Doubly Accelerated Methods for Faster CCA and Generalized Eigendecomposition

ICML 2017 Zeyuan Allen-ZhuYuanzhi Li

We study $k$-GenEV, the problem of finding the top $k$ generalized eigenvectors, and $k$-CCA, the problem of finding the top $k$ vectors in canonical-correlation analysis. We propose algorithms $\mathtt{LazyEV}$ and $\mathtt{LazyCCA}$ to solve the two problems with running times linearly dependent on the input size and on $k$... (read more)

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