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arXivDavid Vävinggren, Francis Bach, André M. H. Teixeira, Dave Zachariah, Antônio H. RibeiroTue, Jun 2, 2026, 5:14 AM PDT
score 17.1

Sparse PCA using robust optimization instead of tuning penalties

Original: A Robust Optimization Approach to Sparse Principal Component Analysis

Source: arxiv.org

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