Online principal components analysis

DOI10.1137/1.9781611973730.61MaRDI QIDQ5362996zbMATH OpenOpenAlexFDO

Authors Christos Boutsidis, Dan Garber, Zohar S. Karnin, Edo Liberty

Publication date 5 October 2017

Published in Proceedings of the Twenty-Sixth Annual ACM-SIAM Symposium on Discrete Algorithms (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/1.9781611973730.61

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Computer graphics; computational geometry (digital and algorithmic aspects) (68U05) Online algorithms; streaming algorithms (68W27)

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(23)

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• Unsupervised streaming anomaly detection for instrumented infrastructure
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• Online PCA with optimal regret
• Online PCA with optimal regrets
• Randomized online PCA algorithms with regret bounds that are logarithmic in the dimension
• The dynamics of on-line principal component analysis
• Practical sketching algorithms for low-rank matrix approximation
• scientific article; zbMATH DE number 7049775 (Why is no real title available?)
• Optimization of on-line principal component analysis
• Online sufficient dimension reduction through sliced inverse regression
• Communication-efficient distributed covariance sketch, with application to distributed PCA
• Stochastic proximal gradient method FOR _1 regularized optimization over a sphere
• Online Tracking of Linear Subspaces
• Optimal principal component analysis in distributed and streaming models
• Online row sampling
• Nearly optimal stochastic approximation for online principal subspace estimation
• Online Principal Component Analysis in High Dimension: Which Algorithm to Choose?
• Stochastic Gauss-Newton algorithms for online PCA
• Near-optimal stochastic approximation for online principal component estimation
• An orthonormalization-free and inversion-free algorithm for online estimation of principal eigenspace
• Online landmark replacement for out-of-sample dimensionality reduction methods
• Convergence analysis of Oja's iteration for solving online PCA with nonzero-mean samples

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