Fast algorithms for sparse principal component analysis based on Rayleigh quotient iteration

Volodymyr Kuleshov. Fast algorithms for sparse principal component analysis based on Rayleigh quotient iteration. In Proceedings of the 30th International Conference on Machine Learning, ICML 2013, Atlanta, GA, USA, 16-21 June 2013. Volume 28 of JMLR Proceedings, pages 1418-1425, JMLR.org, 2013. [doi]

Abstract

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