Stochastic Canonical Correlation Analysis
نویسندگان
چکیده
We tightly analyze the sample complexity of CCA, provide a learning algorithm that achieves optimal statistical performance in time linear in the required number of samples (up to log factors), as well as a streaming algorithm with similar guarantees.
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عنوان ژورنال:
- CoRR
دوره abs/1702.06533 شماره
صفحات -
تاریخ انتشار 2017