Adaptively weighted PCA algorithm
Yang Kairui, Meng Fan-rong, Zhizhen Liang · Computer Engineering and Applications Journal · 2012
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.