Stability and normalization of averaged Oja learning

ID: stability-and-normalization-of-averaged-oja-learning

At the equilibrium , linearization along orthonormal eigenvectors of gives the displayed rates, with the first equation applying to . A simple positive largest eigenvalue makes its two normalized eigenvectors locally asymptotically stable; smaller eigenvalues have an unstable direction. Repeated largest eigenvalues give a manifold of equilibria with neutral directions. Generic convergence also needs a nonzero initial component in the largest eigenspace. The squared norm satisfies .

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