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تسجيل مستخدم جديدSparse Principal Component of a Rank-deficient Matrix
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نشر من قبل
Dimitris S. Papailiopoulos
تاريخ النشر
2011
مجال البحث
الهندسة المعلوماتية
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English
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We consider the problem of identifying the sparse principal component of a rank-deficient matrix. We introduce auxiliary spherical variables and prove that there exists a set of candidate index-sets (that is, sets of indices to the nonzero elements of the vector argument) whose size is polynomially bounded, in terms of rank, and contains the optimal index-set, i.e. the index-set of the nonzero elements of the optimal solution. Finally, we develop an algorithm that computes the optimal sparse principal component in polynomial time for any sparsity degree.
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