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133
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NIPS
2004
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Information Technology
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NIPS 2004
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A Direct Formulation for Sparse PCA Using Semidefinite Programming
15 years 4 months ago
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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 ...
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