NP-hardness and inapproximability of sparse PCA.

Malik Magdon-Ismail

Published in: Inf. Process. Lett. (2017)

Keyphrases

np hardness
sparse pca
approximation algorithms
np hard
special case
semidefinite programming
feature selection
anomaly detection
primal dual
principal component analysis
worst case
optimal solution
mixed integer
data points
independent component analysis
principle component analysis