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Gen-Oja: A Two-time-scale approach for Streaming CCA [article]

Kush Bhatia, Aldo Pacchiano, Nicolas Flammarion, Peter L. Bartlett, Michael I. Jordan
2020 arXiv   pre-print
We propose a simple and efficient algorithm, Gen-Oja, for these problems.  ...  In this paper, we study the problems of principal Generalized Eigenvector computation and Canonical Correlation Analysis in the stochastic setting.  ...  AP acknowledges Huawei's support through a BAIR-Huawei PhD Fellowship.  ... 
arXiv:1811.08393v2 fatcat:flbpoxp7djauhaxx3pvtvdpv2u