Single Pass PCA of Matrix Products
Shanshan Wu, Srinadh Bhojanapalli, Sujay Sanghavi, Alexandros G. Dimakis
–Neural Information Processing Systems
B by taking only a single pass of the two matrices A and B. The straightforward way to do this is to (a) first sketch A and B individually, and then (b) find the top components using PCA on the sketch. Our algorithm in contrast retains additional summary information about A, B (e.g.
Neural Information Processing Systems
Jan-20-2025, 06:15:43 GMT