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《Computer Engineering and Applications》 2012-03
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Adaptively weighted PCA algorithm

YANG Kairui,MENG Fanrong,LIANG Zhizhen School of Computer Science and Technology,China University of Mining and Technology,Xuzhou,Jiangsu 221116,China  
Considering the sensitivity of PCA to outliers,a new adaptive weighted PCA is proposed to improve the robustness.Based on PCA,an optimization model by minimizing the weighted reconstruction error is constructed.Information entropy is introduced to adjust the weight of each sample's reconstruction error.An iterative optimization algorithm is used to solve the model.Experiment results on Yale face database and UCI data sets show the robustness and recognition of the method.
【Fund】: 国家自然科学基金(No.50674086 61003169)
【CateGory Index】: TP301.6
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