1. Velká data - extrakce klíčových informací pomocí metod matematické statistiky a strojového učení
- Author
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Masák, Tomáš, Antoch, Jaromír, and Maciak, Matúš
- Subjects
penalized least squares ,iteratively reweighted least squares ,penalizace nejmenších čtverců ,algoritmy pro AŘHK ,sparsity ,principal component analysis ,řídkost ,iterativně vážené nejmenší čtverce ,analýza hlavních komponent ,algorithms for SPCA - Abstract
This thesis is concerned with data analysis, especially with principal component analysis and its sparse modi cation (SPCA), which is NP-hard-to- solve. SPCA problem can be recast into the regression framework in which spar- sity is usually induced with ℓ1-penalty. In the thesis, we propose to use iteratively reweighted ℓ2-penalty instead of the aforementioned ℓ1-approach. We compare the resulting algorithm with several well-known approaches to SPCA using both simulation study and interesting practical example in which we analyze voting re- cords of the Parliament of the Czech Republic. We show experimentally that the proposed algorithm outperforms the other considered algorithms. We also prove convergence of both the proposed algorithm and the original regression-based approach to PCA. vi
- Published
- 2020