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Robust Principal Component Analysis Using a Novel Kernel Related with the L1-Norm

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arxiv 2105.11634 v1 pith:5PDUVZPA submitted 2021-05-25 cs.LG eess.IV

classification cs.LGeess.IV
keywords productsanalysiscomponentcovariancegeneralizedmatricesmoreoverprincipal
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abstract

We consider a family of vector dot products that can be implemented using sign changes and addition operations only. The dot products are energy-efficient as they avoid the multiplication operation entirely. Moreover, the dot products induce the $\ell_1$-norm, thus providing robustness to impulsive noise. First, we analytically prove that the dot products yield symmetric, positive semi-definite generalized covariance matrices, thus enabling principal component analysis (PCA). Moreover, the generalized covariance matrices can be constructed in an Energy Efficient (EEF) manner due to the multiplication-free property of the underlying vector products. We present image reconstruction examples in which our EEF PCA method result in the highest peak signal-to-noise ratios compared to the ordinary $\ell_2$-PCA and the recursive $\ell_1$-PCA.

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