Title :
An adaptive robust PCA neural network
Author :
Song, Wang ; Yilong, Liang ; Feng, Ma
Author_Institution :
Dept. of Autom., Tsinghua Univ., Beijing, China
Abstract :
We find one way to improve the robustness of principal component analysis (PCA) based on a reconstruction error model. First, we discuss and compare the methods to analyze the robustness of the PCA algorithm. A new adaptive algorithm of robust PCA based on the structure of a single-layer neural network (NN) is developed with the modification of the cost function which can be acquired through modeling of the error function. The new nonlinear robust PCA algorithm can reduce the effects of outliers on the accuracy and convergence of the PCA algorithm through proper processing of them. Simple comparison simulations are designed for verify the theoretical results
Keywords :
exponential distribution; generalisation (artificial intelligence); learning (artificial intelligence); matrix algebra; maximum likelihood estimation; minimisation; neural nets; statistical analysis; adaptive robust PCA neural network; error function; principal component analysis; reconstruction error model; single-layer neural network; Automation; Convergence; Covariance matrix; Eigenvalues and eigenfunctions; Independent component analysis; Iterative algorithms; Neural networks; Principal component analysis; Robustness; Vectors;
Conference_Titel :
Neural Networks Proceedings, 1998. IEEE World Congress on Computational Intelligence. The 1998 IEEE International Joint Conference on
Conference_Location :
Anchorage, AK
Print_ISBN :
0-7803-4859-1
DOI :
10.1109/IJCNN.1998.687218