Published August 26, 2022
| Accepted Version
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Large-Scales PCA with Sparsity Constraints
- Creators
- Probel, Clément J.
-
Tropp, Joel A.
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.
Attached Files
Accepted Version - PT11-Large-Scale-PCA-TR.pdf
Files
PT11-Large-Scale-PCA-TR.pdf
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Additional details
- Eprint ID
- 116590
- Resolver ID
- CaltechAUTHORS:20220826-185558571
- Created
-
2022-08-26Created from EPrint's datestamp field
- Updated
-
2022-08-26Created from EPrint's last_modified field
- Caltech groups
- Applied & Computational Mathematics
- Series Name
- ACM Technical Reports
- Series Volume or Issue Number
- 2011-02