Principal Component Analysis Based on L1-Norm Maximization

  • Authors:
  • Nojun Kwak

  • Affiliations:
  • Ajou University, Suwon

  • Venue:
  • IEEE Transactions on Pattern Analysis and Machine Intelligence
  • Year:
  • 2008

Quantified Score

Hi-index 0.14

Visualization

Abstract

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.