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Approximation bounds for sparse principal component analysis.
Alexandre d'Aspremont
Francis R. Bach
Laurent El Ghaoui
Published in:
Math. Program. (2014)
Keyphrases
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sparse principal component analysis
error bounds
upper bound
stage stochastic programs
approximation methods
error tolerance
lower bound
worst case
approximation algorithms
machine learning
face recognition
feature extraction
image reconstruction
constant factor