AIConfPaper
UAI 2023poster3 citations

Nonconvex stochastic scaled gradient descent and generalized eigenvector problems

Chris Junchi Li, Michael I Jordan

Source ↗PDF ↗Scholar ↗TeX ↗

Abstract

Motivated by the problem of online canonical correlation analysis, we propose the

BibTeX
@InProceedings{pmlr-v216-li23b,
  title = 	 {Nonconvex stochastic scaled gradient descent and generalized eigenvector problems},
  author =       {Li, Chris Junchi and Jordan, Michael I},
  booktitle = 	 {Proceedings of the Thirty-Ninth Conference on Uncertainty in Artificial Intelligence},
  pages = 	 {1230--1240},
  year = 	 {2023},
  editor = 	 {Evans, Robin J. and Shpitser, Ilya},
  volume = 	 {216},
  series = 	 {Proceedings of Machine Learning Research},
  month = 	 {31 Jul--04 Aug},
  publisher =    {PMLR},
  pdf = 	 {https://proceedings.mlr.press/v216/li23b/li23b.pdf},
  url = 	 {https://proceedings.mlr.press/v216/li23b.html},
  abstract = 	 {Motivated by the problem of online canonical correlation analysis, we propose the
Nonconvex stochastic scaled gradient descent and generalized eigenvector problems · UAI 2023