CUED Publications database

Refining sparse principal components

Journée, M and Bach, F and Absil, PA and Sepulchre, R (2010) Refining sparse principal components. pp. 165-171.

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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
Divisions: Div F > Control
Depositing User: Cron job
Date Deposited: 16 Jul 2015 14:06
Last Modified: 29 Nov 2015 10:03
DOI: 10.1007/978-3-642-12598-0_14