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Communication-efficient Algorithms for Distributed Stochastic Principal Component Analysis

ICML 2017 · Learning theory and algorithms › Matrix and tensor methods · approach: Sparse and robust PCA · 27 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Average local eigenvectors without sign alignmentLocal PCA ERMs · Distributed stochastic PCAestimation error: \Omega(1/n)Hurt
Align local eigenvector signs to machine 1 before averagingLocal PCA ERMs · Distributed stochastic PCAestimation error: O\left(\frac{b^2\ln\left(\frac{dm}{p}\right)}{\delta^2 mn}+\frac{ b^4 \ln^2\left(\frac{dm}{p}\right)}{\delta^4 n^2}\righHelped
Apply Shift-and-Invert with local preconditioningDistributed PCA · Distributed stochastic PCAcommunication rounds: \tilde{O}(\min\{(b/\delta)^{1/2}n^{-1/4},~ m^{1/4}\})Helped
Use Shift-and-Invert to approximate the centralized ERMDistributed PCA · Distributed stochastic PCAestimation error: \epsilon_{\textrm{ERM}}(p))\cdot \left({1 + o(1)}\right)Helped
Use local preconditioning for the linear systemsShift-and-Invert · Distributed stochastic PCAcommunication rounds: \tilde{O}\left(\sqrt{\frac{1}{\delta\sqrt{n}}}\right)Helped
Average local eigenvectors rather than run centralized ERMLocal PCA ERMs · Distributed stochastic PCAestimation error: \Omega(1/n)Hurt
Align local eigenvector signs before averagingLocal PCA ERMs · Synthetic normal and uniform sampling-based dataestimation errorHelped
Average local projection matrices and take their leading eigenvectorLocal PCA ERMs · Synthetic dataestimation errorHelped
Use sign-fixing aggregation when per-machine sample size is smallLocal PCA ERMs · Synthetic dataestimation errorHurt
Replace sign-fixing aggregation with projection-matrix aggregationLocal PCA ERMs · Synthetic dataestimation errorHelped

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