Principal component analysis (PCA) is an unsupervised method for learning low-dimensional features with orthogonal projections. Multilinear PCA methods extend PCA to deal with multidimensional data (tensors) directly via tensor-to-tensor projection or tensor-to-vector projection (TVP). However, under the TVP setting, i…
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48 results for “Multilinear PCA”
Derives a primal-dual MLSVD formulation for multilinear data.
problem Efficiently decompose multilinear data for signal analysis and deep learning.
method Kernelizable primal-dual formulation of MLSVD.
result Derives a new MLSVD formulation with computational advantages.
Dimensionality reduction is a main step in the learning process which plays an essential role in many applications. The most popular methods in this field like SVD, PCA, and LDA, only can be applied to data with vector format. This means that for higher order data like matrices or more generally tensors, data should be…
Tensor PCA for Factor Modelsecon.EM
Optimal tensor PCA for estimating factors and loadings in high-dimensional panel data.
problem Estimating factors and loadings in high-dimensional panel data with non-negligible correlations.
method Tensor Principal Component Analysis (TPCA) for estimating factors and loadings in a tensor factor model.
result Simple TPCA is optimal for strong factors and can be improved for weak factors with alternating least-squares iterations.
We propose a new framework for the analysis of low-rank tensors which lies at the intersection of spectral graph theory and signal processing. As a first step, we present a new graph based low-rank decomposition which approximates the classical low-rank SVD for matrices and multi-linear SVD for tensors. Then, building …
New robust MPCA method handles casewise and cellwise outliers in tensor data.
problem Outliers, especially casewise and cellwise, affect the performance of standard MPCA.
method Uses a single loss function to reduce the influence of both types of outliers and missing values.
result The new method improves robustness and performance in tensor data analysis.
Proposes MLDP for modeling multilinear data.
problem Handling data with interactions from multiple factors.
method Combines Dirichlet processes with multilinear factor analysis.
result Achieved state-of-the-art performance on real-world data.
New method forecasts multilinear data using tensor autoregression.
problem Forecasting 2D data in big data.
method L-Transform Tensor autoregressive (L-TAR) method.
result Statistical independence achieved through invertible discrete linear transforms.
Robust TOT regression method handles outliers in tensor data.
problem Outliers in tensor data affect standard TOT regression.
method ROTOT method using a single loss function for outliers and robust MPCA for predictor.
result ROTOT method reduces influence of both casewise and cellwise outliers.
Geometrically, tensors of fixed rank form a minimal submanifold.
problem Understanding the geometric properties of tensors of fixed rank.
method Geometric analysis of tensors in Euclidean space.
result Real tensors of fixed multilinear rank form a minimal submanifold.
Unified multilinear model for causal factor disentanglement.
problem Disentangling causal factors from complex data without direct manipulation.
method Hierarchical block multilinear factorization (M-mode Block SVD) and incremental approach.
result Interpretable object representation robust to occlusion and reduced training data.
New algorithm solves -norm constrained multilinear logistic regression for tensor data.
problem Non-convex and nonsmooth -norm constraints in multilinear logistic regression.
method APALM method for globally convergent optimization.
result APALM ensures convergence to a first-order critical point.
Tucker decomposition is the cornerstone of modern machine learning on tensorial data analysis, which have attracted considerable attention for multiway feature extraction, compressive sensing, and tensor completion. The most challenging problem is related to determination of model complexity (i.e., multilinear rank), e…
In this paper we present a new model and an algorithm for unsupervised clustering of 2-D data such as images. We assume that the data comes from a union of multilinear subspaces (UOMS) model, which is a specific structured case of the much studied union of subspaces (UOS) model. For segmentation under this model, we de…
Wide neural networks become linear, but adding bottlenecks makes them bilinear or multilinear.
problem Understanding the transition of neural networks from linearity to higher-order functions.
method Analyzing the behavior of randomly initialized wide neural networks with and without bottleneck layers.
result Bottleneck layers transform the network's function from linear to bilinear or multilinear.
GMT improves interpretability of XGNNs by approximating SubMT.
problem Limited understanding of existing interpretable subgraph learning methods.
method Formulated subgraph multilinear extension (SubMT) and designed GMT architecture.
result GMT outperforms state-of-the-art in both interpretability and generalizability.
