To obtain sparse principal components, there's a technique called SCoLASS. Does anyone know what this acronym stands for? I suppose LASS stands for lasso, as it puts a constraint on an l_1-norm, but what does the rest stand for?
2026-03-26 06:26:44.1774506404
What does SCoTLASS stand for
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A bit of googling quickly found the original reference (A modified principal component technique based on the LASSO by Jolliffe, Trendafilov and Uddin), where they say “We call the new technique SCoTLASS (Simplified Component Technique-LASSO)”.