On the Worst-Case Approximability of Sparse PCA.

Siu On Chan Dimitris S. Papailiopoulos Aviad Rubinstein

Published in: CoRR (2015)

Keyphrases

sparse pca
worst case
approximation algorithms
direct optimization
feature selection
upper bound
np hard
anomaly detection
semidefinite programming
lower bound
error bounds
principal component analysis
sample size
primal dual
computational complexity
data sets
least squares
feature space