Diffusion Approximations for Online Principal Component Estimation and Global Convergence.
Chris Junchi LiMengdi WangHan LiuTong ZhangPublished in: CoRR (2018)
Keyphrases
- principal components
- global convergence
- principal component analysis
- convergence speed
- convergence rate
- global optimum
- convergence analysis
- optimization methods
- convex minimization
- kernel space
- dimensionality reduction
- covariance matrix
- particle swarm
- feature extraction
- principal component regression
- neural network
- face recognition
- genetic algorithm
- machine learning