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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.

168,695 papers · 148 categories

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10213141 · Jun 202019922001200920172026
48 results for soft PCA

A new method for sparse PCA using orthogonal rotations and soft-thresholding.

problem Sparse PCA with a new basis using orthogonal rotations.
method Initialize with leading principal components, apply kimeskk imes k orthogonal rotation, and soft-threshold the rotated components.
result The proposed method is more stable and explains more variance compared to alternatives.

A neural network model tackles high-dimensional data with latent structures.

problem Modeling high-dimensional data with latent low-dimensional structures.
method Integrates PCA and Soft PCA layers into neural network architecture for factor modeling and non-linear transformations.
result Demonstrates improved performance in forecasting and nowcasting with real-world data.

New algorithm for robust mean estimation in high dimensions with nearly-PCA time complexity.

problem Robust mean estimation in high-dimensional data with a minority of contaminated data.
method List-decodable mean estimation algorithm using a novel soft downweighting method, SIFT, and a Ky Fan matrix multiplicative weights procedure.
result Optimal sample complexity and error rate for list-decodable mean estimation with runtime nearly matching PCA.

Paper proposes a new descriptor for early trajectory characterization in matrix iterations.

problem Comparing early behavior of high-dimensional trajectories in nonlinear matrix iterations.
method Develops a two-channel fuzzy coordinate system using F-transform for compact representation.
result The descriptor achieves high R^2 values (mean = 0.6480) in approximating convergence lengths.

Employers actively look for talents having not only specific hard skills but also various soft skills. To analyze the soft skill demands on the job market, it is important to be able to detect soft skill phrases from job advertisements automatically. However, a naive matching of soft skill phrases can lead to false pos…

2018-07-20abs ↗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 ↗

Paper proposes a new loss function for conditional models using soft targets.

problem Improving generalization performance of deep neural networks on supervised classification tasks.
method Introduces a new loss function compatible with soft targets, based on noise contrastive estimation.
result Soft target InfoNCE loss performs on par with cross-entropy baselines and outperforms other losses.

Deep model learns from labeled and unlabeled data for industrial soft sensing.

problem Lack of data limits soft sensor development in industrial processes.
method Hierarchical, generative deep latent variable model for semi-supervised multi-unit soft sensing.
result Model outperforms current methods for soft sensing in industrial processes.

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.