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Fair Streaming Principal Component Analysis:
Statistical and Algorithmic Viewpoint
Junghyun Lee*, Hanseul Cho*, Se-Young Y...
Fair PCA: Problem Setting
Our Goal.
• Output a loading matrix 𝑽 ∈ ℝ!×#, 𝑽$𝑽 = 𝑰# such that
• Explained variance (PCA): max...
Unsolved Problems in Fair PCA
Statistical Viewpoint
• No statistical framework
• PAC-type definition
• Sample complexity g...
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