Article

A Fast, Provably Accurate Approximation Algorithm for Sparse Principal Component Analysis Reveals Human Genetic Variation Across the World

2022-04-22

Abstract excerpt

Principal component analysis (PCA) is a widely used dimensionality reduction technique in machine learning and multivariate statistics. To improve the interpretability of PCA, various approaches to obtain sparse principal direction loadings have been proposed, which are termed Sparse Principal Component Analysis (SPCA). In this paper, we present ThreSPCA , a provably accurate algorithm based on thresholding the S...

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Literature Corpus work: f9b38410-867a-5379-8309-189283454d6f
DOI: 10.1101/2022.04.21.489052

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