Project details for Sparse PCA

Logo Sparse PCA 2.0

by tbuehler - December 31, 2015, 16:24:42 CET [ Project Homepage BibTeX BibTeX for corresponding Paper Download ]

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Description:

This archive contains a Matlab implementation of Sparse PCA using the inverse power method for nonlinear eigenproblems as described in the paper

M. Hein and T. Buehler An Inverse Power Method for Nonlinear Eigenproblems with Applications in 1-Spectral Clustering and Sparse PCA In Advances in Neural Information Processing Systems 23 (NIPS 2010).

(Extended version available online at http://arxiv.org/abs/1012.0774)

Changes to previous version:
  • Added deflation scheme to compute multiple principal components
  • Several internal runtime and memory optimizations
  • API change: sparsePCA.m is now used to compute multiple components; use computeTradeOffCurve.m to reproduce the examples in the NIPS paper
BibTeX Entry: Download
Corresponding Paper BibTeX Entry: Download
URL: Project Homepage
Supported Operating Systems: Agnostic
Data Formats: Matlab
Tags: Sparsity, Sparse, Principal Component Analysis
Archive: download here

Other available revisons

Version Changelog Date
2.0
  • Added deflation scheme to compute multiple principal components
  • Several internal runtime and memory optimizations
  • API change: sparsePCA.m is now used to compute multiple components; use computeTradeOffCurve.m to reproduce the examples in the NIPS paper
December 31, 2015, 16:24:42
1.0

Initial Announcement on mloss.org.

January 8, 2012, 19:01:47

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