Efficient Algorithms for Large-scale Generalized Eigenvector Computation and Canonical Correlation Analysis

Rong Ge, Chi Jin, Sham M. Kakade, Praneeth Netrapalli, Aaron Sidford. Efficient Algorithms for Large-scale Generalized Eigenvector Computation and Canonical Correlation Analysis. In Maria-Florina Balcan, Kilian Q. Weinberger, editors, Proceedings of the 33nd International Conference on Machine Learning, ICML 2016, New York City, NY, USA, June 19-24, 2016. Volume 48 of JMLR Workshop and Conference Proceedings, pages 2741-2750, JMLR.org, 2016. [doi]

Abstract

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