Research map / Learning theory and algorithms / Matrix and tensor methods
Bootstrapping the Error of Oja's Algorithm
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Measured effects reported in the paper
| What was changed | Where | Measured | Effect |
|---|---|---|---|
| Use variance decay β=1 rather than β=0.2 | Online multiplier bootstrap for Oja's algorithm · Synthetic PCA, n=1000 and n=10,000, d=500 | bootstrap approximation quality | Helped |
| Increase sample size from n=1000 to n=10,000 | Online multiplier bootstrap for Oja's algorithm with β=0.2 · Synthetic PCA, d=500 | bootstrap approximation quality | Helped |
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