• DocumentCode
    1631087
  • Title

    Stochastic optimization for PCA and PLS

  • Author

    Arora, Rajkumar ; Cotter, A. ; Livescu, Karen ; Srebro, Nathan

  • Author_Institution
    Toyota Technol. Inst. at Chicago, Chicago, IL, USA
  • fYear
    2012
  • Firstpage
    861
  • Lastpage
    868
  • Abstract
    We study PCA, PLS, and CCA as stochastic optimization problems, of optimizing a population objective based on a sample. We suggest several stochastic approximation (SA) methods for PCA and PLS, and investigate their empirical performance.
  • Keywords
    least squares approximations; optimisation; principal component analysis; stochastic processes; CCA; PCA; PLS; SA; stochastic approximation methods; stochastic optimization problems; Approximation methods; Eigenvalues and eigenfunctions; Equations; Optimization; Principal component analysis; Runtime; Vectors;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Communication, Control, and Computing (Allerton), 2012 50th Annual Allerton Conference on
  • Conference_Location
    Monticello, IL
  • Print_ISBN
    978-1-4673-4537-8
  • Type

    conf

  • DOI
    10.1109/Allerton.2012.6483308
  • Filename
    6483308
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=1631087