The main results of our paper deal with the lifting problem for multilinear differential operators between complexes of horizontal de Rham forms on the infinite jet bundle. We answer the question when does an n-multilinear differential operator from the space of (N,0)-forms (where N is the dimension of the base) to the…
Study uses random matrix theory to improve tensor approximation accuracy.
problem Improving tensor approximation accuracy in the presence of noise.
method Random matrix theory applied to tensor unfoldings.
result Characterizes spectral behavior of tensor unfoldings and predicts reconstruction performance.
Matrix factorizations and their extensions to tensor factorizations and decompositions have become prominent techniques for linear and multilinear blind source separation (BSS), especially multiway Independent Component Analysis (ICA), NonnegativeMatrix and Tensor Factorization (NMF/NTF), Smooth Component Analysis (Smo…
Proposes FMPCA for federated tensor data dimensionality reduction.
problem Integration of MPCA into federated learning.
method Federated Multilinear Principal Component Analysis (FMPCA).
result FMPCA preserves performance of traditional MPCA in federated learning.
Given a multifunction from to the fold symmetric product , we use the Dold-Thom Theorem to establish a homological selection Theorem. This is used to establish existence of Nash equilibria. Cost functions in problems concerning the existence of Nash Equilibria are traditionally multilinear in the mixe…
New model generates unseen attribute combinations from limited data.
problem Lack of generalization in deep generative models for unseen attribute combinations.
method Introduces multilinear latent conditioning to capture multiplicative interactions.
result Demonstrates effectiveness on MNIST, Fashion-MNIST, and CelebA datasets.
MCCA extracts shared structure from multiple tensor datasets.
problem Extracting shared structure from multiple tensor datasets.
method Multilinear common component analysis (MCCA) using Kronecker products of mode-wise covariance matrices.
result MCCA constructs a common basis that retains information from multiple tensor datasets.
Finite-Iteration Local Dynamics and Warm Starts for Alternating Power Iteration in Spiked Tensor PCAstat.ML
Study efficient power iteration for tensor models, proving convergence under specific conditions.
problem Simultaneous alternating power iteration for fixed-order asymmetric rank-one spiked tensor models.
method Finite-iteration local theory, geometrically decaying transient, fixed-order multilinear noise event, warm-start mechanism.
result Convergence to the unique informative local fixed point under specific conditions.
Efficiently optimizes boolean functions using multilinear polynomials and exponential weight updates.
problem Optimizing boolean functions over the boolean hypercube with high computational cost.
method Proposes a computationally efficient algorithm using multilinear polynomials and exponential weight updates.
result Improves computational time up to several orders of magnitude compared to state-of-the-art algorithms.
We study algebraic varieties of ReLU networks to understand their representable functions.
problem Understanding the functions that ReLU neural networks can represent.
method We introduce algebraic varieties associated with ReLU networks and derive polynomial equations to characterize representable functions.
result Conditions under which ReLU networks attain their expected dimension, providing insight into their structural properties.
The aim of this work is to lay the foundations of differential geometry and Lie theory over the general class of topological base fields and -rings for which a differential calculus has been developed in recent work (collaboration with H. Gloeckner and K.-H. Neeb), without any restriction on the dimension or on the cha…
Paper introduces a new multilinear functional for spectral triples and computes its properties.
problem Computing properties of spectral triples and their associated Hodge operators.
method Introduces a new multilinear functional for spectral triples and computes its properties using noncommutative residue and perturbed de-Rham Hodge operators.
result Recover two forms, torsion of the linear connection, and four forms by the noncommutative residue and perturbed de-Rham Hodge Dirac triple.
Causal Deep Learningcs.LG
Causal deep learning tackles causal inference using tensor factor analysis.
problem Addressing causal questions in data using neural networks.
method Tensor factor analysis and neural network architectures (causal capsules, tensor transformer, multilinear projection algorithm).
result Derives deep neural networks for causal inference with tensor factor analysis.
Nowadays, with the availability of massive amount of trade data collected, the dynamics of the financial markets pose both a challenge and an opportunity for high frequency traders. In order to take advantage of the rapid, subtle movement of assets in High Frequency Trading (HFT), an automatic algorithm to analyze and …
Extends De Leeuw theorems to noncommutative groups and multipliers.
problem Proving bounds for Fourier multipliers on noncommutative groups.
method Analyzing Fourier multipliers on discrete subgroups of locally compact groups.
result Established bounds for Fourier multipliers on noncommutative groups.
Simplifies fair PCA with fast, efficient solution.
problem Learning fair low-rank approximations of data.
method Conceptually simple approach with analytic solution.
result Faster and similar results to existing fair PCA methods.
