Nearly optimal stochastic approximation for online principal subspace estimation

Author:

Liang Xin,Guo Zhen-Chen,Wang Li,Li Ren-Cang,Lin Wen-Wei

Publisher

Springer Science and Business Media LLC

Subject

General Mathematics

Reference32 articles.

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2. Absil P A, Edelman A, Koev P. On the largest principal angle between random subspaces. Linear Algebra Appl, 2006, 414: 288–294

3. Allen-Zhu Z, Li Y. First efficient convergence for streaming k-PCA: A global, gap-free, and near-optimal rate. In: 2017 IEEE 58th Annual Symposium on Foundations of Computer Science (FOCS). New York: IEEE, 2017, 487–492

4. Arora R, Cotter A, Livescu K, et al. Stochastic optimization for PCA and PLS. In: 2012 50th Annual Allerton Conference on Communication, Control, and Computing (Allerton). New York: IEEE, 2012, 861–868

5. Arora R, Cotter A, Srebro N. Stochastic optimization of PCA with capped MSG. Adv Neural Inform Process Syst, 2013, 26: 1815–1823

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1. On the optimality of the Oja’s algorithm for online PCA;Statistics and Computing;2023-03-30

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