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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,657 papers · 148 categories

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15314661 · Jun 202019922001200920172026
48 results for logistic PCA

Anomaly detection in multivariate time series is improved using ensemble techniques.

problem Anomaly detection in multivariate time series data is challenging due to sparse anomalies and feature subset anomalies.
method Feature-bagging technique, nested rotation PCA, ensemble of base models, semi-supervised Logistic Regressor.
result The proposed ensemble technique outperforms basic algorithms by 2% unsupervised and at least 10% semi-supervised.

Estimates mean of distributed vectors with sparsification and spatial/temporal correlations.

problem Estimating mean of high-dimensional vectors distributed across nodes with low communication cost.
method Modifies decoding method to leverage spatial and temporal correlations in sparsified vectors.
result Estimators consistently outperform more sophisticated sparsification methods.

Many classical algorithms are found until several years later to outlive the confines in which they were conceived, and continue to be relevant in unforeseen settings. In this paper, we show that SVRG is one such method: being originally designed for strongly convex objectives, it is also very robust in non-strongly co…

2015-06-05abs ↗pdf ↗

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.

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…

2019-06-01abs ↗pdf ↗

Proposes σσ-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.

PCA++ improves robustness to background noise in contrastive learning.

problem Recovering shared signal subspaces from positive pairs in high-dimensional data with structured background noise.
method PCA++ uses hard uniformity-constrained contrastive learning to enforce identity covariance on projected features.
result PCA++ outperforms standard PCA and alignment-only PCA+ in simulations and real-world datasets.

EB-PCA reduces noise in high-dimensional PCA by estimating a joint prior distribution.

problem High-dimensional PCA noise in samples comparable to or larger than data.
method Empirical Bayes PCA using Kiefer-Wolfowitz MLE, random matrix theory, and AMP algorithm.
result EB-PCA achieves Bayes-optimal accuracy in spiked models and significantly improves over PCA in simulations and real data.

Principal Component Analysis (PCA) has wide applications in machine learning, text mining and computer vision. Classical PCA based on a Gaussian noise model is fragile to noise of large magnitude. Laplace noise assumption based PCA methods cannot deal with dense noise effectively. In this paper, we propose Cauchy Princ…

2014-12-19abs ↗pdf ↗

GT-PCA improves PCA for image and time series data.

problem Lack of robustness to transformations in PCA.
method GT-PCA is a neural network that estimates components invariant to specific transformations.
result GT-PCA outperforms alternative methods in synthetic and real data experiments.

Modified PCA algorithm with continual learning preserves features of previous modes for multimode process monitoring.

problem Catastrophic forgetting of previous modes in monitoring models for successive modes.
method Modified PCA algorithm with elastic weight consolidation (EWC) to preserve features of previous modes.
result PCA-EWC algorithm effectively monitors multimode processes without performance decrease.

PCA-Net combines PCA and neural networks for operator approximation, with new bounds on complexity.

problem Developing approximation theory for PCA-Net architecture.
method Combines PCA and neural networks, derives universal approximation results and lower bounds on complexity.
result PCA-Net can overcome the curse of parametric complexity for specific operators.

A new dynamical formulation of log-PCA captures local principal modes of geodesic variations.

problem Learning principal variations of random probability measures under Wasserstein geometry.
method Introducing a new dynamical formulation of log-PCA as a variational approach.
result Deriving a general statistical convergence rate for empirical WT-PCA.

We performed an empirical comparison of ICA and PCA algorithms by applying them on two simulated noisy time series with varying distribution parameters and level of noise. In general, ICA shows better results than PCA because it takes into account higher moments of data distribution. On the other hand, PCA remains quit…

2017-09-29abs ↗pdf ↗

Generative Kernel PCA explores latent spaces for data interpretation and novelty detection.

problem Exploring latent spaces of datasets for better data interpretation.
method Generative Kernel PCA using hidden and visible units similar to Restricted Boltzmann Machines.
result Gradually moving in the latent space allows for interpretation of components and detection of novel patterns.

One-shot algorithm for feature-distributed kernel PCA reduces communication costs.

problem Efficiently perform kernel PCA in distributed computing environments.
method Inspired by dual relationship between sample-distributed and feature-distributed scenarios, proposes a one-shot algorithm for feature-distributed kernel PCA.
result The algorithm provides high-quality results with low communication costs, especially when eigenvalues decay fast.