Sparse Principal Component Analysis Research Articles

Identifying Important Pairwise Logratios in Compositional Data with Sparse Principal Component Analysis

Identifying Important Pairwise Logratios in Compositional Data with Sparse Principal Component Analysis

Analyzing the Influence of Telematics-Based Pricing Strategies on Traditional Rating Factors in Auto Insurance Rate Regulation

This study examines how telematics variables such as annual percentage driven, total miles driven, and driving patterns influence the distributional behaviour of conventional rating factors when incorporated into predictive models for capturing auto insurance risk in rate regulation. To effectively manage the complexity inherent in telematics data, we advocate for the adoption of non-negative sparse principal component analysis (NSPCA) as a structured approach for data dimensionality reduction. By emphasizing sparsity and non-negativity constraints, NSPCA enhances the interpretability and predictive power of models concerning both loss severity and claim counts. This methodological innovation aims to advance statistical analyses within insurance pricing frameworks, ensuring the robustness of predictive models and providing insights crucial for rate regulation strategies specific to the auto insurance sector. Results show that, to enhance auto insurance risk pricing models, it is essential to address data dimension reduction challenges when integrating telematics data variables. Our findings underscore that integrating telematics variables into predictive models maintains the integrity of risk relativity estimates associated with traditional policy variables.

Taguchi's RT method with sparse principal component analysis

Taguchi's RT method with sparse principal component analysis

An improved industrial fault diagnosis model by integrating enhanced variational mode decomposition with sparse process monitoring method

With the continuous development of intelligent industrial processes, the sparse principal component analysis (SPCA), as a promising process monitoring method, has been widely used in the field of industrial fault detection. However, due to the inadequacy of data preprocessing and the insufficient detection accuracy for minor faults, the SPCA models exhibit obvious limitations in dealing with the processes with dynamic and temporal features. In this study, a Harris Hawk optimization method enhanced variational mode decomposition (HHO-VMD) coupled with the sliding window optimized adaptive SPCA (SWOASPCA) method is proposed to improve the fault detection performance of the SPCA models. In the HHO-VMD-SWOASPCA method, the process data is first preprocessed by adaptively and iteratively optimizing the number of modes and penalty terms in the VMD method via the Harris Hawk Optimization (HHO) method, and then the original SPCA model is combined with the sliding window method and the weight assignment strategy to enhance the model's adaptive capability and accuracy to detect minor faults. Moreover, an improved reconstruction-based contribution (RBC) method is presented to diagnose the detected faults for determining the fault causes. The effectiveness of the proposed method is verified by its application in the industrial sugar production process.

Fault diagnosis method for oil-immersed transformers integrated digital twin model

To address the problems of low accuracy in fault diagnosis of oil-immersed transformers, poor state perception ability and real-time collaboration during diagnosis feedback, a fault diagnosis method for transformers based on the integration of digital twins is proposed. Firstly, fault sample balance is achieved through Iterative Nearest Neighbor Oversampling (INNOS), Secondly, nine-dimensional ratio features are extracted, and the correlation between dissolved gases in oil and fault types is established. Then, sparse principal component analysis (SPCA) is used for feature fusion and dimensionality reduction. Finally, the Aquila Optimizer (AO) is introduced to optimize the parameters of the Kernel Extreme Learning Machine (KELM), establishing the optimal AO-KELM diagnosis model. The final fault diagnosis accuracy reaches 98.1013%. Combining transformer digital twin models, real-time interaction mapping between physical entities and virtual space is achieved, enabling online diagnosis of transformer faults. Experimental results show that the method proposed in this paper has high diagnostic accuracy and strong stability, providing reference for the intelligent operation and maintenance of transformers.

Beyond seen faults: Zero-shot diagnosis of power circuit breakers using symptom description transfer

Power circuit breakers (CBs) are vital for the control and protection of power systems, yet diagnosing their faults accurately remains a challenge due to the diversity of fault types and the complexity of their structures. Traditional data-driven methods, although effective, require extensive labeled data for each fault class, limiting their applicability in real-world scenarios where many faults are unseen. This paper addresses these limitations by introducing symptom description transfer-based zero-shot fault diagnosis (SDT-ZSFD), a method that leverages zero-shot learning for fault diagnosis. Our approach constructs a fault symptom description (FSD) framework, which embeds a fault symptom layer between the feature layer and the label layer to facilitate knowledge transfer from seen to unseen fault classes. The method utilizes current and acceleration signals collected during CB operation to extract features. By applying sparse principal component analysis to these signals, we derive high-quality features that are mapped to the FSD framework, enabling effective zero-shot learning. Our method achieves a satisfactory recognition rate by accurately diagnosing unseen faults based on these symptoms. This approach not only overcomes the data scarcity problem but also holds potential for practical applications in power system maintenance. The SDT-ZSFD method offers a reliable solution for CB fault diagnosis and provides a foundation for future improvements in symptom-based zero-shot diagnostic mechanisms and algorithmic robustness.

