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
Recommendations
- Sparse Generalized Eigenvalue Problem Via Smooth Optimization
- scientific article; zbMATH DE number 3969997
- Penalized Orthogonal Iteration for Sparse Estimation of Generalized Eigenvalue Problem
- scientific article; zbMATH DE number 3874487
- scientific article; zbMATH DE number 278841
- scientific article; zbMATH DE number 1507107
- scientific article; zbMATH DE number 4201480
- A Fast Majorize–Minimize Algorithm for the Recovery of Sparse and Low-Rank Matrices
- scientific article; zbMATH DE number 778128
- Sparse tensor approximation of parametric eigenvalue problems
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)
Cites Work
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- 10.1162/15324430152748236
- 10.1162/153244303322753751
- A Direct Formulation for Sparse PCA Using Semidefinite Programming
- A majorization-minimization approach to the sparse generalized eigenvalue problem
- Adaptive total variation image deblurring: a majorization-minimization approach
- An extension of mechanism design optimization for motion generation
- An introduction to support vector machines and other kernel-based learning methods.
- An iterative thresholding algorithm for linear inverse problems with a sparsity constraint
- Convex Analysis
- Correspondence analysis with least absolute residuals
- DC programming: overview.
- Enhancing sparsity by reweighted \(\ell _{1}\) minimization
- Generalized power method for sparse principal component analysis
- Least angle regression. (With discussion)
- Monotonicity of quadratic-approximation algorithms
- Numerical optimization. Theoretical and practical aspects. Transl. from the French
- Optimal solutions for sparse principal component analysis
- Principal Variables
- Principal component analysis.
- RELATIONS BETWEEN TWO SETS OF VARIATES
- Regularization and Variable Selection Via the Elastic Net
- Robust Statistics
- SDP relaxations in combinatorial optimization from a Lagrangian viewpoint.
- Semidefinite Programming
- Smooth minimization of non-smooth functions
- The Concave-Convex Procedure
- Variable selection using MM algorithms
Cited In (17)
- 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
- Regularized generalized eigen-decomposition with applications to sparse supervised feature extraction and sparse discriminant analysis
- 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
Uses Software
This page was built for publication: A majorization-minimization approach to the sparse generalized eigenvalue problem
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q413888)
