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math.OC2021★ 2 cited
Distributed Principal Component Analysis with Limited Communication
Foivos Alimisis, Peter Davies, Bart Vandereycken +1
We study efficient distributed algorithms for the fundamental problem of principal component analysis and leading eigenvector computation on the sphere, when the data are randomly…
math.OC2021
A note on the optimal convergence rate of descent methods with fixed step sizes for smooth strongly convex functions
André Uschmajew, Bart Vandereycken
Based on a result by Taylor, Hendrickx, and Glineur (J. Optim. Theory Appl., 178(2):455--476, 2018) on the attainable convergence rate of gradient descent for smooth and strongly c…