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Sparse PCA through Low-rank Approximations     Sparse PCA  Low-rank Approximations       font style='font-size:12px;'> 2013/4/27
We introduce a novel algorithm that computes the $k$-sparse principal component of a positive semidefinite matrix $A$. Our algorithm is combinatorial and operates by examining a discrete set of specia...
Many problems in machine learning and statistics can be formulated as (generalized)eigenproblems. In terms of the associated optimization problem, computing linear eigenvectors amounts to finding crit...
Many problems in machine learning and statistics can be formulated as (generalized) eigenproblems. In terms of the associated optimization problem, computing linear eigenvectors amounts to finding cri...
Many problems in machine learning and statistics can be formulated as (generalized) eigenproblems. In terms of the associated optimization problem, computing linear eigenvectors amounts to finding cri...
Sparse PCA: Convex Relaxations, Algorithms and Applications     Sparse PCA  Algorithms  Applications       font style='font-size:12px;'> 2010/11/22
Given a sample covariance matrix, we examine the problem of maximizing the variance explained by a linear combination of the input variables while constraining the number of nonzero coefficients in th...

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