for Sparse Principal Component Analysis

Optimal solutions for Sparse Principal Component Analysis Alexandre d'Aspremont, Francis Bach & Laurent El Ghaoui, Princeton University, INRIA/ENS Ulm & U.C. Berkeley Preprint available on arXiv 1

• g1 g2


• pca sparse


• also hard


• genes


• alexandre d'aspremont


• get sparse factors


• numerically cheap