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...

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Détails bibliographiques
Publié dans:IEEE transactions on image processing : a publication of the IEEE Signal Processing Society. - 1992. - 20(2011), 6 vom: 26. Juni, Seite 1485-94
Auteur principal: He, Ran (Auteur)
Autres auteurs: Hu, Bao-Gang, Zheng, Wei-Shi, Kong, Xiang-Wei
Format: Article en ligne
Langue:English
Publié: 2011
Accès à la collection:IEEE transactions on image processing : a publication of the IEEE Signal Processing Society
Sujets:Journal Article Research Support, Non-U.S. Gov't
Description
Résumé: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
Description: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