[FLINK-1733] Add PCA to machine learning library

• Type: New Feature
• Status: Closed
• Priority: Minor
• Resolution: Won't Do
• Component/s: Library / Machine Learning
• Labels: ML
• Assignee: Thang Nguyen
• Reporter: Till Rohrmann
• Created: 18/Mar/15 14:37
• Updated: 28/Feb/19 22:57
• Resolved: 28/Feb/19 22:57

Description

Dimension reduction is a crucial prerequisite for many data analysis tasks. Therefore, Flink's machine learning library should contain a principal components analysis (PCA) implementation. Maria-Florina Balcan et al. [1] proposes a distributed PCA. A more recent publication [2] describes another scalable PCA implementation.

Resources:
[1] http://arxiv.org/pdf/1408.5823v5.pdf
[2] http://ds.qcri.org/images/profile/tarek_elgamal/sigmod2015.pdf