Exact and Approximation Algorithms for Sparse PCA.

Yongchun Li Weijun Xie

Published in: CoRR (2020)

Keyphrases

approximation algorithms
sparse pca
np hard
special case
worst case
minimum cost
primal dual
vertex cover
semidefinite programming
approximation ratio
feature selection
upper bound
set cover
randomized algorithms
anomaly detection
learning tasks
machine learning