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Combining Structured and Unstructured Randomness in Large Scale PCA

Principal Component Analysis (PCA) is a ubiquitous tool with many applications in machine learning including feature construction, subspace embedding, and outlier detection. In this paper, we present an algorithm for computing the top principal components of a dataset with a large number of rows (examples) and columns (features). Our algorithm leverages both structured and unstructured random projections to retain good accuracy while being computationally efficient. We demonstrate the technique on the winning submission the KDD 2010 Cup.

preprint2013arXivOpen access
Nikos KarampatziakisPaul Mineiro
Machine Learning
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Open access2 authors1 topic
Imported metadata coverageMissing code, dataset, citation and institution fields are tracked without dominating the paper.Details
Citations: 0Reviews: 0Saves: 0Code: not linkedDataset: not linkedInstitutions: 0

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Nikos KarampatziakisPaul Mineiro

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