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    ICML
    2007
    IEEE
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    Full regularization path for sparse principal component analysis
    15 years 1 months ago
    Full regularization path for sparse principal component analysis
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    Given a sample covariance matrix, we examine the problem of maximizing the variance explained by a particular linear combination of the input variables while constraining the numb...
    Alexandre d'Aspremont, Francis R. Bach, Laurent El...
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