Matrix computations (3rd ed.)
Sparse eigen methods by D.C. programming
Proceedings of the 24th international conference on Machine learning
Sparse principal component analysis via regularized low rank matrix approximation
Journal of Multivariate Analysis
Feature selection from high-order tensorial data via sparse decomposition
Pattern Recognition Letters
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Principal component analysis (PCA) and its dual--principal coordinate analysis (PCO)--are widely applied to unsupervised dimensionality reduction. In this paper, we show that PCAand PCOcan be carried out under regression frameworks. Thus, it is convenient to incorporate sparse techniques into the regression frameworks. In particular, we propose a sparse PCA model and a sparse PCO model. The former is to find sparse principal components, while the latter directly calculates sparse principal coordinates in a low-dimensional space. Our models can be solved by simple and efficient iterative procedures. Finally, we discuss the relationship of our models with other existing sparse PCA methods and illustrate empirical comparisons for these sparse unsupervised dimensionality reduction methods. The experimental results are encouraging.