A Direct Formulation for Sparse PCA Using Semidefinite Programming (Q5757478)
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scientific article; zbMATH DE number 5188183
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A Direct Formulation for Sparse PCA Using Semidefinite Programming |
scientific article; zbMATH DE number 5188183 |
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A Direct Formulation for Sparse PCA Using Semidefinite Programming (English)
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7 September 2007
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principal component analysis
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Karhunen-Loève transform
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factor analysis
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semidefinite relaxation
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Moreau-Yosida regularization
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semidefinite programming
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0.8919864296913147
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0.8896129727363586
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0.8416441082954407
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0.8405378460884094
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0.8305675983428955
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