Dimension Reduction Model via Joint L1-trace Norms and Optimization Algorithm

Journal of the China Railway Society, pp. 73-78, 2013.

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Principal component analysis(PCA) is widely used in multivariate analysis for dimension reduction.Traditional data dimension reduction is generally based on the rank of the matrix,and the rank calculation is non-convex and discrete issues is complex.In order to solve this problem,the paper proposed the model based on a robust formulation ...More



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