Black-Box $k$-to-$1$-PCA Reductions: Theory and Applications
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arXiv
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| Autori principali: | , , , , , |
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| Natura: | Preprint |
| Pubblicazione: |
2024
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| _version_ | 1866916282309279744 |
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| author | Jambulapati, Arun Kumar, Syamantak Li, Jerry Pandey, Shourya Pensia, Ankit Tian, Kevin |
| author_facet | Jambulapati, Arun Kumar, Syamantak Li, Jerry Pandey, Shourya Pensia, Ankit Tian, Kevin |
| contents | The $k$-principal component analysis ($k$-PCA) problem is a fundamental algorithmic primitive that is widely-used in data analysis and dimensionality reduction applications. In statistical settings, the goal of $k$-PCA is to identify a top eigenspace of the covariance matrix of a distribution, which we only have black-box access to via samples. Motivated by these settings, we analyze black-box deflation methods as a framework for designing $k$-PCA algorithms, where we model access to the unknown target matrix via a black-box $1$-PCA oracle which returns an approximate top eigenvector, under two popular notions of approximation. Despite being arguably the most natural reduction-based approach to $k$-PCA algorithm design, such black-box methods, which recursively call a $1$-PCA oracle $k$ times, were previously poorly-understood.
Our main contribution is significantly sharper bounds on the approximation parameter degradation of deflation methods for $k$-PCA. For a quadratic form notion of approximation we term ePCA (energy PCA), we show deflation methods suffer no parameter loss. For an alternative well-studied approximation notion we term cPCA (correlation PCA), we tightly characterize the parameter regimes where deflation methods are feasible. Moreover, we show that in all feasible regimes, $k$-cPCA deflation algorithms suffer no asymptotic parameter loss for any constant $k$. We apply our framework to obtain state-of-the-art $k$-PCA algorithms robust to dataset contamination, improving prior work in sample complexity by a $\mathsf{poly}(k)$ factor. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2403_03905 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | Black-Box $k$-to-$1$-PCA Reductions: Theory and Applications Jambulapati, Arun Kumar, Syamantak Li, Jerry Pandey, Shourya Pensia, Ankit Tian, Kevin Numerical Analysis Data Structures and Algorithms Machine Learning The $k$-principal component analysis ($k$-PCA) problem is a fundamental algorithmic primitive that is widely-used in data analysis and dimensionality reduction applications. In statistical settings, the goal of $k$-PCA is to identify a top eigenspace of the covariance matrix of a distribution, which we only have black-box access to via samples. Motivated by these settings, we analyze black-box deflation methods as a framework for designing $k$-PCA algorithms, where we model access to the unknown target matrix via a black-box $1$-PCA oracle which returns an approximate top eigenvector, under two popular notions of approximation. Despite being arguably the most natural reduction-based approach to $k$-PCA algorithm design, such black-box methods, which recursively call a $1$-PCA oracle $k$ times, were previously poorly-understood. Our main contribution is significantly sharper bounds on the approximation parameter degradation of deflation methods for $k$-PCA. For a quadratic form notion of approximation we term ePCA (energy PCA), we show deflation methods suffer no parameter loss. For an alternative well-studied approximation notion we term cPCA (correlation PCA), we tightly characterize the parameter regimes where deflation methods are feasible. Moreover, we show that in all feasible regimes, $k$-cPCA deflation algorithms suffer no asymptotic parameter loss for any constant $k$. We apply our framework to obtain state-of-the-art $k$-PCA algorithms robust to dataset contamination, improving prior work in sample complexity by a $\mathsf{poly}(k)$ factor. |
| title | Black-Box $k$-to-$1$-PCA Reductions: Theory and Applications |
| topic | Numerical Analysis Data Structures and Algorithms Machine Learning |
| url | https://arxiv.org/abs/2403.03905 |