107 citations · 107 across the 2 of their papers we have counts for
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A simple and provable algorithm for sparse diagonal CCA
Megasthenis Asteris, Anastasios Kyrillidis, Oluwasanmi Koyejo +1
Given two sets of variables, derived from a common set of samples, sparse Canonical Correlation Analysis (CCA) seeks linear combinations of a small number of variables in each set,…
Trading-off variance and complexity in stochastic gradient descent
Vatsal Shah, Megasthenis Asteris, Anastasios Kyrillidis +1
Stochastic gradient descent is the method of choice for large-scale machine learning problems, by virtue of its light complexity per iteration. However, it lags behind its non-stoc…
Stay on path: PCA along graph paths
Megasthenis Asteris, Anastasios Kyrillidis, Alexandros G. Dimakis +2
We introduce a variant of (sparse) PCA in which the set of feasible support sets is determined by a graph. In particular, we consider the following setting: given a directed acycli…