A linear Lie rack structure on a finite dimensional vector space is a Lie rack operation pointed at the origin and such that for any , the left translation is linear. A linear Lie rack operation is called analytic if for any $x,y\in V…
Several Approximation Algorithms for Sparse Best Rank-1 Approximation to Higher-Order Tensorsmath.NA
Four algorithms improve sparse tensor BR1Approx with theoretical guarantees.
problem Sparse tensor best rank-1 approximation.
method Four approximation algorithms exploiting multilinearity and sparsity.
result Theoretical worst-case approximation lower bounds for all algorithms.
We give an algorithm for completing an order- symmetric low-rank tensor from its multilinear entries in time roughly proportional to the number of tensor entries. We apply our tensor completion algorithm to the problem of learning mixtures of product distributions over the hypercube, obtaining new algorithmic result…
KAN-PCA improves asset return analysis by capturing more variance than classical PCA during market crises.
problem Inefficient classical PCA during market crises when correlations between assets change dramatically.
method KAN-PCA uses KAN (Kolmogorov-Arnold Networks) with B-spline functions to learn nonlinear projections.
result KAN-PCA achieves a higher reconstruction R^2 (66.57%) compared to classical PCA (62.99%) on 20 S&P 500 stocks.
New algorithm solves fair PCA, robust PCA, and sparse PCA problems efficiently.
problem Fair Principal Component Analysis (FPCA) to ensure fairness in PCA solutions.
method Iterative MM algorithm with SDP reformulation to quadratic program.
result Algorithm monotonically improves fairness objectives at each iteration.
Unified framework improves PCA for outliers and distributed data.
problem Outliers and limitations in PCA for large-scale applications.
method φ-PCA framework that retains PCA efficiency and adds robustness.
result HM-PCA achieves optimal robustness and efficiency.
TL-PCA uses transfer learning to improve PCA performance with limited target data.
problem PCA performance is limited with scarce target data.
method Transfer learning approach to PCA (TL-PCA) that combines source task knowledge with target task data.
result Improved PCA representation for dimensionality reduction with limited target data.
Bucketed PCA-NN outperforms DNNs by 96% on MNIST.
problem Benchmarking deep neural networks for supervised classification.
method Applies PCA to individual buckets constructed in two phases, retains neural network architecture, and uses neurons that mirror input signals.
result Bucketed PCA-NN achieves 96% accuracy on MNIST, similar to DNNs.
A new low-dimensional parameterization based on principal component analysis (PCA) and convolutional neural networks (CNN) is developed to represent complex geological models. The CNN-PCA method is inspired by recent developments in computer vision using deep learning. CNN-PCA can be viewed as a generalization of an ex…
Anchor PCAstat.ML
Anchor PCA improves robustness in multi-domain PCA.
problem PCA on pooled data can focus on spurious directions.
method Anchor PCA focuses on shared directions of variation.
result Anchor PCA outperforms pooling and worst-case alternatives.
The goal of tensor completion is to fill in missing entries of a partially known tensor (possibly including some noise) under a low-rank constraint. This may be formulated as a least-squares problem. The set of tensors of a given multilinear rank is known to admit a Riemannian manifold structure, thus methods of Rieman…
A new method for fair PCA ensures balanced error across groups.
problem Balancing approximation error across different groups in multi-group data.
method Iterative method to compute fair principal components minimizing max group-wise reconstruction error.
result Preserves the containment property of standard PCA and reduces to standard PCA for single-group data.
This is a detailed tutorial paper which explains the Principal Component Analysis (PCA), Supervised PCA (SPCA), kernel PCA, and kernel SPCA. We start with projection, PCA with eigen-decomposition, PCA with one and multiple projection directions, properties of the projection matrix, reconstruction error minimization, an…
Revisits PCA with new formulations and insights.
problem Improving PCA formulations and understanding.
method Difference-of-convex (DC) framework, kernelizability, out-of-sample applicability, simultaneous iteration, DCA perspective.
result PCA-like problems are kernelizable and have new optimization perspectives.
Proposes -PCA to learn identifiable linear transformations without whitening.
problem Cannot identify axes with equal variances in PCA.
method Unified model for linear and nonlinear PCA, introducing a missing piece to eliminate rotational indeterminacy.
result Eliminates subspace rotational indeterminacy in PCA.
Algorithm identifies sources in product distributions with improved complexity.
problem Identifying sources in mixtures of product distributions.
method Approximate multilinear moments input, 2^{O(k^2)} n^{O(k)} operations.
result First explicit bound on computational complexity of source identification.