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Principal Component Analysis Based on L1-Norm Maximization with Lp-Norm Constraints |
LIANG Zhi-Zheng,LI Yong,XIA Shi-Xiong,ZHOU Yong |
School of Computer Science and Technology,China University of Mining and Technology,Xuzhou 221116 |
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Abstract Aiming at the sensitivity of principal component analysis in dealing with the contaminated data and the property that its projection vectors are not sparse,a robust principal component analysis optimization model is proposed. The objective function of the proposed model adopts L1 norm and projective vectors are constrained by Lp norm. An iterative algorithm is used to solve the proposed model and the theoretical analysis shows that the algorithm can obtain the locally optimal solution. In addition,the kernel version is made by embedding kernel functions into the model. The experiments on UCI datasets and face datasets are performed to demonstrate the feasibility and effectiveness of the proposed method.
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Received: 02 November 2011
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