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异常值鲁棒主成分分析的近线性时间和流式算法【英文版】.pdf |
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英文标题:Nearly-Linear Time and Streaming Algorithms for Outlier-Robust PCA中文摘要:本研究主要研究经典问题 PCA 中的异常值问题,提出了近线性时间的近似最优解鲁棒 PCA 算法以及单遍流式鲁棒 PCA 算法,并进行了相关的理论分析。英文摘要:We study principal component analysis (PCA), where given a dataset in$\mathbb{R}^d$ from a distribution, the task is to find a unit vector $v$ thatapproximately maximizes the variance of the distribution after being projectedalong $v$. Despite being a classical task, standard estimators fail drasticallyif the data contains even a small fracti
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