A stochastic variance reduction method for PCA by an exact penalty approach
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Cites work
- A Linearly Convergent Variant of the Conditional Gradient Algorithm under Strong Convexity, with Applications to Online and Stochastic Optimization
- scientific article; zbMATH DE number 192975 (Why is no real title available?)
- scientific article; zbMATH DE number 6125590 (Why is no real title available?)
- scientific article; zbMATH DE number 6159604 (Why is no real title available?)
- Limited memory block Krylov subspace optimization for computing dominant singular value decompositions
- Linear dimensionality reduction: survey, insights, and generalizations
- Minimizing finite sums with the stochastic average gradient
- Numerical methods for large eigenvalue problems
- Optimization methods for large-scale machine learning
- Principal component analysis.
- Stochastic dual coordinate ascent methods for regularized loss minimization
- The Matrix Eigenvalue Problem
- Trace-penalty minimization for large-scale eigenspace computation
- Two-Point Step Size Gradient Methods
- Unconstrained optimization models for computing several extreme eigenpairs of real symmetric matrices
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