Research map / Learning theory and algorithms / Matrix and tensor methods
Residual-Based Sampling for Online Outlier-Robust PCA
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Measured effects reported in the paper
| What was changed | Where | Measured | Effect |
|---|---|---|---|
| Add an outlier threshold ξ/z to residual-based adaptive sampling so outliers are marked and removed online | online PCA with outliers · theoretical guarantee vs. Bhaskara et al. (2019) | error bound and embedding dimension | Helped |
| Two-pass combination with additive approximation algorithm (Algorithm 2) instead of single pass | online ORPCA · theoretical guarantee | approximation error | Helped |
| Remove the need to know ξ by doubling it when too many phases occur | online ORPCA (Algorithm 3) · theoretical guarantee | embedding dimension and marked outliers | Mixed |
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