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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,694 papers · 148 categories

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1122 · Nov 202319922001200920172026
4 results for Eigen-subspace

ASGD outperforms SGD in overparameterized linear regression, especially in subspaces of small eigenvalues.

problem Generalization of ASGD for overparameterized linear regression.
method Established instance-dependent excess risk bound for ASGD in each eigen-subspace of the data covariance matrix.
result ASGD outperforms SGD in subspaces of small eigenvalues, exhibiting faster decay of bias error.

We introduce a novel algorithm that computes the kk-sparse principal component of a positive semidefinite matrix AA. Our algorithm is combinatorial and operates by examining a discrete set of special vectors lying in a low-dimensional eigen-subspace of AA. We obtain provable approximation guarantees that depend on t…

2013-03-03abs ↗pdf ↗

Proposes σσ-PCA to learn identifiable linear transformations without whitening.

problem Cannot identify axes with equal variances in PCA.
method Unified model for linear and nonlinear PCA, introducing a missing piece to eliminate rotational indeterminacy.
result Eliminates subspace rotational indeterminacy in PCA.