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math.OC2021
On principal component analysis of the convex combination of two data matrices and its application to acoustic metamaterial filters
Giorgio Gnecco, Andrea Bacigalupo
In this short paper, a matrix perturbation bound on the eigenvalues found by principal component analysis is investigated, for the case in which the data matrix on which principal…
math.OC2016
LQG Online Learning
Giorgio Gnecco, Alberto Bemporad, Marco Gori +1
Optimal control theory and machine learning techniques are combined to formulate and solve in closed form an optimal control formulation of online learning from supervised examples…