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NP-Hardness and Inapproximability of Sparse PCA.
Malik Magdon-Ismail
Published in:
CoRR (2015)
Keyphrases
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np hardness
sparse pca
approximation algorithms
np hard
feature selection
special case
anomaly detection
semidefinite programming
worst case
principal component analysis
primal dual
mixed integer
learning algorithm
feature extraction
lower bound
scheduling problem