Christos Boutsidis, David P. Woodruff, Peilin Zhong
TL;DR该论文提供了改进的分布式 PCA 和流式 PCA 算法,旨在找到矩阵的最佳秩 - k 逼近。
Abstract
We study the principal component analysis (PCA) problem in the distributed
and streaming models of computation. Given a matrix $A \in R^{m \times n},$ a
rank parameter $k < rank(A)$, and an accuracy parameter $0 < \epsilon < 1$, we
want to output an $m \times k$ orthonormal matrix $U$