Stochastic convex sparse principal component analysis
نویسندگان
چکیده
منابع مشابه
Stochastic convex sparse principal component analysis
Principal component analysis (PCA) is a dimensionality reduction and data analysis tool commonly used in many areas. The main idea of PCA is to represent high-dimensional data with a few representative components that capture most of the variance present in the data. However, there is an obvious disadvantage of traditional PCA when it is applied to analyze data where interpretability is importa...
متن کاملSparse Principal Component Analysis
Principal component analysis (PCA) is widely used in data processing and dimensionality reduction. However, PCA suffers from the fact that each principal component is a linear combination of all the original variables, thus it is often difficult to interpret the results. We introduce a new method called sparse principal component analysis (SPCA) using the lasso (elastic net) to produce modified...
متن کاملJoint sparse principal component analysis
Principal component analysis (PCA) is widely used in dimensionality reduction. A lot of variants of PCA have been proposed to improve the robustness of the algorithm. However, the existing methods either cannot select the useful features consistently or is still sensitive to outliers, which will depress their performance of classification accuracy. In this paper, a novel approach called joint s...
متن کاملSparse Kernel Principal Component Analysis
'Kernel' principal component analysis (PCA) is an elegant nonlinear generalisation of the popular linear data analysis method, where a kernel function implicitly defines a nonlinear transformation into a feature space wherein standard PCA is performed. Unfortunately, the technique is not 'sparse', since the components thus obtained are expressed in terms of kernels associated with every trainin...
متن کاملSparse Probabilistic Principal Component Analysis
Principal component analysis (PCA) is a popular dimensionality reduction algorithm. However, it is not easy to interpret which of the original features are important based on the principal components. Recent methods improve interpretability by sparsifying PCA through adding an L1 regularizer. In this paper, we introduce a probabilistic formulation for sparse PCA. By presenting sparse PCA as a p...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: EURASIP Journal on Bioinformatics and Systems Biology
سال: 2016
ISSN: 1687-4153
DOI: 10.1186/s13637-016-0045-x