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相关论文: Incremental kernel PCA and the Nystr\"om method

200 篇论文

We propose a novel exemplar selection approach based on Principal Component Analysis (PCA) and median sampling, and a neural network training regime in the setting of class-incremental learning. This approach avoids the pitfalls due to…

机器学习 · 计算机科学 2023-12-18 Sahil Nokhwal , Nirman Kumar

Kernel methods are powerful tools in various data analysis tasks. Yet, in many cases, their time and space complexity render them impractical for large datasets. Various kernel approximation methods were proposed to overcome this issue,…

机器学习 · 计算机科学 2022-05-24 Roy Mitz , Yoel Shkolnisky

Incremental data mining algorithms process frequent updates to dynamic datasets efficiently by avoiding redundant computation. Existing incremental extension to shared nearest neighbor density based clustering (SNND) algorithm cannot handle…

数据库 · 计算机科学 2017-02-02 Panthadeep Bhattacharjee , Amit Awekar

Principal component analysis (PCA) has been a prominent tool for high-dimensional data analysis. Online algorithms that estimate the principal component by processing streaming data are of tremendous practical and theoretical interests.…

最优化与控制 · 数学 2017-10-09 Chris Junchi Li , Mengdi Wang , Han Liu , Tong Zhang

Principal components analysis (PCA) is a widely used dimension reduction technique with an extensive range of applications. In this paper, an online distributed algorithm is proposed for recovering the principal eigenspaces. We further…

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…

机器学习 · 统计学 2015-11-13 Hervé Cardot , David Degras

We provide the first mathematically complete derivation of the Nystr\"om method for low-rank approximation of indefinite kernels and propose an efficient method for finding an approximate eigendecomposition of such kernel matrices. Building…

机器学习 · 统计学 2019-06-03 Dino Oglic , Thomas Gärtner

We study robust PCA for the fully observed setting, which is about separating a low rank matrix $\boldsymbol{L}$ and a sparse matrix $\boldsymbol{S}$ from their sum $\boldsymbol{D}=\boldsymbol{L}+\boldsymbol{S}$. In this paper, a new…

信息论 · 计算机科学 2021-06-29 HanQin Cai , Jian-Feng Cai , Ke Wei

Several important applications, such as streaming PCA and semidefinite programming, involve a large-scale positive-semidefinite (psd) matrix that is presented as a sequence of linear updates. Because of storage limitations, it may only be…

数值分析 · 计算机科学 2017-06-20 Joel A. Tropp , Alp Yurtsever , Madeleine Udell , Volkan Cevher

This study presents an efficient incremental/decremental approach for big streams based on Kernel Ridge Regression (KRR), a frequently used data analysis in cloud centers. To avoid reanalyzing the whole dataset whenever sensors receive new…

机器学习 · 计算机科学 2017-11-10 Bo-Wei Chen , Nik Nailah Binti Abdullah , Sangoh Park

We propose a new method for robust PCA -- the task of recovering a low-rank matrix from sparse corruptions that are of unknown value and support. Our method involves alternating between projecting appropriate residuals onto the set of…

信息论 · 计算机科学 2014-10-29 Praneeth Netrapalli , U N Niranjan , Sujay Sanghavi , Animashree Anandkumar , Prateek Jain

Recently, Nystr\"{o}m method has proved its prominence empirically and theoretically in speeding up the training of kernel machines while retaining satisfactory performances and accuracy. So far, there are several different approaches…

机器学习 · 计算机科学 2021-09-21 Weida Li , Mingxia Liu , Daoqiang Zhang

Numerous applications in data mining and machine learning require recovering a matrix of minimal rank. Robust principal component analysis (RPCA) is a general framework for handling this kind of problems. Nuclear norm based convex surrogate…

计算机视觉与模式识别 · 计算机科学 2016-11-17 Zhao Kang , Chong Peng , Qiang Cheng

Principal component analysis (PCA) is largely adopted for chemical process monitoring and numerous PCA-based systems have been developed to solve various fault detection and diagnosis problems. Since PCA-based methods assume that the…

机器学习 · 计算机科学 2017-12-13 Haitao Zhao

We develop two approaches for analyzing the approximation error bound for the Nystr\"{o}m method, one based on the concentration inequality of integral operator, and one based on the compressive sensing theory. We show that the…

机器学习 · 计算机科学 2015-09-28 Rong Jin , Tianbao Yang , Mehrdad Mahdavi , Yu-Feng Li , Zhi-Hua Zhou

We propose a continuous optimization algorithm for the Column Subset Selection Problem (CSSP) and Nystr\"om approximation. The CSSP and Nystr\"om method construct low-rank approximations of matrices based on a predetermined subset of…

统计方法学 · 统计学 2023-04-20 Anant Mathur , Sarat Moka , Zdravko Botev

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

Principal component analysis (PCA) is one of the most powerful tools in machine learning. The simplest method for PCA, the power iteration, requires $\mathcal O(1/\Delta)$ full-data passes to recover the principal component of a matrix with…

最优化与控制 · 数学 2017-07-11 Christopher De Sa , Bryan He , Ioannis Mitliagkas , Christopher Ré , Peng Xu

We introduce a novel algorithm that computes the $k$-sparse principal component of a positive semidefinite matrix $A$. Our algorithm is combinatorial and operates by examining a discrete set of special vectors lying in a low-dimensional…

机器学习 · 统计学 2014-05-09 Dimitris S. Papailiopoulos , Alexandros G. Dimakis , Stavros Korokythakis

The Quantum Approximate Optimization Algorithm (QAOA) is a promising variational algorithm for solving combinatorial optimization problems on near-term devices. However, as the number of layers in a QAOA circuit increases, which is…

机器学习 · 计算机科学 2025-04-24 Owain Parry , Phil McMinn