic principal component analysis (PCA). Given a sample of vectors in the embedding space -- commonly known as a snapshot matrix -- this method uses quantities…

计算工程、金融与科学 · 计算机科学 2025-10-07 Akash Yadav , Ruda Zhang

Principal Component Analysis (PCA) finds the best linear representation of data, and is an indispensable tool in many learning and inference tasks. Classically, principal components of a dataset are interpreted as the directions that…

最优化与控制 · 数学 2019-12-24 Raphael A. Hauser , Armin Eftekhari

Sparse principal component analysis (sparse PCA) is a widely used technique for dimensionality reduction in multivariate analysis, addressing two key limitations of standard PCA. First, sparse PCA can be implemented in high-dimensional low…

统计方法学 · 统计学 2025-10-07 Jan O. Bauer

Principal component analysis (PCA) is arguably the most popular tool in multivariate exploratory data analysis. In this paper, we consider the question of how to handle heterogeneous variables that include continuous, binary, and ordinal.…

机器学习 · 统计学 2018-08-24 Clifford Anderson-Bergman , Tamara G. Kolda , Kina Kincher-Winoto