NP-Hardness and Inapproximability of Sparse PCA
نویسنده
چکیده
We give a reduction from clique to establish that sparse PCA is NP-hard. The reduction has a gap which we use to exclude an FPTAS for sparse PCA (unless P=NP). Under weaker complexity assumptions, we also exclude polynomial constant-factor approximation algorithms.
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عنوان ژورنال:
- Inf. Process. Lett.
دوره 126 شماره
صفحات -
تاریخ انتشار 2017