CUED Publications database

Refining sparse principal components

Journée, M and Bach, F and Absil, P-A and Sepulchre, R (2010) Refining sparse principal components. Recent Advances in Optimization and its Applications in Engineering. pp. 165-171.

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Abstract

In this paper, we discuss methods to refine locally optimal solutions of sparse PCA. Starting from a local solution obtained by existing algorithms, these methods take advantage of convex relaxations of the sparse PCA problem to propose a refined solution that is still locally optimal but with a higher objective value. © 2010 Springer -Verlag Berlin Heidelberg.

Item Type: Article
Subjects: UNSPECIFIED
Divisions: Div F > Control
Depositing User: Cron Job
Date Deposited: 07 Mar 2014 11:27
Last Modified: 08 Dec 2014 02:10
DOI: 10.1007/978-3-642-12598-0_14