Sparse PCA: Algorithms, Adversarial Perturbations and Certificates

Tommaso d'Orsi
Tommaso d'Orsi
Gleb Novikov
Gleb Novikov

FOCS, pp. 553-564, 2020.

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Abstract:

We study efficient algorithms for Sparse PCA in standard statistical models (spiked covariance in its Wishart form). Our goal is to achieve optimal recovery guarantees while being resilient to small perturbations. Despite a long history of prior works, including explicit studies of perturbation resilience, the best known algorithmic gua...More

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