The Sparse Principal Component of a Constant-rank Matrix.
Megasthenis AsterisDimitris S. PapailiopoulosGeorge N. KarystinosPublished in: CoRR (2013)
Keyphrases
- principal components
- null space
- low rank approximation
- principal component analysis
- covariance matrix
- sparse matrix
- singular values
- singular value decomposition
- coefficient matrix
- singular vectors
- dimensionality reduction
- multivariate data
- hyperplane
- sparse representation
- rank minimization
- correlation coefficient
- low rank
- kernel space
- nuclear norm minimization
- principal component regression
- least squares
- low rank matrix
- eigenvalue decomposition
- random projections
- principal curves
- high dimensional
- data sets
- feature space
- pattern recognition
- optimal solution
- learning algorithm