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