Package: amanpg 0.3.4

Zhong Zheng

amanpg: Alternating Manifold Proximal Gradient Method for Sparse PCA

Alternating Manifold Proximal Gradient Method for Sparse PCA uses the Alternating Manifold Proximal Gradient (AManPG) method to find sparse principal components from a data or covariance matrix. Provides a novel algorithm for solving the sparse principal component analysis problem which provides advantages over existing methods in terms of efficiency and convergence guarantees. Chen, S., Ma, S., Xue, L., & Zou, H. (2020) <doi:10.1287/ijoo.2019.0032>. Zou, H., Hastie, T., & Tibshirani, R. (2006) <doi:10.1198/106186006X113430>. Zou, H., & Xue, L. (2018) <doi:10.1109/JPROC.2018.2846588>.

Authors:Shixiang Chen [aut], Justin Huang [aut], Benjamin Jochem [aut], Shiqian Ma [aut], Haichuan Xu [aut], Lingzhou Xue [aut], Zhong Zheng [cre, aut], Hui Zou [aut]

amanpg_0.3.4.tar.gz
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amanpg.pdf |amanpg.html✨
amanpg/json (API)

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Last updated 2 years agofrom:345b3cf6d1. Checks:OK: 1 WARNING: 1. Indexed: yes.

Exports:normalizeprox.l1spca.amanpg

Dependencies: