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2 accepted papers

2016

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

ICML 2016poster

This paper considers the problem of canonical-correlation analysis (CCA) and, more broadly, the generalized eigenvector problem for a pair of symmetric matrices. These are two fundamental problems in data analysis and scientific computing with numerous applications in machine learning and statistics…

Cited by 88Source ↗PDF ↗Scholar ↗
2016

Faster Eigenvector Computation via Shift-and-Invert Preconditioning

ICML 2016poster

We give faster algorithms and improved sample complexities for the fundamental problem of estimating the top eigenvector. Given an explicit matrix $A \in \mathbb{R}^{n \times d}$, we show how to compute an $\epsilon$-approximate top eigenvector of $A^TA$ in time $\tilde O\left( \left[\text{nnz}(A) +…

Cited by 92Source ↗PDF ↗Scholar ↗