184 citations · 184 across the 1 of their papers we have counts for
4 papers
Efficient Algorithms for Large-scale Generalized Eigenvector Computation and Canonical Correlation Analysis
Rong Ge, Chi Jin, Sham M. Kakade +2
This paper considers the problem of canonical-correlation analysis (CCA) (Hotelling, 1936) and, more broadly, the generalized eigenvector problem for a pair of symmetric matrices.…
Provable Efficient Online Matrix Completion via Non-convex Stochastic Gradient Descent
Chi Jin, Sham M. Kakade, Praneeth Netrapalli
Matrix completion, where we wish to recover a low rank matrix by observing a few entries from it, is a widely studied problem in both theory and practice with wide applications. Mo…
Streaming PCA: Matching Matrix Bernstein and Near-Optimal Finite Sample Guarantees for Oja's Algorithm
Prateek Jain, Chi Jin, Sham M. Kakade +2
This work provides improved guarantees for streaming principle component analysis (PCA). Given sampled independently from distributions…
Escaping From Saddle Points --- Online Stochastic Gradient for Tensor Decomposition
Rong Ge, Furong Huang, Chi Jin +1
We analyze stochastic gradient descent for optimizing non-convex functions. In many cases for non-convex functions the goal is to find a reasonable local minimum, and the main conc…