An Alternating Manifold Proximal Gradient Method for Sparse Principal Component Analysis and Sparse Canonical Correlation Analysis.
Shixiang ChenShiqian MaLingzhou XueHui ZouPublished in: INFORMS J. Optim. (2020)
Keyphrases
- canonical correlation analysis
- gradient method
- sparse principal component analysis
- convergence rate
- least squares
- optimization methods
- partial least squares
- step size
- principle component analysis
- lower dimensional
- negative matrix factorization
- feature space
- low dimensional
- dimensionality reduction methods
- computer vision
- similarity measure