Sample size | Cvx-SPCA | [9] | [12] | [11] |
---|
n=50 k | 20.9 | 207.1 | 48.7 | 3002 |
n=100k | 26.2 | 466.9 | 78.3 | 3237.4 |
n=500 k | 35.6 | 2737.06 | 2661.7 | 5276.93 |
n=1m | 35.8 | 3408.59 | 3568 | 5274.26 |
- Since proposed Cvx-SPCA does not depend on eigenvalue decomposition or semi-definite programming, it is more scalable in terms of the sample size. It also requires less iterations to reach a desired sparsity