no code implementations • 27 Mar 2020 • Timothy Marrinan, P. -A. Absil, Nicolas Gillis
By scaling the objective and penalizing the information lost by the rank-$k$ minimax center, we jointly recover an optimal dimension, $k^*$, and a central subspace, $U^* \in$ Gr$(k^*, n)$ at the center of the minimum enclosing ball, that best represents the data.
