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In this paper, we study the application of sparse principal component analysis (PCA) to clustering and feature selection problems. Sparse PCA seeks sparse factors, or linear combinations of the data variables, explaining a maximum amount of variance in the data while having only a limited number of nonzero coefficients. PCA is often used as a simple clustering technique and sparse factors allow us here to interpret the clusters in terms of a reduced set of variables. We begin with a brief introduction and motivation on sparse PCA and detail our implementation of the algorithm in dAspremont et al. (2005). We then apply these results to some classic clustering and feature selection problems arising in biology.
Sparse Principal Component Analysis (SPCA) is widely used in data processing and dimension reduction; it uses the lasso to produce modified principal components with sparse loadings for better interpretability. However, sparse PCA never considers an
Principal component analysis (PCA) is a statistical technique commonly used in multivariate data analysis. However, PCA can be difficult to interpret and explain since the principal components (PCs) are linear combinations of the original variables.
Principal Component Analysis (PCA) finds a linear mapping and maximizes the variance of the data which makes PCA sensitive to outliers and may cause wrong eigendirection. In this paper, we propose techniques to solve this problem; we use the data-cen
We show how to efficiently project a vector onto the top principal components of a matrix, without explicitly computing these components. Specifically, we introduce an iterative algorithm that provably computes the projection using few calls to any b
Sparse principal component analysis (PCA) is a popular tool for dimensional reduction of high-dimensional data. Despite its massive popularity, there is still a lack of theoretically justifiable Bayesian sparse PCA that is computationally scalable. A