Stochastic Approximation for Canonical Correlation Analysis.
Raman AroraTeodor V. MarinovPoorya MianjyPublished in: CoRR (2017)
Keyphrases
- stochastic approximation
- canonical correlation analysis
- monte carlo
- least squares
- canonical correlations
- policy iteration
- partial least squares
- equivalence relationship
- reinforcement learning
- neural network
- markov decision processes
- theoretical guarantees
- model free
- convergence rate
- dimensionality reduction methods
- linear programming
- temporal difference learning
- dynamic programming