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We give a reduction from {\sc clique} to establish that sparse PCA is NP-hard.
On lines and planes of closest fit to systems of points in space
K. Pearson · 1901
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Spektren endlicher grafen
L. Collatz and U. Sinogowitz · 1957
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The varimax criterion for analytic rotation in factor analysis
H. Kaiser · 1958
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Multidimensional scaling by optimizing goodness of fit to a nonmetric hypothesis
J. Kruskal · 1964
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A nonlinear mapping for data structure analysis
J. Sammon · 1969
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A bound on the spectral radius of graphs
Y. Hong · 1988
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Loadings and correlations in the interpretation of principal components
J. Cadima and I. Jolliffe · 1995
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Sparse approximate solutions to linear systems
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A modified principal component technique based on the lasso
N. Trendafilov, I. T. Jolliffe, and M. Uddin · 2003
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Generalized spectral bounds for sparse LDA
B. Moghaddam, Y. Weiss, and S. Avidan · 2006
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Sparse principal component analysis
H. Zou, T. Hastie, and R. Tibshirani · 2006
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A direct formulation for sparse PCA using semidefinite programming
A. d’Aspremont, L. El Ghaoui, M. I. Jordan, and G. R. G. Lanckriet · 2007
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Inapproximability of densest
Optimal solutions for sparse principal component analysis
A. d’Aspremont, F. Bach, and L. E. Ghaoui · 2008
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Sparse regression as a sparse eignvalue problem
B. Moghaddam, A. Gruber, Y. Weiss, and S. Avidan · 2008
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Sparse principal component analysis via regularized low rank matrix approximation
H. Shen and J. Z. Huang · 2008
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Non-negative sparse PCA with provable guarantees
M. Asteris, D. Papailiopoulos, and A. Dimakis · 2014
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D. Foster, H. Karloff, and J. Thaler · 2014
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N. Alon, S. Arora, R. Manokaran, and D. Moshkovitz
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