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oja's rule

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convergence rate (2) non-convex optimization (2) noisy fixed point iteration (1) oja rule (1) oja's learning rule (1) riemannian gradient descent (1) finite sample bound (1) principal component (1) eigenvalue computation (1) learning rate (1)

Papers

Tight Convergence Rate of Gradient Descent for Eigenvalue Computation IJCAI 2020 The Fast Convergence of Incremental PCA NeurIPS 2013