Probel, Clément J. and Tropp, Joel A. (2011) Large-Scales PCA with Sparsity Constraints. ACM Technical Reports, 2011-02. California Institute of Technology , Pasadena, CA. (Unpublished) https://resolver.caltech.edu/CaltechAUTHORS:20220826-185558571
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Abstract
This paper describes a new thresholding technique for constructing sparse principal components. Large-scale implementation issues are addressed, and a mathematical analysis describes situations where the algorithm is effective. In experiments, this method compares favorably with more sophisticated algorithms.
Item Type: | Report or Paper (Technical Report) | ||||
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ORCID: |
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Group: | Applied & Computational Mathematics | ||||
Series Name: | ACM Technical Reports | ||||
Issue or Number: | 2011-02 | ||||
DOI: | 10.7907/51g8-zc61 | ||||
Record Number: | CaltechAUTHORS:20220826-185558571 | ||||
Persistent URL: | https://resolver.caltech.edu/CaltechAUTHORS:20220826-185558571 | ||||
Usage Policy: | No commercial reproduction, distribution, display or performance rights in this work are provided. | ||||
ID Code: | 116590 | ||||
Collection: | CaltechACMTR | ||||
Deposited By: | George Porter | ||||
Deposited On: | 26 Aug 2022 19:48 | ||||
Last Modified: | 26 Aug 2022 20:51 |
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