Distributed Principal Component Analysis Based on Randomized Low-Rank Approximation

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

Abstract

Distributed PCA aims to implement dimension reduction for data stored on multiple agents. The conventional distributed PCA encounters the bottleneck of computation when the dimension of 10-cal data is large. In this work, we propose a distributed PCA algorithm with local processing based on randomized methods for the star network topology (master-slave networks) with distributed row observations. Local matrix approximation with randomized methods allows us to accelerate the computation with an acceptable loss of precision significantly. The results of numerical experiments show that the proposed algorithm can achieve satisfactory decomposition results with much lower computational complexity.

Original languageEnglish
Title of host publicationICSPCC 2020 - IEEE International Conference on Signal Processing, Communications and Computing, Proceedings
PublisherInstitute of Electrical and Electronics Engineers Inc.
ISBN (Electronic)9781728172019
DOIs
StatePublished - 21 Aug 2020
Event2020 IEEE International Conference on Signal Processing, Communications and Computing, ICSPCC 2020 - Macau, China
Duration: 21 Aug 202023 Aug 2020

Publication series

NameICSPCC 2020 - IEEE International Conference on Signal Processing, Communications and Computing, Proceedings

Conference

Conference2020 IEEE International Conference on Signal Processing, Communications and Computing, ICSPCC 2020
Country/TerritoryChina
CityMacau
Period21/08/2023/08/20

Keywords

  • dimension reduction
  • Distributed PCA
  • low rank approximation
  • randomized methods

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