Title | ||
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Computational Advances In Sparse L1-Norm Principal-Component Analysis Of Multi-Dimensional Data |
Abstract | ||
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We consider the problem of extracting a sparse L-1-norm principal component from a data matrix X is an element of R-DxN of N observation vectors of dimension D. Recently, an optimal algorithm was presented in the literature for the computation of sparse L-1-norm principal components with complexity O(N-S) where S is the desired sparsity. In this paper, we present an efficient suboptimal algorithm of complexity O (N-2 (N + D)). Extensive numerical studies demonstrate the near-optimal performance of the proposed algorithm and its strong resistance to faulty measurements/outliers in the data matrix. |
Year | Venue | Keywords |
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2017 | 2017 IEEE 7TH INTERNATIONAL WORKSHOP ON COMPUTATIONAL ADVANCES IN MULTI-SENSOR ADAPTIVE PROCESSING (CAMSAP) | Eigen-vectors, faulty data, feature extraction, L-1-norm, L-2-norm, outlier resistance, sparse principal-component analysis |
Field | DocType | Citations |
Convergence (routing),Multi dimensional data,Computer science,Outlier,Algorithm,Principal component analysis,Sparse matrix,Computation | Conference | 0 |
PageRank | References | Authors |
0.34 | 0 | 2 |
Name | Order | Citations | PageRank |
---|---|---|---|
Shubham Chamadia | 1 | 3 | 3.78 |
Dimitris Pados | 2 | 208 | 26.49 |