Accelerated Stochastic Power Iteration
international conference on artificial intelligence and statistics, Volume abs/1707.02670, 2017, Pages 58-67.
Principal component analysis (PCA) is one of the most powerful tools in machine learning. The simplest method for PCA, the power iteration, requires full-data passes to recover the principal component of a matrix with eigen-gap Δ. Lanczos, a significantly more complex method, achieves an accelerated rate of passes. Modern applications, ...More
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