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Bharath Chandrasekaran

2 accepted papers

2015

Stay on path: PCA along graph paths

ICML 2015poster

We introduce a variant of (sparse) PCA in which the set of feasible support sets is determined by a graph. In particular, we consider the following setting: given a directed acyclic graph G on p vertices corresponding to variables, the non-zero entries of the extracted principal component must coinc…

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