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05/29/2016
A simple and provable algorithm for sparse diagonal CCA
Given two sets of variables, derived from a common set of samples, spars...
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03/22/2016
Trading-off variance and complexity in stochastic gradient descent
Stochastic gradient descent is the method of choice for large-scale mach...
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03/09/2016
Bipartite Correlation Clustering -- Maximizing Agreements
In Bipartite Correlation Clustering (BCC) we are given a complete bipart...
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08/04/2015
Sparse PCA via Bipartite Matchings
We consider the following multi-component sparse PCA problem: given a se...
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06/08/2015
Stay on path: PCA along graph paths
We introduce a variant of (sparse) PCA in which the set of feasible supp...
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12/20/2013