Fast and accurate out-of-core PCA framework for large scale biobank data.

ABSTRACT: Principal component analysis (PCA) is widely used in statistics, machine learning, and genomics for dimensionality reduction and uncovering low-dimensional latent structure. To address the challenges posed by ever-growing data size, fast and memory-efficient PCA methods have gained prominence. In this paper, we propose a novel randomized singular value decomposition (RSVD) algorithm implemented in PCAone, featuring a window-based optimization scheme that enables accelerated convergence while improving the accuracy. Additionally, PCAone incorporates out-of-core and multithreaded implementations for the existing Implicitly Restarted Arnoldi Method (IRAM) and RSVD. Through comprehensive evaluations using multiple large-scale real-world data sets in different fields, we show the advantage of P

SUBMITTER: Li Z 

PROVIDER: S-EPMC10620046 | biostudies-literature | 2023 Sep

REPOSITORIES: biostudies-literature