Nonconvex Statistical Optimization: Minimax-Optimal Sparse PCA in Polynomial Time.
Zhaoran WangHuanran LuHan LiuPublished in: CoRR (2014)
Keyphrases
- sparse pca
- worst case
- optimization problems
- global optimization
- direct optimization
- min sum
- nonlinear programming
- machine learning
- optimization method
- objective function
- optimal solution
- approximation algorithms
- special case
- dynamic programming
- principal component analysis
- upper bound
- computational complexity
- feature selection