Fantope Projection and Selection: A near-optimal convex relaxation of sparse PCA.

Vincent Q. Vu Juhee Cho Jing Lei Karl Rohe

Published in: NIPS (2013)

Keyphrases

convex relaxation
sparse pca
convex optimization
multi label
globally optimal
optimization methods
multiple kernel learning
multistage
kernel methods
machine learning
linear programming
anomaly detection