Sparse PCA from Sparse Linear Regression — mentioned by deepnotderp

Tue, 18 Jan 2022 06:21:15 GMT

Here is an interesting practical way to turn Sparse linear regression solvers into Sparse PCA that’s not quite like reduction: https://arxiv.org/abs/1811.10106

Paper and discussion history. A mention is not an endorsement.

Sparse PCA from Sparse Linear Regression · HackerPapers discussions

Sparse PCA from Sparse Linear Regression — mentioned by deepnotderp