Federated Multilinear Principal Component Analysis with Applications in Prognostics

Multilinear Principal Component Analysis (MPCA) is a widely utilized method for the dimension reduction of tensor data. However, the integration of MPCA into federated learning remains unexplored in existing research. To tackle this gap, this article proposes a Federated Multilinear Principal Component Analysis (FMPCA) method, which enables multiple users to collaboratively reduce the dimension of their tensor data while keeping each user's data local and confidential. The proposed FMPCA method is guaranteed to have the same performance as traditional MPCA. An application of the proposed FMPCA in industrial prognostics is also demonstrated. Simulated data and a real-world data set are used to validate the performance of the proposed method.