Near-optimal stochastic approximation for online principal component estimation (Q681490)
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scientific article; zbMATH DE number 6837218
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| English | Near-optimal stochastic approximation for online principal component estimation |
scientific article; zbMATH DE number 6837218 |
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Near-optimal stochastic approximation for online principal component estimation (English)
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12 February 2018
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principal component analysis
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stochastic approximation
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nonconvex optimization
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stochastic gradient method
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high-dimensional data
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online algorithm
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finite-sample analysis
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0.9204869866371156
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0.8646465539932251
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0.8489193916320801
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0.8222338557243347
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0.8182225227355957
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