Title
A covariance-free iterative algorithm for distributed principal component analysis on vertically partitioned data
Abstract
In this paper, a covariance-free iterative algorithm is developed to achieve distributed principal component analysis on high-dimensional data sets that are vertically partitioned. We have proved that our iterative algorithm converges monotonously with an exponential rate. Different from existing techniques that aim at approximating the global PCA, our covariance-free iterative distributed PCA (CIDPCA) algorithm can estimate the principal components directly without computing the sample covariance matrix. Therefore a significant reduction on transmission costs can be achieved. Furthermore, in comparison to existing distributed PCA techniques, CIDPCA can provide more accurate estimations of the principal components and classification results. We have demonstrated the superior performance of CIDPCA through the studies of multiple real-world data sets.
Year
DOI
Venue
2012
10.1016/j.patcog.2011.09.002
Pattern Recognition
Keywords
Field
DocType
principal component analysis,covariance-free iterative algorithm,partitioned data,covariance-free iterative,principal component,accurate estimation,global pca,pca technique,multiple real-world data set,high-dimensional data set,iterative algorithm converges monotonously
Sparse PCA,Data set,Exponential function,Pattern recognition,Sample mean and sample covariance,Iterative method,Non-linear iterative partial least squares,Artificial intelligence,Mathematics,Principal component analysis,Machine learning,Covariance
Journal
Volume
Issue
ISSN
45
3
0031-3203
Citations 
PageRank 
References 
7
0.53
17
Authors
5
Name
Order
Citations
PageRank
Yue-Fei Guo117213.22
Xiaodong Lin2634.32
Zhou Teng3125.02
Xiangyang Xue42466154.25
Jianping Fan52677192.33