72 citations · 85 across the 9 of their papers we have counts for
Showing 2019Show all
2 papers · 1 filter
cs.LG2019★ 5 cited
Trading-Off Static and Dynamic Regret in Online Least-Squares and Beyond
Jianjun Yuan, Andrew Lamperski
Recursive least-squares algorithms often use forgetting factors as a heuristic to adapt to non-stationary data streams. The first contribution of this paper rigorously characterize…
cs.LG2019★ 5 cited
Online Adaptive Principal Component Analysis and Its extensions
Jianjun Yuan, Andrew Lamperski
We propose algorithms for online principal component analysis (PCA) and variance minimization for adaptive settings. Previous literature has focused on upper bounding the static ad…