Optimal sparse L1-norm principal-component analysis.
Shubham ChamadiaDimitris A. PadosPublished in: ICASSP (2017)
Keyphrases
- principal component analysis
- optimal solution
- dynamic programming
- principal components
- closed form
- dimensionality reduction
- sparse data
- optimal design
- structured sparsity
- learning algorithm
- elastic net
- regularized least squares
- random projections
- optimal control
- independent component analysis
- discriminant analysis
- worst case
- high dimensional