中文
相关论文

相关论文: Lazy stochastic principal component analysis

200 篇论文

Principal component analysis (PCA) has been widely applied to dimensionality reduction and data pre-processing for different applications in engineering, biology and social science. Classical PCA and its variants seek for linear projections…

机器学习 · 计算机科学 2017-07-11 Xiaojun Chang , Feiping Nie , Yi Yang , Heng Huang

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…

机器学习 · 计算机科学 2019-01-08 Jian Vora

Principal Subspace Analysis (PSA) -- and its sibling, Principal Component Analysis (PCA) -- is one of the most popular approaches for dimensionality reduction in signal processing and machine learning. But centralized PSA/PCA solutions are…

机器学习 · 计算机科学 2021-11-25 Arpita Gang , Bingqing Xiang , Waheed U. Bajwa

Sequential or online dimensional reduction is of interests due to the explosion of streaming data based applications and the requirement of adaptive statistical modeling, in many emerging fields, such as the modeling of energy end-use…

机器学习 · 统计学 2014-07-17 Zhaoyi Kang , Costas J. Spanos

In this paper we develop a new approach to sparse principal component analysis (sparse PCA). We propose two single-unit and two block optimization formulations of the sparse PCA problem, aimed at extracting a single sparse dominant…

最优化与控制 · 数学 2008-12-01 Michel Journée , Yurii Nesterov , Peter Richtárik , Rodolphe Sepulchre

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

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…

机器学习 · 统计学 2017-05-19 Xianghui Luo , Robert J. Durrant

Sparse Principal Component Analysis (sPCA) is a popular matrix factorization approach based on Principal Component Analysis (PCA) that combines variance maximization and sparsity with the ultimate goal of improving data interpretation. When…

机器学习 · 统计学 2020-11-19 J. Camacho , A. K. Smilde , E. Saccenti , J. A. Westerhuis

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

Functional principal component analysis (FPCA) is a fundamental tool and has attracted increasing attention in recent decades, while existing methods are restricted to data with a single or finite number of random functions (much smaller…

统计方法学 · 统计学 2021-01-22 Xiaoyu Hu , Fang Yao

The implementation of conventional sparse principal component analysis (SPCA) on high-dimensional data sets has become a time consuming work. In this paper, a series of subspace projections are constructed efficiently by using Household QR…

机器学习 · 统计学 2019-12-09 Cong Xu , Min Yang , Jin Zhang

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

Sparse Principal Component Analysis (SPCA) is an important technique for high-dimensional data analysis, improving interpretability by imposing sparsity on principal components. However, existing methods often fail to simultaneously…

机器学习 · 计算机科学 2026-03-03 Difei Cheng , Qiao Hu

Dimensionality reduction is a crucial step for pattern recognition and data mining tasks to overcome the curse of dimensionality. Principal component analysis (PCA) is a traditional technique for unsupervised dimensionality reduction, which…

机器学习 · 计算机科学 2017-05-04 Zan Gao , Guotai Zhang , Feiping Nie , Hua Zhang

Since the introduction of the lasso in regression, various sparse methods have been developed in an unsupervised context like sparse principal component analysis (s-PCA), sparse canonical correlation analysis (s-CCA) and sparse singular…

统计方法学 · 统计学 2020-12-09 Ruiping Liu , Ndeye Niang , Gilbert Saporta , Huiwen Wang

Regularized variants of Principal Components Analysis, especially Sparse PCA and Functional PCA, are among the most useful tools for the analysis of complex high-dimensional data. Many examples of massive data, have both sparse and…

机器学习 · 统计学 2019-08-21 Genevera I. Allen , Michael Weylandt

Sparse Principal Component Analysis (PCA) methods are efficient tools to reduce the dimension (or the number of variables) of complex data. Sparse principal components (PCs) are easier to interpret than conventional PCs, because most…

统计理论 · 数学 2011-04-22 Dan Shen , Haipeng Shen , J. S. Marron

Sparse principal component analysis (PCA) improves interpretability of the classic PCA by introducing sparsity into the dimension-reduction process. Optimization models for sparse PCA, however, are generally non-convex, non-smooth and more…

最优化与控制 · 数学 2024-01-09 Lei Wang , Xin Liu , Yin Zhang

Principal component analysis (PCA) is a fundamental dimension reduction tool in statistics and machine learning. For large and high-dimensional data, computing the PCA (i.e., the singular vectors corresponding to a number of dominant…

数据结构与算法 · 计算机科学 2017-04-26 Wenjian Yu , Yu Gu , Jian Li , Shenghua Liu , Yaohang Li

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