Sparse Principal Component Analysis with Preserved Sparsity Pattern
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https://researchdata.edu.au/sparse-principal-component-sparsity-pattern/1609323
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资源简介：
MATLAB code + demo to reproduce results for "Sparse Principal Component Analysis with Preserved Sparsity". This code calculates the principal loading vectors for any given high-dimensional data matrix. The advantage of this method over existing sparse-PCA methods is that it can produce principal loading vectors with the same sparsity pattern for any number of principal components. Please see Readme.md for more information.
提供机构：
The University of Western Australia
