Dimension Reduction for Large-Scale Federated Data: Statistical Rate and Asymptotic Inference
大规模联邦数据降维:统计误差率与渐近推断
In light of the rapidly growing large-scale data in federated ecosystems, the traditional principal component analysis (PCA) is often not applicable due to privacy protection considerations and large computational burden. Algorithms were proposed to lower the computational cost, but few can handle both high dimensionality and massive sample size under distributed settings. In this paper, we propose the FAst DIstributed (FADI) PCA method for federated data when both the…