Dimensionality Reduction with Sparse Locality for Principal Component Analysis

Learning from Data. Dimensionality Reduction: Principal Component Analysis

Sparse Principal Component Analysis

Principal component analysis (PCA) is widely used in data processing and dimensionality reduction. However, PCA suffers from the fact that each principal component is a linear combination of all the original variables, thus it is often difficult to interpret the results. We introduce a new method called sparse principal component analysis (SPCA) using the lasso (elastic net) to produce modified...

Sparse Structured Principal Component Analysis and Model Learning for Classification and Quality Detection of Rice Grains

In scientific and commercial fields associated with modern agriculture, the categorization of different rice types and determination of its quality is very important. Various image processing algorithms are applied in recent years to detect different agricultural products. The problem of rice classification and quality detection in this paper is presented based on model learning concepts includ...

Sparse Principal Component Analysis with Constraints

The sparse principal component analysis is a variant of the classical principal component analysis, which finds linear combinations of a small number of features that maximize variance across data. In this paper we propose a methodology for adding two general types of feature grouping constraints into the original sparse PCA optimization procedure. We derive convex relaxations of the considered...

Principal Component Analysis With Sparse Fused Loadings.

In this article, we propose a new method for principal component analysis (PCA), whose main objective is to capture natural "blocking" structures in the variables. Further, the method, beyond selecting different variables for different components, also encourages the loadings of highly correlated variables to have the same magnitude. These two features often help in interpreting the principal c...