Effective principal component analysis

Authors:
Santosh S. Vempala
Affiliations:
School of CS and Algorithms and Randomness Center, Georgia Tech, Atlanta, GA
Venue:
SISAP'12 Proceedings of the 5th international conference on Similarity Search and Applications
Year:
2012

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Abstract

Principal Component Analysis (PCA) is one of the most widely used algorithmic techniques. When is PCA provably effective? What are its main limitations and how can we get around them? In this note, we discuss three specific challenges.