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Computational Lower Bounds for Sparse PCA

3 Pith papers cite this work. Polarity classification is still indexing.

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abstract

In the context of sparse principal component detection, we bring evidence towards the existence of a statistical price to pay for computational efficiency. We measure the performance of a test by the smallest signal strength that it can detect and we propose a computationally efficient method based on semidefinite programming. We also prove that the statistical performance of this test cannot be strictly improved by any computationally efficient method. Our results can be viewed as complexity theoretic lower bounds conditionally on the assumptions that some instances of the planted clique problem cannot be solved in randomized polynomial time.

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representative citing papers

A Randomized Algorithm for Sparse PCA based on the Basic SDP Relaxation

stat.ML · 2025-07-12 · conditional · novelty 6.0

A randomized algorithm based on the basic SDP relaxation for sparse PCA achieves an approximation ratio bounded by the sparsity constant with high probability and O(log d) on average under a technical assumption satisfied for low-rank or exponentially decaying eigenvalue SDP solutions.

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