Online Adaptive Principal Component Analysis and Its extensions

23 Jan 2019Jianjun YuanAndrew Lamperski

We propose algorithms for online principal component analysis (PCA) and variance minimization for adaptive settings. Previous literature has focused on upper bounding the static adversarial regret, whose comparator is the optimal fixed action in hindsight... (read more)

PDF Abstract

Results from the Paper


  Submit results from this paper to get state-of-the-art GitHub badges and help the community compare results to other papers.