Cross-product Penalized Component Analysis (XCAN)

  title={Cross-product Penalized Component Analysis (XCAN)},
  author={J. Camacho and E. Acar and Morten A. Rasmussen and R. Bro},
  • J. Camacho, E. Acar, +1 author R. Bro
  • Published 2019
  • Mathematics, Computer Science
  • Matrix factorization methods are extensively employed to understand complex data. In this paper, we introduce the cross-product penalized component analysis (XCAN), a sparse matrix factorization based on the optimization of a loss function that allows a trade-off between variance maximization and structural preservation. The approach is based on previous developments, notably (i) the Sparse Principal Component Analysis (SPCA) framework based on the LASSO, (ii) extensions of SPCA to constrain… CONTINUE READING