A majorization-minimization approach to the sparse generalized eigenvalue problem
DOI10.1007/S10994-010-5226-3zbMATH Open1237.65060OpenAlexW1979817396MaRDI QIDQ413888FDOQ413888
Authors: Bharath K. Sriperumbudur, David A. Torres, Gert R. G. Lanckriet 
Publication date: 8 May 2012
Published in: Machine Learning (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10994-010-5226-3
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principal component analysiscanonical correlation analysissparsitymajorization-minimizationgeneralized eigenvalue problemcross-language document retrievalD.c. programFisher discriminant analysismusic annotationZangwill's theory of global convergence
Factor analysis and principal components; correspondence analysis (62H25) Numerical mathematical programming methods (65K05) Learning and adaptive systems in artificial intelligence (68T05) Computational methods for sparse matrices (65F50) Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Semidefinite programming (90C22)
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Cited In (16)
- From simple structure to sparse components: a review
- A harmonic FEAST algorithm for non-Hermitian generalized eigenvalue problems
- Eigenvectors from Eigenvalues Sparse Principal Component Analysis
- Robust truss topology optimization via semidefinite programming with complementarity constraints: a difference-of-convex programming approach
- Structured variable selection via prior-induced hierarchical penalty functions
- An \(\ell_1\)-penalized adaptive normalized quasi-Newton algorithm for sparsity-aware generalized eigen-subspace tracking
- The sparse principal component analysis problem: optimality conditions and algorithms
- Pruning of error correcting output codes by optimization of accuracy-diversity trade off
- Penalized Orthogonal Iteration for Sparse Estimation of Generalized Eigenvalue Problem
- On the non-Hermitian FEAST algorithms with oblique projection for eigenvalue problems
- Nonconvex and nonsmooth optimization with generalized orthogonality constraints: an approximate augmented Lagrangian method
- Successive convex approximations to cardinality-constrained convex programs: a piecewise-linear DC approach
- Projection algorithms for nonconvex minimization with application to sparse principal component analysis
- Sparse Generalized Eigenvalue Problem: Optimal Statistical Rates via Truncated Rayleigh Flow
- A majorization-minimization approach to the sparse generalized eigenvalue problem
- New and efficient DCA based algorithms for minimum sum-of-squares clustering
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