Title
Stochastic Optimization of PCA with Capped MSG.
Abstract
We study PCA as a stochastic optimization problem and propose a novel stochastic approximation algorithm which we refer to as "Matrix Stochastic Gradient" (MSG), as well as a practical variant, Capped MSG. We study the method both theoretically and empirically.
Year
Venue
DocType
2013
neural information processing systems
Conference
Volume
Citations 
PageRank 
abs/1307.1674
28
1.39
References 
Authors
10
5
Name
Order
Citations
PageRank
R. Arora148935.97
Andrew Cotter285178.35
Nathan Srebro33892349.42
Cotter, Andy4281.39
Srebro, Nati5281.39