Robuta

https://deepai.org/publication/a-randomized-rounding-algorithm-for-sparse-pca A Randomized Rounding Algorithm for Sparse PCA | DeepAI Aug 13, 2015 - 08/13/15 - We present and analyze a simple, two-step algorithm to approximate the optimal solution of the sparse PCA problem. Our approach fi... randomized roundingsparse pcaalgorithmdeepai