Association of Ultraprocessed Foods Intake with Untargeted Metabolomics Profiles in Adolescents and Young Adults in the DONALD Cohort Study

BackgroundHigh consumption of ultraprocessed foods (UPFs) continues to draw significant public health interest because of the associated negative health outcomes. Metabolomics can contribute to the understanding of the biological mechanisms through which UPFs may influence health. ObjectivesTo investigate urine and plasma metabolomic biomarkers of UPF intake in adolescents and young adults. MethodsWe used data from the Dortmund Nutritional and Anthropometric Longitudinally Designed study to investigate cross-sectional associations of UPF intake with concentrations of urine metabolites in adolescents using 3d weighed dietary records (3d-WDR) and 24-h urine samples (n = 339), and associations of repeatedly assessed UPF intake with concentrations of circulating plasma metabolites in young adults with 3–6 3d-WDRs within 5 y preceding blood measurement (n = 195). Urine and plasma samples were analyzed using mass spectrometry-based metabolomics. Biosample-specific metabolite patterns (MPs) were determined using robust sparse principal components analysis. Multivariable linear regression models were applied to assess the associations of UPF consumption (as a percentage of total food intake in g/d) with concentrations of individual metabolites and MP scores. ResultsThe median proportion of UPF intake was 22.0% [interquartile range (IQR): 12.3, 32.9] in adolescents and 23.2% (IQR: 16.0, 31.6) in young adults. We identified 42 and 6 UPF intake-associated metabolites in urine and plasma samples, respectively. One urinary MP, “xenobiotics and amino acids” [β = 0.042, 95% confidence interval (CI): 0.014, 0.070] and 1 plasma MP, “lipids, xenobiotics, and amino acids” (β = 0.074, 95% CI: 0.031, 0.117) showed positive association with UPF intake. Both patterns shared 29 metabolites, mostly of xenobiotic metabolism. ConclusionsWe identified urine and plasma metabolites associated with UPF intake in adolescents and young adults, which may represent some of the biological mechanisms through which UPFs may influence metabolism and health.

Accurate identification of single-cell types via correntropy-based Sparse PCA combining hypergraph and fusion similarity

ABSTRACT The advent of single-cell RNA sequencing (scRNA-seq) technology enables researchers to gain deep insights into cellular heterogeneity. However, the high dimensionality and noise of scRNA-seq data pose significant challenges to clustering. Therefore, we propose a new single-cell type identification method, called CHLSPCA, to address these challenges. In this model, we innovatively combine correntropy with PCA to address the noise and outliers inherent in scRNA-seq data. Meanwhile, we integrate the hypergraph into the model to extract more valuable information from the local structure of the original data. Subsequently, to capture crucial similarity information not considered by the PCA model, we employ the Gaussian kernel function and the Euclidean metric to mine the similarity information between cells, and incorporate this information into the model as the similarity constraint. Furthermore, the principal components (PCs) of PCA are very dense. A new sparse constraint is introduced into the model to gain sparse PCs. Finally, based on the principal direction matrix learned from CHLSPCA, we conduct extensive downstream analyses on real scRNA-seq datasets. The experimental results show that CHLSPCA performs better than many popular clustering methods and is expected to promote the understanding of cellular heterogeneity in scRNA-seq data analysis and support biomedical research.

Classification of Force-Time Metrics Into Lower-Body Strength Domains.

