Prateek Jain 0002, Chi Jin, Sham M. Kakade, Praneeth Netrapalli, Aaron Sidford. Streaming PCA: Matching Matrix Bernstein and Near-Optimal Finite Sample Guarantees for Oja's Algorithm. In Vitaly Feldman, Alexander Rakhlin, Ohad Shamir, editors, Proceedings of the 29th Conference on Learning Theory, COLT 2016, New York, USA, June 23-26, 2016. Volume 49 of JMLR Workshop and Conference Proceedings, pages 1147-1164, JMLR.org, 2016. [doi]
Abstract is missing.