Reviews: Efficient Globally Convergent Stochastic Optimization for Canonical Correlation Analysis
–Neural Information Processing Systems
Novelty: The novelty of the algorithm lies in providing global convergence guarantees for the online version of CCA. The algorithm has potential - however, this would have been better highlighted if real-applications were used (e.g. To this end, having an efficient online algorithm for such settings is valuable. Clarity: The authors do a great job presenting exactly the necessary information needed: from introducing CCA to the power method version of CCA, and to its ALS and stochastic formulation. At each step of the description, the authors provide remarks about what can go wrong: what happens when there is a gap, what about the normalization step (is it expensive?),
Neural Information Processing Systems
Jan-20-2025, 10:13:04 GMT