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Gen-Oja: A Two-time-scale approach for Streaming CCA
[article]
2020
arXiv
pre-print
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We propose a simple and efficient algorithm, Gen-Oja, for these problems. ...
In this paper, we study the problems of principal Generalized Eigenvector computation and Canonical Correlation Analysis in the stochastic setting. ...
In this section, we present our main convergence guarantee for Gen-Oja when applied to the streaming generalized eigenvector problem. ...
arXiv:1811.08393v2
fatcat:flbpoxp7djauhaxx3pvtvdpv2u