Research
PRIM-cipal components analysis
arXiv:2604.15538v1 Announce Type: cross Abstract: Supervised No Free Lunch Theorems (NFLTs) are well studied, yet unsupervised NFLTs remain underexplored. For elliptical distributions, we prove that t
arXiv:2604.15538v1 Announce Type: cross Abstract: Supervised No Free Lunch Theorems (NFLTs) are well studied, yet unsupervised NFLTs remain underexplored. For elliptical distributions, we prove that there exist two equally optimal, scientifically meaningful bump-hunting strategies that are exact opposites, with no universal winner. Specifically, peeling k orthogonal dimensions from R^d (d ge k), retaining an inter-quantile region of probability 1-alpha per peeled dimension, maximizes total variance and Frobenius norm when the k smallest principal components (called pettiest components) are selected, and minimizes them when the selected dimensions are the k leading principal components. These optima inspire PRIM-based bump-hunting algorithms either by minimizing variance or by minimizing volume, thereby motivating an NFLT. We test our results on the Fashion-MNIST database, showing that peeling the largest principal components captures multiplicity, while peeling the smallest principal components isolates popular styles.
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Source: arXiv cs.LG | 2026-04-20