Sparse Principal Component of a Rank-deficient Matrix
Megasthenis AsterisDimitris S. PapailiopoulosGeorge N. KarystinosPublished in: CoRR (2011)
Keyphrases
- principal components
- low rank approximation
- principal component analysis
- null space
- singular value decomposition
- coefficient matrix
- covariance matrix
- dimensionality reduction
- singular values
- singular vectors
- sparse matrix
- multivariate data
- high dimensional
- kernel space
- hyperplane
- correlation coefficient
- nuclear norm minimization
- low rank
- principal component regression
- tensor factorization
- eigenvalue decomposition
- low rank matrix
- random projections
- data sets
- principal curves
- feature set
- least squares
- pattern recognition
- feature selection
- machine learning