A Stochastic PCA and SVD Algorithm with an Exponential Convergence Rate
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چکیده
Since we focus on a particular epoch s, let us drop the subscript from˜w s−1 , and denote it simply at˜w. Rewriting the update equations from the algorithm, we have that w t+1 = w t+1 w t+1 , where w t+1 = (I + ηA)w t + η(xx − A)(w t − ˜ w), where x is the random instance chosen at iteration t.
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تاریخ انتشار 2015