Sparse PCA on mtcars p = 11, r = 3, k = 4 (full)
89.9FVEPCA
Evaluation results
| Method | Links | |||
|---|---|---|---|---|
| PCA(k1, k2, k3)=(11,11,11)2026.07 | 89.9 | 10 | — | |
| nsprcomp::nsprcomp(k1, k2, k3)=(4,4,4)2026.07 | 83.2 | 0.078 | 0.006 | |
| msPCA::mspca (Σ)(k1, k2, k3)=(4,4,4)2026.07 | 82.9 | 9.4 | 0.323 | |
| msPCA::mspca (X)(k1, k2, k3)=(4,4,4)2026.07 | 82.9 | 9.4 | 0.424 | |
| sklearn.decomposition.SparsePCA(k1, k2, k3)=(4,4,3)2026.07 | 82.7 | 10 | 0.028 | |
| nsprcomp::nscumcomp(k1, k2, k3)=(6,3,3)2026.07 | 77.2 | 0.245 | 0.033 | |
| elasticnet::spca (X)(k1, k2, k3)=(4,4,4)2026.07 | 75.4 | 0.117 | 0.189 | |
| elasticnet::spca (Σ)(k1, k2, k3)=(4,4,4)2026.07 | 75.3 | 0.117 | 0.165 | |
| amanpg::spca.amanpg(k1, k2, k3)=(7,4,2)2026.07 | 64.9 | 0.041 | 0.004 | |
| mixOmics::spca(k1, k2, k3)=(4,4,4)2026.07 | 63.3 | 0.133 | 0.003 | |
| sparsepca::spca(k1, k2, k3)=(7,4,1)2026.07 | 58.5 | 0.045 | 0.053 | |
| PMA::SPC(k1, k2, k3)=(4,4,5)2026.07 | 55.2 | 0.283 | 0.008 |