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This paper investigates the problem of robust model predictive control (RMPC) of linear-time-invariant (LTI) discrete-time systems subject to structured uncertainty and bounded disturbances. Typically, the constrained RMPC problem with…

系统与控制 · 电气工程与系统科学 2022-08-18 Anastasis Georgiou , Furqan Tahir , Imad M. Jaimoukha , Simos A. Evangelou

This work is concerned with the non-negative rank-1 robust principal component analysis (RPCA), where the goal is to recover the dominant non-negative principal components of a data matrix precisely, where a number of measurements could be…

机器学习 · 计算机科学 2019-09-05 Salar Fattahi , Somayeh Sojoudi

Overparameterization in deep learning is powerful: Very large models fit the training data perfectly and yet often generalize well. This realization brought back the study of linear models for regression, including ordinary least squares…

机器学习 · 统计学 2022-04-07 Ningyuan Huang , David W. Hogg , Soledad Villar

Principal Component Analysis (PCA) finds a linear mapping and maximizes the variance of the data which makes PCA sensitive to outliers and may cause wrong eigendirection. In this paper, we propose techniques to solve this problem; we use…

人工智能 · 计算机科学 2012-07-03 Peratham Wiriyathammabhum , Boonserm Kijsirikul

We shed new insights on the two commonly used updates for the online $k$-PCA problem, namely, Krasulina's and Oja's updates. We show that Krasulina's update corresponds to a projected gradient descent step on the Stiefel manifold of the…

机器学习 · 计算机科学 2019-09-12 Ehsan Amid , Manfred K. Warmuth

Principal Component Analysis (PCA) is a commonly used tool for dimension reduction in analyzing high dimensional data; Multilinear Principal Component Analysis (MPCA) has the potential to serve the similar function for analyzing tensor…

统计理论 · 数学 2011-04-29 Hung Hung , Pei-Shien Wu , I-Ping Tu , Su-Yun Huang

Principal component analysis (PCA) is a dimensionality reduction method in data analysis that involves diagonalizing the covariance matrix of the dataset. Recently, quantum algorithms have been formulated for PCA based on diagonalizing a…

量子物理 · 物理学 2022-10-26 Max Hunter Gordon , M. Cerezo , Lukasz Cincio , Patrick J. Coles

The robust principal component analysis (RPCA) decomposes a data matrix into a low-rank part and a sparse part. There are mainly two types of algorithms for RPCA. The first type of algorithm applies regularization terms on the singular…

数值分析 · 数学 2021-02-02 Ningyu Sha , Lei Shi , Ming Yan

Over the past years Robust PCA has been established as a standard tool for reliable low-rank approximation of matrices in the presence of outliers. Recently, the Robust PCA approach via nuclear norm minimization has been extended to…

机器学习 · 统计学 2015-06-15 Clemens Hage , Martin Kleinsteuber

Linear principal component analysis (PCA) learns (semi-)orthogonal transformations by orienting the axes to maximize variance. Consequently, it can only identify orthogonal axes whose variances are clearly distinct, but it cannot identify…

机器学习 · 计算机科学 2024-07-02 Fahdi Kanavati , Lucy Katsnith , Masayuki Tsuneki

Robust principal component analysis (RPCA) is a powerful method for learning low-rank feature representation of various visual data. However, for certain types as well as significant amount of error corruption, it fails to yield…

计算机视觉与模式识别 · 计算机科学 2018-01-24 Niannan Xue , Jiankang Deng , Shiyang Cheng , Yannis Panagakis , Stefanos Zafeiriou

Principal components analysis (PCA) is a fundamental algorithm in data analysis. Its memory-restricted online versions are useful in many modern applications, where the data are too large to fit in memory, or when data arrive as a stream of…

机器学习 · 计算机科学 2023-06-08 Roy Mitz , Yoel Shkolnisky

Principal component analysis (PCA), a ubiquitous dimensionality reduction technique in signal processing, searches for a projection matrix that minimizes the mean squared error between the reduced dataset and the original one. Since…

机器学习 · 计算机科学 2022-08-25 Guilherme Dean Pelegrina , Leonardo Tomazeli Duarte

Principal component analysis (PCA) is a classical and ubiquitous method for reducing data dimensionality, but it is suboptimal for heterogeneous data that are increasingly common in modern applications. PCA treats all samples uniformly so…

统计理论 · 数学 2021-12-02 David Hong , Kyle Gilman , Laura Balzano , Jeffrey A. Fessler

Robust Principal Component Analysis (RPCA) via rank minimization is a powerful tool for recovering underlying low-rank structure of clean data corrupted with sparse noise/outliers. In many low-level vision problems, not only it is known…

计算机视觉与模式识别 · 计算机科学 2019-02-18 Tae-Hyun Oh , Yu-Wing Tai , Jean-Charles Bazin , Hyeongwoo Kim , In So Kweon

In recent work, robust Principal Components Analysis (PCA) has been posed as a problem of recovering a low-rank matrix $\mathbf{L}$ and a sparse matrix $\mathbf{S}$ from their sum, $\mathbf{M}:= \mathbf{L} + \mathbf{S}$ and a provably exact…

信息论 · 计算机科学 2023-07-19 Jinchun Zhan , Namrata Vaswani

In high-dimensional and/or non-parametric regression problems, regularization (or penalization) is used to control model complexity and induce desired structure. Each penalty has a weight parameter that indicates how strongly the structure…

机器学习 · 统计学 2017-03-30 Jean Feng , Noah Simon

This paper presents a new regularization approach -- termed OpReg-Boost -- to boost the convergence and lessen the asymptotic error of online optimization and learning algorithms. In particular, the paper considers online algorithms for…

机器学习 · 计算机科学 2022-04-05 Nicola Bastianello , Andrea Simonetto , Emiliano Dall'Anese

We present a federated, asynchronous, and $(\varepsilon, \delta)$-differentially private algorithm for PCA in the memory-limited setting. Our algorithm incrementally computes local model updates using a streaming procedure and adaptively…

机器学习 · 计算机科学 2020-10-26 Andreas Grammenos , Rodrigo Mendoza-Smith , Jon Crowcroft , Cecilia Mascolo

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