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Large-Scales PCA with Sparsity Constraints

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 (Unpublished)

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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)
Tropp, Joel A.0000-0003-1024-1791
Group:Applied & Computational Mathematics
Series Name:ACM Technical Reports
Issue or Number:2011-02
Record Number:CaltechAUTHORS:20220826-185558571
Persistent URL:
Usage Policy:No commercial reproduction, distribution, display or performance rights in this work are provided.
ID Code:116590
Deposited By: George Porter
Deposited On:26 Aug 2022 19:48
Last Modified:26 Aug 2022 20:51

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