PCA by determinant optimisation has no spurious local optima

Principal Component Analysis (PCA) finds the best linear representation for data and is an indispensable tool in many learning tasks. Classically, principal components of a dataset are interpreted as the directions that preserve most of its “energy”, an interpretation that is theoretically underpinn...

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Bibliographic Details
Main Authors: Hauser, R, Eftekhari, A, Matzinger, H
Format: Conference item
Published: Association for Computing Machinery 2018