Computational aspects of algorithms for variable selection in the context of principal components

Variable selection consists in identifying a k-subset of a set of original variables that is optimal for a given criterion of adequate approximation to the whole data set. Several algorithms for the optimization problems resulting from three di erent criteria in the context of principal components analysis are considered, and computational results are presented. c 2003 Elsevier B.V. All rights reserved.

• Type: Journal
• Year: 2004
• Where: CSDA
• Authors: Jorge Cadima, J. Orestes Cerdeira, Manuel Minhoto
• Keywords: CSDA 2004, Original Variables, Principal Components Analysis, Variable Selection