Supplement to “ Sparse Non - Negative Generalized PCA with Applications to Metabolomics ”

نویسندگان

  • Genevera I. Allen
  • Mirjana Maletić-Savatić
چکیده

1 Proofs Proof 1 (Proof of Proposition 1) The result for u∗ is straightforward (Allen et al., 2011). We consider the problem in v: maximize v u XRv−λ||v ||1 subject to v Rv ≤ 1 & vj ≥ 0 j = 1, . . . p. (1) As this problem is convex and Slater’s condition is satisfied, the KKT conditions are necessary and sufficient for optimality. These are given by the following: RX u−λ1(p) − 2γ∗ 1 Rv∗+~γ∗ 2 = 0, γ∗ 1 ((v ∗)T Rv∗−1) = 0, γ∗ 2,j vj = 0, & γ∗ 2,j , γ∗ 1 ≥ 0. (2) Here, γ1 and ~γ2 are Lagrange multipliers. Now, consider the following non-negative lasso problem:

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تاریخ انتشار 2011