Near-optimal stochastic approximation for online principal component estimation.
Chris Junchi LiMengdi WangHan LiuTong ZhangPublished in: Math. Program. (2018)
Keyphrases
- principal components
- stochastic approximation
- principal component analysis
- monte carlo
- multivariate data
- dimensionality reduction
- kernel space
- principal component regression
- policy iteration
- hyperplane
- reinforcement learning
- covariance matrix
- markov chain
- temporal difference learning
- markov random field
- pattern recognition
- face recognition