Corpus ID: 207852417

Online matrix factorization for Markovian data and applications to Network Dictionary Learning

@article{Lyu2019OnlineMF,
  title={Online matrix factorization for Markovian data and applications to Network Dictionary Learning},
  author={Hanbaek Lyu and D. Needell and Laura Balzano},
  journal={ArXiv},
  year={2019},
  volume={abs/1911.01931}
}

Hanbaek Lyu, D. Needell, Laura Balzano

Published 2019

Computer Science, Mathematics

ArXiv

Online Matrix Factorization (OMF) is a fundamental tool for dictionary learning problems, giving an approximate representation of complex data sets in terms of a reduced number of extracted features. Convergence guarantees for most of the OMF algorithms in the literature assume independence between data matrices, and the case of a dependent data stream remains largely unexplored. In this paper, we show that the well-known OMF algorithm for i.i.d. stream of data proposed in \cite… CONTINUE READING

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