ICML 2018oral23 citations

Streaming Principal Component Analysis in Noisy Setting

Teodor Vanislavov Marinov, Poorya Mianjy, Raman Arora

Abstract

We study streaming algorithms for principal component analysis (PCA) in noisy settings. We present computationally efficient algorithms with sub-linear regret bounds for PCA in the presence of noise, missing data, and gross outliers.

BibTeX
@InProceedings{pmlr-v80-marinov18a,
  title = 	 {Streaming Principal Component Analysis in Noisy Setting},
  author =       {Marinov, Teodor Vanislavov and Mianjy, Poorya and Arora, Raman},
  booktitle = 	 {Proceedings of the 35th International Conference on Machine Learning},
  pages = 	 {3413--3422},
  year = 	 {2018},
  editor = 	 {Dy, Jennifer and Krause, Andreas},
  volume = 	 {80},
  series = 	 {Proceedings of Machine Learning Research},
  month = 	 {10--15 Jul},
  publisher =    {PMLR},
  pdf = 	 {http://proceedings.mlr.press/v80/marinov18a/marinov18a.pdf},
  url = 	 {https://proceedings.mlr.press/v80/marinov18a.html},
  abstract = 	 {We study streaming algorithms for principal component analysis (PCA) in noisy settings. We present computationally efficient algorithms with sub-linear regret bounds for PCA in the presence of noise, missing data, and gross outliers.}
}