Feb 2019· Neural Information Processing Systems· 8 citations· ⚡ 1 influential· 88 references
MathematicsComputer Science
TL;DR
This work analyzes the convergence of the noisy power method and Oja's algorithm, both studied for the stationary data generating model, and argues that the noisy power method is rate-optimal in this setting.
Abstract
We consider streaming principal component analysis when the stochastic data generating model is subject to perturbations. While existing models assume a fixed covariance, we adopt a robust perspective where the covariance matrix belongs to a temporal uncertainty set. Under this setting, we provide fundamental limits on convergence of any algorithm recovering principal components. We analyze the convergence of the noisy power method and Oja's algorithm, both studied for the stationary data generating model, and argue that the noisy power method is rate-optimal in our setting. Finally, we demonstrate the validity of our analysis through numerical experiments on synthetic and real-world datasets.
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