Reference : Refining Sparse Principal Components
Parts of books : Contribution to collective works
Engineering, computing & technology : Electrical & electronics engineering
http://hdl.handle.net/2268/78592
Refining Sparse Principal Components
English
Journée, M. [Université de Liège - ULg > > > >]
Bach, Francis mailto [Ecole Normale Supérieure de Paris > Département d’Informatique > > >]
Absil, P.-A. mailto [Université Catholique de Louvain - UCL > > > >]
Sepulchre, Rodolphe mailto [Université de Liège - ULg > Dép. d'électric., électron. et informat. (Inst.Montefiore) > Systèmes et modélisation >]
2010
Recent Advances in Optimization and its Applications in Engineering
Diehl, M.
Springer-Verlag
165-171
[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.
http://hdl.handle.net/2268/78592
10.1007/978-3-642-12598-0_14

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