# Intrinsic Grassmann Averages for Online Linear, Robust and Nonlinear Subspace Learning

arXiv: https://arxiv.org/abs/1702.01005 · HTML: https://mlsanity.com/paper/1702.01005/

## Key facts

- Cited by 4 papers in the map (data through 14 Oct 2026).
- First posted on arXiv 3 Feb 2017.

## Built on by (most cited first, 4 of 4)

- [SubTrack++ : Gradient Subspace Tracking for Scalable LLM Training](https://mlsanity.com/paper/2502.01586/) (2025)
- [Chordal Averaging on Flag Manifolds and Its Applications](https://mlsanity.com/paper/2303.13501/) (2023)
- [A Deep Moving-camera Background Model](https://mlsanity.com/paper/2209.07923/) (2022)
- [Flag Aggregator: Scalable Distributed Training under Failures and Augmented Losses using Convex Optimization](https://mlsanity.com/paper/2302.05865/) (2023)

## Abstract (arXiv)

Principal Component Analysis (PCA) and Kernel Principal Component Analysis (KPCA) are fundamental methods in machine learning for dimensionality reduction. The former is a technique for finding this approximation in finite dimensions and the latter is often in an infinite dimensional Reproducing Kernel Hilbert-space (RKHS). In this paper, we present a geometric framework for computing the principal linear subspaces in both situations as well as for the robust PCA case, that amounts to computing the intrinsic average on the space of all subspaces: the Grassmann manifold. Points on this manifold are defined as the subspaces spanned by K-tuples of observations. The intrinsic Grassmann average of these subspaces are shown to coincide with the principal components of the observations when they are drawn from a Gaussian distribution. We show similar results in the RKHS case and provide an efficient algorithm for computing the projection onto the this average subspace. The result is a method akin to KPCA which is substantially faster. Further, we present a novel online version of the KPCA using our geometric framework. Competitive performance of all our algorithms are demonstrated on a variety of real and synthetic data sets.
