We consider learning the principal subspace of a large set of vectors from an extremely small number of compressive measurements of each vector. Our theoretical results show that even a constant number of measurements per column suffices to approximate the principal subspace to arbitrary precision, provided that the number of vectors is large. This result is achieved by a simple algorithm that computes the eigenvectors of an estimate of the covariance matrix. The main insight is to exploit an averaging effect that arises from applying a different random projection to each vector. We provide a number of simulations confirming our theoretical results.<\/p>\n","protected":false},"excerpt":{"rendered":"
We consider learning the principal subspace of a large set of vectors from an extremely small number of compressive measurements of each vector. Our theoretical results show that even a constant number of measurements per column suffices to approximate the principal subspace to arbitrary precision, provided that the number of vectors is large. This result 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