Gap-Free Streaming PCA Beyond Rank-One Updates: Near-Optimal Rates and Applications to Differential Privacy
A new analysis of the ubiquitous Oja's algorithm for the most general, gap-free variant of this problem, where no eigengap assumptions are made on the underlying mean matrix, complemented by a nearly-matching lower bound.
An-Ming Gu, Syamantak Kumar, Kevin Tian et al.
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