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A Simple Review of Sparse Principal Components Analysis

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Intelligent Computing Theories and Application (ICIC 2016)

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Abstract

Principal Component Analysis (PCA) is a common tool for dimensionality reduction and feature extraction, which has been applied in many fields, such as biology, medicine, machine learning and bioinformatics. But PCA has two obvious drawbacks: each principal component is line combination and loadings are non-zero which is hard to interpret. Sparse Principal Component Analysis (SPCA) was proposed to overcome these two disadvantages of PCA under the circumstances. This review paper will mainly focus on the research about SPCA, where the basic models of PCA and SPCA, various algorithms and extensions of SPCA are summarized. According to the difference of objective function and the constraint conditions, SPCA can be divided into three groups as it shown in Fig. 1. We also make a comparison among the different kind of sparse penalties. Besides, brief statements and other different classifications are summarized at last.

The classification of SPCA algorithms in this paper.

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Acknowledgments

This work was supported in part by the NSFC under grant Nos. 61572284, 61502272, 61572283, 61370163, 61373027 and 61272339; the Shandong Provincial Natural Science Foundation, under grant No. BS2014DX004; Shenzhen Municipal Science and Technology Innovation Council (Nos. JCYJ20140904154645958, JCYJ20140417172417174 and CXZZ20140904154910774).

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Feng, CM., Gao, YL., Liu, JX., Zheng, CH., Li, SJ., Wang, D. (2016). A Simple Review of Sparse Principal Components Analysis. In: Huang, DS., Jo, KH. (eds) Intelligent Computing Theories and Application. ICIC 2016. Lecture Notes in Computer Science(), vol 9772. Springer, Cham. https://doi.org/10.1007/978-3-319-42294-7_33

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  • DOI: https://doi.org/10.1007/978-3-319-42294-7_33

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