Optimal Sparse Linear Encoders and Sparse PCA

Principal components analysis (PCA) is the optimal linear encoder of data. Sparse linear encoders (e.g., sparse PCA) produce more interpretable features that can promote better generalization. We answer both questions by providing the first polynomial-time algorithms to construct \emph{optimal} sparse linear auto-encoders; additionally, we demonstrate the performance of our algorithms on real data. Papers published at the Neural Information Processing Systems Conference.