An Online Riemannian PCA for Stochastic Canonical Correlation Analysis
Zihang Meng, Rudrasis Chakraborty, Vikas Singh · PubMed · 2021
convergence rate. While our paper focuses more on the formulation and the algorithm, our experiments show that the empirical behavior on common datasets is quite promising. We also explore a potential application in training fair models with missing sensitive attributes.