Title
Optimal Sparse Linear Encoders and Sparse PCA.
Abstract
Principal components analysis (PCA) is the optimal linear encoder of data. Sparse linear encoders (e.g., sparse PCA) produce more interpretable features that can promote better generalization. (i) Given a level of sparsity, what is the best approximation to PCA? (ii) Are there efficient algorithms which can achieve this optimal combinatorial tradeoff? We answer both questions by providing the first polynomial-time algorithms to construct optimal sparse linear auto-encoders; additionally, we demonstrate the performance of our algorithms on real data.
Year
Venue
Field
2016
ADVANCES IN NEURAL INFORMATION PROCESSING SYSTEMS 29 (NIPS 2016)
Mathematical optimization,Sparse PCA,Computer science,Algorithm,Encoder,Linear encoder,Principal component analysis
DocType
Volume
ISSN
Conference
29
1049-5258
Citations 
PageRank 
References 
0
0.34
0
Authors
2
Name
Order
Citations
PageRank
Malik Magdon-Ismail1914104.34
Christos Boutsidis261033.37