Proposes Factor-Augmented SGD that runs on streaming high-dimensional data and supplies the first convergence analysis explicitly accounting for latent-factor estimation error.
Proceedings of the AAAI Conference on Artificial Intelligence , volume=
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Factor Augmented High-Dimensional SGD
Proposes Factor-Augmented SGD that runs on streaming high-dimensional data and supplies the first convergence analysis explicitly accounting for latent-factor estimation error.