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math.OC2024
Sparse Principal Component Analysis with Non-Oblivious Adversarial Perturbations
Yuqing He, Guanyi Wang, Yu Yang
Sparse Principal Component Analysis (sparse PCA) is a fundamental dimension-reduction tool that enhances interpretability in various high-dimensional settings. An important variant…
math.OC2023
A Variance-Reduced and Stabilized Proximal Stochastic Gradient Method with Support Identification Guarantees for Structured Optimization
Yutong Dai, Guanyi Wang, Frank E. Curtis +1
This paper introduces a new proximal stochastic gradient method with variance reduction and stabilization for minimizing the sum of a convex stochastic function and a group sparsit…