no code implementations • 3 Apr 2018 • Stephane Chretien, Zhen-Wai Olivier HO
A problem of paramount importance in both pure (Restricted Invertibility problem) and applied mathematics (Feature extraction) is the one of selecting a submatrix of a given matrix, such that this submatrix has its smallest singular value above a specified level.
no code implementations • 3 Apr 2018 • Stephane Chretien, Christophe Guyeux, Zhen-Wai Olivier HO
This paper studies the complexity of the stochastic gradient algorithm for PCA when the data are observed in a streaming setting.