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Volumn 1, Issue , 2015, Pages 144-152

A stochastic PCA and SVD algorithm with an exponential convergence rate

Author keywords

[No Author keywords available]

Indexed keywords

ALGORITHMS; ARTIFICIAL INTELLIGENCE; CONVEX OPTIMIZATION; LEARNING SYSTEMS; OPTIMIZATION; SINGULAR VALUE DECOMPOSITION; STOCHASTIC SYSTEMS;

EID: 84969523896     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper
Times cited : (164)

References (14)
  • 2
    • 84898944356 scopus 로고    scopus 로고
    • Stochastic optimization of PCA with capped MSG
    • Arora, R., Cotter, A., and Srebro, N. Stochastic optimization of PCA with capped MSG. In NIPS, 2013.
    • (2013) NIPS
    • Arora, R.1    Cotter, A.2    Srebro, N.3
  • 5
    • 84969581495 scopus 로고    scopus 로고
    • Competing with the empirical risk minimizer in a single pass
    • abs/1412.6606
    • Frostig, R., Ge, R., Kakade, S., and Sidford, A. Competing with the empirical risk minimizer in a single pass. CoRR, abs/1412.6606, 2014.
    • (2014) CoRR
    • Frostig, R.1    Ge, R.2    Kakade, S.3    Sidford, A.4
  • 7
    • 84947403595 scopus 로고
    • Probability inequalities for sums of bounded random variables
    • Hoeffding, W. Probability inequalities for sums of bounded random variables. Journal of the American statistical association, 58(301): 13-30, 1963.
    • (1963) Journal of the American Statistical Association , vol.58 , Issue.301 , pp. 13-30
    • Hoeffding, W.1
  • 8
    • 84898963415 scopus 로고    scopus 로고
    • Accelerating stochastic gradient descent using predictive variance reduction
    • Johnson, R. and Zhang, T. Accelerating stochastic gradient descent using predictive variance reduction. In NIPS, 2013.
    • (2013) NIPS
    • Johnson, R.1    Zhang, T.2
  • 9
    • 84969514455 scopus 로고    scopus 로고
    • Semi-stochastic gradient descent methods
    • abs/1312.1666
    • Konecny, J. and Richtarik, P. Semi-stochastic gradient descent methods. CoRR, abs/1312.1666, 2013.
    • (2013) CoRR
    • Konecny, J.1    Richtarik, P.2
  • 10
    • 49849122833 scopus 로고
    • The method of stochastic approximation for the determination of the least eigenvalue of a symmetrical matrix
    • Krasulina, T.P. The method of stochastic approximation for the determination of the least eigenvalue of a symmetrical matrix. USSR Computational Mathematics and Mathematical Physics, 9(6): 189-195, 1969.
    • (1969) USSR Computational Mathematics and Mathematical Physics , vol.9 , Issue.6 , pp. 189-195
    • Krasulina, T.P.1
  • 11
    • 84898988901 scopus 로고    scopus 로고
    • Mixed optimization for smooth functions
    • Mahdavi, M., Zhang, L., and Jin, R. Mixed optimization for smooth functions. In NIPS, 2013.
    • (2013) NIPS
    • Mahdavi, M.1    Zhang, L.2    Jin, R.3
  • 13
    • 0020464111 scopus 로고
    • Simplified neuron model as a principal component analyzer
    • Oja, E. Simplified neuron model as a principal component analyzer. Journal of mathematical biology, 15(3):267-273, 1982.
    • (1982) Journal of Mathematical Biology , vol.15 , Issue.3 , pp. 267-273
    • Oja, E.1
  • 14
    • 0022013023 scopus 로고
    • On stochastic approximation of the eigenvectors and eigenvalues of the expectation of a random matrix
    • Oja, E. and Karhunen, J. On stochastic approximation of the eigenvectors and eigenvalues of the expectation of a random matrix. Journal of mathematical analysis and applications, 106(l):69-84, 1985.
    • (1985) Journal of Mathematical Analysis and Applications , vol.106 , Issue.1 , pp. 69-84
    • Oja, E.1    Karhunen, J.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.