Gen-Oja: A Simple and Efficient Algorithm for Streaming Generalized Eigenvector Computation
–Neural Information Processing Systems
In this paper, we study the problems of principal Generalized Eigenvector computation and Canonical Correlation Analysis in the stochastic setting. We propose a simple and efficient algorithm, Gen-Oja, for these problems.
Neural Information Processing Systems
Nov-20-2025, 14:48:37 GMT
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