{"ID":2853011,"CreatedAt":"2026-06-01T04:54:23.091178241Z","UpdatedAt":"2026-06-01T04:54:23.091178241Z","DeletedAt":null,"paper_url":"https://arxiv.org/abs/2510.18130","arxiv_id":"2510.18130","title":"Rethinking PCA Through Duality","abstract":"Motivated by the recently shown connection between self-attention and (kernel) principal component analysis (PCA), we revisit the fundamentals of PCA. Using the difference-of-convex (DC) framework, we present several novel formulations and provide new theoretical insights. In particular, we show the kernelizability and out-of-sample applicability for a PCA-like family of problems. Moreover, we uncover that simultaneous iteration, which is connected to the classical QR algorithm, is an instance of the difference-of-convex algorithm (DCA), offering an optimization perspective on this longstanding method. Further, we describe new algorithms for PCA and empirically compare them with state-of-the-art methods. Lastly, we introduce a kernelizable dual formulation for a robust variant of PCA that minimizes the $l_1$ deviation of the reconstruction errors.","short_abstract":"Motivated by the recently shown connection between self-attention and (kernel) principal component analysis (PCA), we revisit the fundamentals of PCA. Using the difference-of-convex (DC) framework, we present several novel formulations and provide new theoretical insights. In particular, we show the kernelizability and...","url_abs":"https://arxiv.org/abs/2510.18130","url_pdf":"https://arxiv.org/pdf/2510.18130v1","authors":"[\"Jan Quan\",\"Johan Suykens\",\"Panagiotis Patrinos\"]","published":"2025-10-20T21:56:14Z","proceeding":"cs.LG","tasks":"[\"cs.LG\",\"math.OC\",\"stat.ML\"]","methods":"[]","has_code":false}
