https://github.com/yixuan/gradfps

Gradient-based Fantope projection and selection algorithm for sparse PCA
https://github.com/yixuan/gradfps

constrained-optimization convex-optimization eigenvalue eigenvector sparse-pca sparse-principal-component-analysis

Last synced: about 1 month ago
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Gradient-based Fantope projection and selection algorithm for sparse PCA

• Host: GitHub
• URL: https://github.com/yixuan/gradfps
• Owner: yixuan
• Created: 2019-01-08T21:52:31.000Z (almost 6 years ago)
• Default Branch: master
• Last Pushed: 2022-07-17T01:02:52.000Z (over 2 years ago)
• Last Synced: 2023-03-11T00:18:33.876Z (almost 2 years ago)
• Topics: constrained-optimization, convex-optimization, eigenvalue, eigenvector, sparse-pca, sparse-principal-component-analysis
• Language: C
• Homepage:
• Size: 341 KB
• Stars: 2
• Watchers: 3
• Forks: 0
• Open Issues: 0

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