Adaptive Machine Learning Algorithms with Python: Solve Data Analytics and Machine Learning Problems on Edge Devices

© The Author(s), under exclusive license to APress Media, LLC, part of Springer Nature 2022

C. ChatterjeeAdaptive Machine Learning Algorithms with Pythonhttps://doi.org/10.1007/978-1-4842-8017-1_6

6. Accelerated Computation of Eigenvectors

Chanchal Chatterjee¹  

(1)

San Jose, CA, USA

 

6.1 Introduction

In Chapter 5, I discussed several adaptive algorithms for computing principal and minor eigenvectors of the online correlation matrix A_k∈ℜ^nXn from a sequence of vectors {x_k∈ℜⁿ}. I derived these algorithms by applying the gradient descent on an objective function. However, it is well known [Baldi and Hornik 95, Chatterjee et al. Mar 98, Haykin 94] that principal component analysis (PCA) algorithms based on gradient descents are slow to converge. Furthermore, ...