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NIPS
2004
13 years 5 months ago
A Direct Formulation for Sparse PCA Using Semidefinite Programming
We examine the problem of approximating, in the Frobenius-norm sense, a positive, semidefinite symmetric matrix by a rank-one matrix, with an upper bound on the cardinality of its...
Alexandre d'Aspremont, Laurent El Ghaoui, Michael ...