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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 88SourcePDFScholar
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 92SourcePDFScholar