Learning to Forecast Dynamical Systems from Streaming Data

1 code implementation • 20 Sep 2021 • Dimitris Giannakis, Amelia Henriksen, Joel A. Tropp, Rachel Ward

This algorithm dramatically reduces the costs of training and prediction without sacrificing forecasting skill.

regression Time Series +1

AdaOja: Adaptive Learning Rates for Streaming PCA

1 code implementation • 28 May 2019 • Amelia Henriksen, Rachel Ward

We also show that AdaOja performs comparably to state-of-the-art algorithms (History PCA and Streaming Power Method) in the same streaming PCA setting.