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            On the Faster Alternating Least-Squares for CCA
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            On the Faster Alternating Least-Squares for CCA

            Apr 14, 2021

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            ZX

            Zhiqiang Xu

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            PL

            Ping Li

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            About

            We study alternating least-squares (ALS) for canonical correlation analysis (CCA). Recent research shows that the alternating least-squares solver for $k$-CCA can be directly accelerated with momentum and prominent performance gain has been observed in practice for the resulting simple algorithm. However, despite the simplicity, it is difficult for the accelerated rate to be analyzed in theory in order to explain and match the empirical performance gain. By looking into two neighboring iteration…

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