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cs.LG2018
Gen-Oja: A Two-time-scale approach for Streaming CCA
Kush Bhatia, Aldo Pacchiano, Nicolas Flammarion +2
In this paper, we study the problems of principal Generalized Eigenvector computation and Canonical Correlation Analysis in the stochastic setting. We propose a simple and efficien…
cs.LG2018★ 42 cited
Averaging Stochastic Gradient Descent on Riemannian Manifolds
Nilesh Tripuraneni, Nicolas Flammarion, Francis Bach +1
We consider the minimization of a function defined on a Riemannian manifold accessible only through unbiased estimates of its gradients. We develop a geometric framew…