Principal component analysis based on l1-norm maximization.
A method of principal component analysis (PCA) based on a new L1-norm optimization technique is proposed. Unlike conventional PCA which is based on L2-norm, the proposed method is robust to outliers because it utilizes L1-norm which is less sensitive to outliers. It is invariant to rotations as well. The proposed L1-norm optimization technique is intuitive, simple, and easy to implement. It is also proven to find a locally maximal solution. The proposed method is applied to several datasets and the performances are compared with those of other conventional methods.
Kwak
Nojun
N
Division of Electrical and Computer Engineering, Ajou University, Suwon, Korea. nojunk@ieee.org
D000465:Algorithms; D001185:Artificial Intelligence; D007089:Image Enhancement / Q000379:methods; D007090:Image Interpretation, Computer-Assisted / Q000379:methods*; D010363:Pattern Recognition, Automated / Q000379:methods*; D025341:Principal Component Analysis; D015203:Reproducibility of Results; D012680:Sensitivity and Specificity