Reweighted l1 Algorithm for Robust Principal Component Analysis

被引:0
作者
Hoai Minh Le [1 ,2 ]
Vo Xuanthanh
机构
[1] Univ Lorraine, Comp Sci & Applicat Dept, LGIPM, Metz, France
[2] VinGroup, Inst Res & Applicat Optimizat VinOptima, VinTech, Hanoi, Vietnam
来源
ADVANCED COMPUTATIONAL METHODS FOR KNOWLEDGE ENGINEERING (ICCSAMA 2019) | 2020年 / 1121卷
关键词
Robust principal component analysis; Sparse optimization; Non-convex optimization; Reweighted-l(1);
D O I
10.1007/978-3-030-38364-0_12
中图分类号
TP18 [人工智能理论];
学科分类号
081104 ; 0812 ; 0835 ; 1405 ;
摘要
In this work, we consider the Robust Principal Components Analysis, a popular method of dimensionality reduction. The corresponding optimization involves the minimization of l(0)-norm which is known to be NP-hard. To deal with this problem, we replace the l(0)-norm by a non-convex approximation, namely capped l(1)DD-norm. The resulting optimization problem is non-convex for which we develop a reweighted l(1) based algorithm. Numerical experiments on several synthetic datasets illustrate the efficiency of our algorithm and its superiority comparing to several state-of-the-art algorithms.
引用
收藏
页码:133 / 142
页数:10
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