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Oct, 2020
EigenGame: 主成分分析作为纳什均衡
EigenGame: PCA as a Nash Equilibrium
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Ian Gemp, Brian McWilliams, Claire Vernade, Thore Graepel
TL;DR
通过以PCA为竞争游戏的角度，结合Oja规则和广义Gram-Schmidt正交化，提出一种分散的自然算法，并在大规模图像数据集和神经网络激活上进行了实验，这种全新的PCA可导游戏视角将带来更多算法发展和洞见。
Abstract
We present a novel view on
principal component analysis
(PCA) as a
competitive game
in which each approximate
eigenvector
is controlled by
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