Refining Sparse Principal Components

Conference paper

Summary

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.

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Notes

Acknowledgements

Michel Journée is a research fellow of the Belgian National Fund for Scientific Research (FNRS). This paper presents research results of the Belgian Network DYSCO (Dynamical Systems, Control, and Optimization), funded by the Interuniversity Attraction Poles Programme, initiated by the Belgian State, Science Policy Office. The scientific responsibility rests with its authors.

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Copyright information

© Springer -Verlag Berlin Heidelberg 2010

Authors and Affiliations

  • M. Journée
    • 1
  • F. Bach
    • 2
  • P.-A. Absil
    • 3
  • R. Sepulchre
    • 1
  1. 1.Department of Electrical Engineering and Computer ScienceUniversity of LièegeLièegeBelgium
  2. 2.INRIA - Willow project, Dèpartement d’InformatiqueEcole Normale SupéerieureParisFrance
  3. 3.Universitée catholique de LouvainLouvain-la-NeuveBelgium

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