Title
Stochastic Optimization for Multiview Representation Learning using Partial Least Squares.
Abstract
Partial Least Squares (PLS) is a ubiquitous statistical technique for bilinear factor analysis. It is used in many analysis, machine learning, and information retrieval applications to model the covariance structure between a pair of matrices. In this paper, we consider PLS for representation learning in a multiview setting where we have more than one view in at training time. Furthermore, instead of framing PLS as a problem about a fixed given set, we argue that PLS should be studied as a stochastic optimization problem, especially in a big data setting, with the goal of optimizing a population objective based on sample. This view suggests using Stochastic Approximation (SA) approaches, such as Stochastic Gradient Descent (SGD) and enables a rigorous analysis of their benefits. In this paper, we develop SA approaches to PLS and provide iteration complexity bounds for the proposed algorithms.
Year
Venue
Field
2016
ICML
Population,Stochastic gradient descent,Mathematical optimization,Stochastic optimization,Computer science,Partial least squares regression,Artificial intelligence,Stochastic approximation,Feature learning,Machine learning,Covariance,Bilinear interpolation
DocType
Citations 
PageRank 
Conference
5
0.47
References 
Authors
17
3
Name
Order
Citations
PageRank
R. Arora148935.97
Poorya Mianjy2184.40
Teodor Marinov373.54