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math.OC2016★ 9 cited
First Efficient Convergence for Streaming k-PCA: a Global, Gap-Free, and Near-Optimal Rate
Zeyuan Allen-Zhu, Yuanzhi Li
We study streaming principal component analysis (PCA), that is to find, in space, the top eigenvectors of a hidden matrix with online vectors drawn…
math.OC2016★ 15 cited
Doubly Accelerated Methods for Faster CCA and Generalized Eigendecomposition
Zeyuan Allen-Zhu, Yuanzhi Li
We study -GenEV, the problem of finding the top generalized eigenvectors, and -CCA, the problem of finding the top vectors in canonical-correlation analysis. We propo…