Geneau, MC, Carey, DL, Gastin, PB, Robertson, S, and James, LP. Classification of force-time metrics into lower-body strength domains. J Strength Cond Res 38(9): 1561-1567, 2024-The purpose of this study was to classify force-time metrics into distinct lower-body strength domains using a systematic data reduction analysis. A cross-sectional design was used, whereby competitive field sport athletes ( F = 39, M = 96) completed a series of drop jumps, squat jumps, countermovement jumps (CMJs), loaded CMJs, and 2 isometric tasks on portable force platforms, resulting in a total of 285 force-time performance metrics. The metrics were split into 4 test "families" and each was entered into a sparse principal component analysis (sPCA) model. A single metric from each component of each family-specific sPCA were selected based on the loading, reliability, and simplicity of the metric and entered into a second sPCA that included metrics across all tests. The final sPCA revealed 7 principal components each containing 2 metrics and explained a total of 53% variance of the dataset. The final principal components were interpreted as 7 lower-body strength domains: (a) dynamic force, (b) dynamic timing, (c) early isometric, (d) maximal isometric, (e) countermovement velocity, (f) reactive output, and (g) reactive timing. The findings demonstrate that a total of 7 metrics from a drop jump, CMJ, and isometric test can be used to represent ∼50% of variance in lower-body strength performance of field sport athletes. These results can help guide and simplify the lower-body strength diagnosis process in field sport athletes.

Exact and Approximation Algorithms for Sparse Principal Component Analysis

Sparse principal component analysis (SPCA) is designed to enhance the interpretability of traditional principal component analysis by optimally selecting a subset of features that comprise the first principal component. Given the NP-hard nature of SPCA, most current approaches resort to approximate solutions, typically achieved through tractable semidefinite programs or heuristic methods. To solve SPCA to optimality, we propose two exact mixed-integer semidefinite programs (MISDPs) and an arbitrarily equivalent mixed-integer linear program. The MISDPs allow us to design an effective branch-and-cut algorithm with closed-form cuts that do not need to solve dual problems. For the proposed mixed-integer formulations, we further derive the theoretical optimality gaps of their continuous relaxations. Besides, we apply the greedy and local search algorithms to solving SPCA and derive their first-known approximation ratios. Our numerical experiments reveal that the exact methods we developed can efficiently find optimal solutions for data sets containing hundreds of features. Furthermore, our approximation algorithms demonstrate both scalability and near-optimal performance when benchmarked on larger data sets, specifically those with thousands of features. History: Accepted by Andrea Lodi, Area Editor for Design & Analysis of Algorithms—Discrete. Funding: This research was supported in part by the Division of Civil, Mechanical and Manufacturing Innovation [Grant 224614], the Division of Computing and Communication Foundations [Grant 2246417], and the Office of Naval Research [Grant N00014-24-1-2066]. Supplemental Material: The software that supports the findings of this study is available within the paper and its Supplemental Information ( https://pubsonline.informs.org/doi/suppl/10.1287/ijoc.2022.0372 ) as well as from the IJOC GitHub software repository ( https://github.com/INFORMSJoC/2022.0372 ). The complete IJOC Software and Data Repository is available at https://informsjoc.github.io/ .

Code and Data Repository for Exact and Approximation Algorithms for Sparse Principal Component Analysis

Sparse principal component analysis (SPCA) is designed to enhance the interpretability of traditional principal component analysis by optimally selecting a subset of features that comprise the first principal component. Given the NP-hard nature of SPCA, most current approaches resort to approximate solutions, typically achieved through tractable semidefinite programs or heuristic methods. To solve SPCA to optimality, we propose two exact mixed-integer semidefinite programs (MISDPs) and an arbitrarily equivalent mixed-integer linear program. The MISDPs allow us to design an effective branch-and-cut algorithm with closed-form cuts that do not need to solve dual problems. For the proposed mixed-integer formulations, we further derive the theoretical optimality gaps of their continuous relaxations. Besides, we apply the greedy and local search algorithms to solving SPCA and derive their first-known approximation ratios. Our numerical experiments reveal that the exact methods we developed can efficiently find optimal solutions for data sets containing hundreds of features. Furthermore, our approximation algorithms demonstrate both scalability and near-optimal performance when benchmarked on larger data sets, specifically those with thousands of features.

From macro to micro: Sparse macroeconomic risks and the cross-section of stock returns

Our study presents novel evidence on the pricing effectiveness of macroeconomic risks at the firm level. We employ a sparse PCA approach to aggregate macroeconomic variables from the FRED-MD database and obtain the first eight components, namely inflation, housing, spreads, production, employment, personal income, yields, and credit. We then construct the corresponding firm-level macroeconomic risk exposures as the sensitivity of the individual stock returns to the sparse economic components. Our research yields three main findings: (i) macro betas cannot be fully captured by common firm fundamentals, indicating the unique information in macro betas; (ii) the betas of inflation, production, personal income, yields, and credit are strong predictors of future stock returns beyond other micro risks; and (iii) behavioral mispricing theory, especially arbitrage frictions and investor sentiment, can help explain the macro beta premium.

