misdp

On Sparse Canonical Correlation Analysis

  • Yongchun Li
  • Santanu S. Dey
  • Weijun Xie
    • Categories (Mixed) Integer Linear Programming, (Mixed) Integer Nonlinear Programming, Integer Programming Tags , ,

    The classical Canonical Correlation Analysis (CCA) identifies the correlations between two sets of multivariate variables based on their covariance, which has been widely applied in diverse fields such as computer vision, natural language processing, and speech analysis. Despite its popularity, CCA can encounter challenges in explaining correlations between two variable sets within high-dimensional data contexts. … Read more

    Beyond Symmetry: Best Submatrix Selection for the Sparse Truncated SVD

  • Yongchun Li
  • Weijun Xie
    • Categories Combinatorial Optimization, Data-Mining, Integer Programming Tags , , , ,

    Truncated singular value decomposition (SVD), also known as the best low-rank matrix approximation, has been successfully applied to many domains such as biology, healthcare, and others, where high-dimensional datasets are prevalent. To enhance the interpretability of the truncated SVD, sparse SVD (SSVD) is introduced to select a few rows and columns of the original matrix … Read more