An Implicit Form of Krasulina's k-PCA Update without the Orthonormality Constraint
An Implicit Form of Krasulina's k-PCA Update without the Orthonormality Constraint
We shed new insights on the two commonly used updates for the online k-PCA problem, namely, Krasulina's and Oja's updates. We show that Krasulina's update corresponds to a projected gradient descent step on the Stiefel manifold of orthonormal k-frames, while Oja's update amounts to a gradient descent step using the …