Prediction of glass transition temperature of oxide glasses based on interpretable machine learning and sparse data sets

The glass transition temperature (Tg) is a crucial characteristic of oxide glasses, exerting significant influence on their properties and applications. In this study, we utilized a sparse dataset and machine learning techniques to establish a predictive model for the relationship between the composition of oxide glasses and Tg. Among four machine learning algorithms compared, the Extreme Tree Regressor (ETR) algorithm demonstrated superior performance, exhibiting robust generalization capabilities on the validation set. We performed feature selection on the original features using Pearson Correlation Coefficient (PCC) and Maximal Information Coefficient (MIC), resulting in a subset of 38 dimensions. Subsequently, we employed Sparse Principal Component Analysis (PCA) and Recursive Feature Elimination (RFE) for dimensionality reduction, yielding a final subset of 12 dimensions. Introducing SHapley Additive exPlanations (SHAP) values for interpretability analysis of the predictive model, we obtained important feature rankings and analyzed how variations in features affect the target variable. Finally, using the CaO-SiO2-Al2O3 system as an example, we demonstrated how the model predicts Tg based on composition, facilitating rational design of oxide glass compositions.

An information fusion-based meta transfer learning method for few-shot fault diagnosis under varying operating conditions

In recent years, meta-learning has gained increasing attention in the field of fault diagnosis due to its advantages of handling small samples and exhibiting fast adaptation across different diagnostic tasks. However, the scenario of sharply varying operating conditions and the heavy computation burden still limit the effective application of meta-learning in the field of transfer fault diagnosis. To address the above challenges, a few-shot meta transfer diagnosis method is proposed based on information fusion-based model agnostic meta-learning (IFMAML). Firstly, the information enhancement method based on sparse principal component analysis is introduced to enhance the domain invariant features and reduce data redundancy. Subsequently, the information fusion strategy of multiple sensor data is proposed to form the red, green, and blue (RGB) channel information of images, which can enrich the diversity of domain invariant features and mine the spatial information of multiple sensors. Then, the IFMAML, with its enhanced potential for diagnostic performance and computational efficiency, is developed to address the challenging few-shot cross-domain transfer diagnosis under varying operating conditions. Finally, two case studies for gearbox fault diagnostics considering sharply varying speed conditions and unknown health conditions have been conducted to demonstrate the effectiveness and superiority of the proposed method. Experimental results have indicated that the proposed IFMAML method can achieve superior diagnostic accuracy and can be quickly adapted to new transfer diagnosis scenarios under varying operating conditions, when compared with several mainstream meta-learning methods.

Analysis of convolutional neural networks for fronto-temporal dementia biomarker discovery.

Frontotemporal lobe dementia (FTD) results from the degeneration of the frontal and temporal lobes. It can manifest in several different ways, leading to the definition of variants characterised by their distinctive symptomatologies. As these variants are detected based on their symptoms, it can be unclear if they represent different types of FTD or different symptomatological axes. The goal of this paper is to investigate this question with a constrained cohort of FTD patients in order to see if the heterogeneity within this cohort can be inferred from medical images rather than symptom severity measurements. An ensemble of convolutional neural networks (CNNs) is used to classify diffusion tensor images collected from two databases consisting of 72 patients with behavioural variant FTD and 120 healthy controls. FTD biomarkers were found using voxel-based analysis on the sensitivities of these CNNs. Sparse principal components analysis (sPCA) is then applied on the sensitivities arising from the patient cohort in order to identify the axes along which the patients express these biomarkers. Finally, this is correlated with their symptom severity measurements in order to interpret the clinical presentation of each axis. The CNNs result in sensitivities and specificities between 83 and 92%. As expected, our analysis determines that all the robust biomarkers arise from the frontal and temporal lobes. sPCA identified four axes in terms of biomarker expression which are correlated with symptom severity measurements. Our analysis confirms that behavioural variant FTD is not a singular type or spectrum of FTD, but rather that it has multiple symptomatological axes that relate to distinct regions of the frontal and temporal lobes. This analysis suggests that medical images can be used to understand the heterogeneity of FTD patients and the underlying anatomical changes that lead to their different clinical presentations.

