A stochastic variance reduction method for PCA by an exact penalty approach
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Publication:4583459
zbMATH Open1395.62140MaRDI QIDQ4583459FDOQ4583459
Authors: Yoon Mo Jung, Sangwoon Yun, Jaehwa Lee 
Publication date: 30 August 2018
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Factor analysis and principal components; correspondence analysis (62H25) Nonlinear programming (90C30)
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- A Linearly Convergent Variant of the Conditional Gradient Algorithm under Strong Convexity, with Applications to Online and Stochastic Optimization
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- Unconstrained optimization models for computing several extreme eigenpairs of real symmetric matrices
- Trace-penalty minimization for large-scale eigenspace computation
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