Robust principal component analysis based on maximum correntropy criterion
Principal component analysis (PCA) minimizes the mean square error (MSE) and is sensitive to outliers. In this paper, we present a new rotational-invariant PCA based on maximum correntropy criterion (MCC). A half-quadratic optimization algorithm is adopted to compute the correntropy objective. At ea...
| Veröffentlicht in: | IEEE transactions on image processing : a publication of the IEEE Signal Processing Society. - 1992. - 20(2011), 6 vom: 26. Juni, Seite 1485-94 |
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| 1. Verfasser: | |
| Weitere Verfasser: | , , |
| Format: | Online-Aufsatz |
| Sprache: | English |
| Veröffentlicht: |
2011
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| Zugriff auf das übergeordnete Werk: | IEEE transactions on image processing : a publication of the IEEE Signal Processing Society |
| Schlagworte: | Journal Article Research Support, Non-U.S. Gov't |
| Zusammenfassung: | Principal component analysis (PCA) minimizes the mean square error (MSE) and is sensitive to outliers. In this paper, we present a new rotational-invariant PCA based on maximum correntropy criterion (MCC). A half-quadratic optimization algorithm is adopted to compute the correntropy objective. At each iteration, the complex optimization problem is reduced to a quadratic problem that can be efficiently solved by a standard optimization method. The proposed method exhibits the following benefits: 1) it is robust to outliers through the mechanism of MCC which can be more theoretically solid than a heuristic rule based on MSE; 2) it requires no assumption about the zero-mean of data for processing and can estimate data mean during optimization; and 3) its optimal solution consists of principal eigenvectors of a robust covariance matrix corresponding to the largest eigenvalues. In addition, kernel techniques are further introduced in the proposed method to deal with nonlinearly distributed data. Numerical results demonstrate that the proposed method can outperform robust rotational-invariant PCAs based on L(1) norm when outliers occur |
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| Beschreibung: | Date Completed 30.09.2011 Date Revised 19.05.2011 published: Print-Electronic Citation Status MEDLINE |
| ISSN: | 1941-0042 |
| DOI: | 10.1109/TIP.2010.2103949 |