On Constrained Nonconvex Stochastic Optimization: A Case Study for Generalized Eigenvalue Decomposition.
Zhehui ChenXingguo LiLin YangJarvis D. HauptTuo ZhaoPublished in: AISTATS (2019)
Keyphrases
- stochastic optimization
- eigenvalue decomposition
- blind source separation
- least squares
- symmetric matrix
- multistage
- low dimensional
- spectral clustering
- feature space
- auto correlation
- feature representation
- objective function
- convex optimization
- pseudo inverse
- independent component analysis
- sufficient conditions
- optimization problems
- support vector
- feature extraction