Principal component analysis by optimisation of symmetric functions has no spurious local optima

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

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Bibliographic Details
Main Authors: Eftekhari, A, Hauser, R
Format: Journal article
Language:English
Published: Society for Industrial and Applied Mathematics 2020