Sparse group principal component analysis using elastic-net regularisation and its application to virtual metrology in semiconductor manufacturing

Principal component analysis (PCA) is a widely used statistical technique for dimensionality reduction, extracting a low-dimensional subspace in which the variance is maximised (or the reconstruction error is minimised). To improve the interpretability of learned representations, several variants of PCA have recently been developed to estimate the principal components with a small number of input features (variable), such as sparse PCA and group sparse PCA. However, most existing methods suffer from either the requirement of measuring all the input variables or redundancy in the set of selected features. Another challenge for these methods is that they need to specify the sparsity level of the coefficient matrix in advance. To address the above issues, in this paper, we propose an elastic-net regularisation for sparse group PCA (ESGPCA), which incorporates sparsity constraints into the objective function to consider both within-group and between-group sparsities. Such a sparse learning approach allows us to automatically discover the sparse principal loading vectors without any prior assumption of the input features. We solve the non-smooth regularised problem using the alternating direction method of multipliers (ADMM), an efficient distributed optimisation technique. Empirical evaluations on both synthetic and real datasets demonstrate the effectiveness and promising performance of our sparse group PCA than other compared methods.

Spike and slab Bayesian sparse principal component analysis

Spike and slab Bayesian sparse principal component analysis

Dynamic sparse PCA: a dimensional reduction method for sensor data in virtual metrology

Virtual metrology (VM) is the ideal technique for predicting the quality of every wafer and reducing overall inspection costs in semiconductor manufacturing. The data from numerous monitoring sensors in semiconductor production poses challenges in terms of data dimensionality. Thus, dimensionality reduction techniques are required before building the prediction model in VM. Additionally, to reduce the sensor cost, it is crucial to determine the sensors that contribute significantly to the output of the prediction model. Therefore, in this paper, we propose a dimensionality reduction technique called dynamic sparse principal component analysis to establish global sparsity in the first few principal components. The proposed method seeks extracted features that involve a limited number of sensors in the VM to reduce sensor cost and increase the interpretability of the features while reasonably capturing data variability. The experimental results demonstrate that the proposed method is not sensitive to the scale of the problem and can solve the large-scale high-dimensional problems that are commonly encountered in semiconductor manufacturing.

Coupling randomisation and sparse modelling for the exploratory analysis of large hyperspectral datasets

Sparse-based models are a powerful tools for data compression, variable reduction, and model complexity reduction. Nevertheless, their major issue is the high computational time needed in large matrices. This manuscript proposes, for the first time, to couple randomised decomposition as a first step before sparsity calculations, followed by a projection of the full data onto a reduced-sparse set of loadings that will drastically reduce the time needed for calculations and built models that are equally reliable as their sparse-based homologous. While this new approach might be valid for several scenarios (exploration, regression and classification), we will focus on exploration methods (like Principal Component Analysis – PCA) applied to large datasets of hyperspectral images. Two datasets of different complexity have been tested, and the benefits of the coupled randomisation and sparse PCA (rsPCA) are extensively studied.

High-dimensional Statistical Analysis and Its Application to an ALMA Map of NGC 253

In astronomy, if we denote the dimension of data as d and the number of samples as n, we often find a case with n ≪ d. Traditionally, such a situation is regarded as ill-posed, and there was no choice but to discard most of the information in data dimensions to let d < n. The data with n ≪ d is referred to as the high-dimensional low sample size (HDLSS). To deal with HDLSS problems, a method called high-dimensional statistics has rapidly developed in the last decade. In this work, we first introduce high-dimensional statistical analysis to the astronomical community. We apply two representative methods in the high-dimensional statistical analysis methods, noise-reduction principal component analysis (NRPCA) and automatic sparse principal component analysis (A-SPCA), to a spectroscopic map of a nearby archetype starburst galaxy NGC 253 taken by the Atacama Large Millimeter/submillimeter Array (ALMA). The ALMA map is an example of a typical HDLSS data set. First, we analyzed the original data, including the Doppler shift due to the systemic rotation. High-dimensional PCA can precisely describe the spatial structure of the rotation. We then applied to the Doppler-shift corrected data to analyze more subtle spectral features. NRPCA and R-SPCA were able to quantify the very complicated characteristics of the ALMA spectra. Particularly, we were able to extract information on the global outflow from the center of NGC 253. This method can also be applied not only to spectroscopic survey data, but also to any type of data with a small sample size and large dimension.