Skip to main navigation Skip to search Skip to main content

Advances in incremental PCA algorithms

Tal Halpern, Sivan Toledo

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

Abstract

We present a range of new incremental (single-pass streaming) algorithms for incremental principal components analysis (IPCA) and show that they are more effective than exiting ones. IPCA algorithms process the columns of a matrix A one at a time and attempt to build a basis for a low-dimensional subspace that spans the dominant subspace of A. We present a unified framework for IPCA algorithms, show that many existing ones are parameterizations of it, propose new sophisticated algorithms, and show that both the new algorithms and many existing ones can be implemented more efficiently than was previously known. We also show that many existing algorithms can fail even in easy cases and we show experimentally that our new algorithms outperform existing ones.

Original languageEnglish
Title of host publicationParallel Processing and Applied Mathematics - 12th International Conference, PPAM 2017, Revised Selected Papers
EditorsJack Dongarra, Roman Wyrzykowski, Konrad Karczewski, Ewa Deelman
PublisherSpringer Verlag
Pages3-13
Number of pages11
ISBN (Print)9783319780238
DOIs
StatePublished - 2018
Event12th International Conference on Parallel Processing and Applied Mathematics, PPAM 2017 - Czestochowa, Poland
Duration: 10 Sep 201713 Sep 2017

Publication series

NameLecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)
Volume10777 LNCS

Conference

Conference12th International Conference on Parallel Processing and Applied Mathematics, PPAM 2017
Country/TerritoryPoland
CityCzestochowa
Period10/09/1713/09/17

Keywords

  • Frequent directions
  • Principal components analysis
  • Streaming algorithms

All Science Journal Classification (ASJC) codes

  • Theoretical Computer Science
  • General Computer Science

Fingerprint

Dive into the research topics of 'Advances in incremental PCA algorithms'. Together they form a unique fingerprint.

Cite this