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COLT
2006
Springer

Online Tracking of Linear Subspaces

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Online Tracking of Linear Subspaces
We address the problem of online de-noising a stream of input points. We assume that the clean data is embedded in a linear subspace. We present two online algorithms for tracking subspaces and, as a consequence, de-noising. We also describe two regularization schemas which improve the resistance to noise. We analyze the algorithms in the loss bound model, and specify some of their properties. Preliminary simulations illustrate the usefulness of our algorithms.
Koby Crammer
Added 20 Aug 2010
Updated 20 Aug 2010
Type Conference
Year 2006
Where COLT
Authors Koby Crammer
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