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Optimal Solutions for Sparse Principal Component Analysis.
Alexandre d'Aspremont
Francis R. Bach
Laurent El Ghaoui
Published in:
J. Mach. Learn. Res. (2008)
Keyphrases
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sparse principal component analysis
optimal solution
search space
objective function
np hard
total cost
principle component analysis
lower bound
metaheuristic
image reconstruction
data sets
training data
singular value decomposition