Refining Sparse Principal Components

[en] 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.

Disciplines :

Electrical & electronics engineering

Author, co-author :

Journée, M.; Université de Liège - ULiège

Bach, Francis; Ecole Normale Supérieure de Paris > Département d’Informatique

Absil, P.-A.; Université Catholique de Louvain - UCL

Sepulchre, Rodolphe ; Université de Liège - ULiège > Dép. d'électric., électron. et informat. (Inst.Montefiore) > Systèmes et modélisation

Language :

English

Title :

Refining Sparse Principal Components

Publication date :

2010

Main work title :

Recent Advances in Optimization and its Applications in Engineering

Editor :

Diehl, M.

Publisher :

Springer-Verlag

Pages :

165-171

Available on ORBi :

since 06 December 2010

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Bibliography

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