Rivalry of Two Families of Algorithms for Memory-Restricted Streaming PCA

4 Jun 2015Chun-Liang LiHsuan-Tien LinChi-Jen Lu

We study the problem of recovering the subspace spanned by the first $k$ principal components of $d$-dimensional data under the streaming setting, with a memory bound of $O(kd)$. Two families of algorithms are known for this problem... (read more)

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