An Iterative Coordinate Descent Algorithm to Compute Sparse Low-Rank Approximations
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DOI: 10.1109/lsp.2021.3132276
Abstract: In this paper, we describe a new algorithm to build a few sparse principal components from a given data matrix. Our approach does not explicitly create the covariance matrix of the data and can be… read more here.
Keywords: principal components; iterative coordinate; algorithm compute; descent algorithm ... See more keywords