arXiv · 2005.12263
Principal Component Analysis Based on T$\ell_1$-norm Maximization
Abstract
Classical principal component analysis (PCA) may suffer from the sensitivity to outliers and noise. Therefore PCA based on $\ell_1$-norm and $\ell_p$-norm ($0 < p < 1$) have been studied. Among them, the ones based on $\ell_p$-norm seem to be most interesting from the robustness point of view. However, their numerical performance is not satisfactory. Note that, although T$\ell_1$-norm is similar to $\ell_p$-norm ($0 < p < 1$) in some sense, it has the stronger suppression effect to outliers and better continuity. So PCA based on T$\ell_1$-norm is proposed in this paper. Our numerical experiments have shown that its performance is superior than PCA-$\ell_p$ and $\ell_p$SPCA as well as PCA, PCA-$\ell_1$ obviously.
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Xiang-Fei Yang, Yuan-Hai Shao, Chun-Na Li, Li-Ming Liu, Nai-Yang Deng. 2020-05-23. Principal Component Analysis Based on T$\ell_1$-norm Maximization. https://arxiv.org/abs/2005.12263
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