资 源 简 介
Project has been moved to http://optml.github.io/24am
The source can be obtained here https://github.com/optml/24am
24 parallel sparse PCA codes
The library supports 8 optimization formulations of Sparse PCA: L1/L2 variance x L0/L1 sparsity inducing norm x norm used as penalty/constraint
It contains parallel codes for the following architectures
multi-core CPUs (C++, Intel MKL, OpenMP)
GPUs (CUDA)
computer clusters (C++, BLASC)
Suitable for big data PCA and sparse PCA.
For more info please see our Wiki.
Based on the paper:
Peter Richtarik, Martin Takac and Selin D. Ahipasaoglu, Alternating Maximization: Unifying Framework for 8 Sparse PCA Formulations and Efficient Parallel Codes, arXiv:1212.4137, December 2012
