Conformity evaluation of data samples by L1-norm principal-component analysis

Ying Liu, Dimitris A. Pados · 2018

We describe an iterative procedure for soft characterization of outlier data in any given data set. In each iteration, data compliance to nominal data behavior is measured according to current L1-norm principal-component subspace representations of the data set. Successively refined L1-norm subspace data set representations lead to successively refined outlier data characterization. The effectiveness of the proposed theoretical scheme is experimentally studied and the results show significantly improved performance compared to L2-PCA schemes, standard L1-PCA, and state-of-the-art robust PCA methods.

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