Diffusion Approximations for Online Principal Component Estimation and Global Convergence.
Chris Junchi LiMengdi WangTong ZhangPublished in: NIPS (2017)
Keyphrases
- principal components
- global convergence
- global optimum
- principal component analysis
- convergence rate
- convergence speed
- convergence analysis
- optimization methods
- principal component regression
- convex minimization
- dimensionality reduction
- hyperplane
- queueing networks
- kernel space
- feature set
- diffusion approximations
- neural network
- hybrid algorithm
- ant colony optimization
- particle swarm
- heavy traffic
- feature selection