Accelerated Stochastic Power Iteration

Principal component analysis (PCA) is one of the most powerful tools in machine learning. The simplest method for PCA, the power iteration, requires [Formula: see text] full-data passes to recover the principal component of a matrix with eigen-gap Δ. Lanczos, a significantly more complex method, ach...

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Bibliografiske detaljer
Udgivet i:Proc Mach Learn Res
Main Authors: De Sa, Christopher, He, Bryan, Mitliagkas, Ioannis, Ré, Christopher, Xu, Peng
Format: Artigo
Sprog:Inglês
Udgivet: 2018
Fag:
Article
Online adgang:https://ncbi.nlm.nih.gov/pmc/articles/PMC6557638/
https://ncbi.nlm.nih.gov/pubmed/31187095
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