Journal
IEEE TRANSACTIONS ON SIGNAL PROCESSING
Volume 70, Issue -, Pages 3906-3920Publisher
IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC
DOI: 10.1109/TSP.2022.3186540
Keywords
Principal component analysis; federated learning; matrix decomposition; adaptive algorithms
Categories
Funding
- NSF [CCF-1910840, CCF-2115200]
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This work addresses the problem of Subspace Tracking with missing data and outliers. It proposes a novel algorithm that does not assume piecewise constant subspace change and is simpler compared to previous approaches. Furthermore, the study extends its approach to solving these problems in federated settings and over-air data communication mode.
In this work we study the problem of Subspace Tracking with missing data (ST-miss) and outliers (Robust ST-miss). We propose a novel algorithm, and provide a guarantee for both these problems. Unlike past work on this topic, the current work does not impose the piecewise constant subspace change assumption. Additionally, the proposed algorithm is much simpler (uses fewer parameters) than our previous work. Secondly, we extend our approach and its analysis to provably solving these problems when the data is federated and when the over-air data communication modality is used for information exchange between the K peer nodes and the center. We validate our theoretical claims with extensive numerical experiments.
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