GrIP-PCA: Grassmann Iterative P-Norm Principal Component Analysis

You are here

Top Reasons to Join SPS Today!

1. IEEE Signal Processing Magazine
2. Signal Processing Digital Library*
3. Inside Signal Processing Newsletter
4. SPS Resource Center
5. Career advancement & recognition
6. Discounts on conferences and publications
7. Professional networking
8. Communities for students, young professionals, and women
9. Volunteer opportunities
10. Coming soon! PDH/CEU credits
Click here to learn more.

GrIP-PCA: Grassmann Iterative P-Norm Principal Component Analysis

By: 
Breton Minnehan; Navya Nagananda; Andreas Savakis

Principal component analysis is one of the most commonly used methods for dimensionality reduction in signal processing. However, the most commonly used PCA formulation is based on the L2 -norm, which can be highly influenced by outlier data. In recent years, there has been growing interest in the development of more robust PCA methods. Recent works explore alternative norms, such as the L1 -norm or the more general Lp -norms, which significantly improve robustness over the L2 -norm. In this work, we present the Grassmann Iterative P-norm PCA (GrIP-PCA) method, which uses an iterative Grassmann manifold optimization approach to find the solution to the highly non-convex Lp -norm PCA problem. The increased flexibility of this iterative optimization approach allows for the first ever direct comparison between the projection maximization and reprojection minimization objective functions for general Lp -PCA. Our results demonstrate that the underutilized reprojection formulation leads to improved robustness of PCA in multiple experiments.

SPS on Twitter

  • DEADLINE EXTENDED: The 2023 IEEE International Workshop on Machine Learning for Signal Processing is now accepting… https://t.co/NLH2u19a3y
  • ONE MONTH OUT! We are celebrating the inaugural SPS Day on 2 June, honoring the date the Society was established in… https://t.co/V6Z3wKGK1O
  • The new SPS Scholarship Program welcomes applications from students interested in pursuing signal processing educat… https://t.co/0aYPMDSWDj
  • CALL FOR PAPERS: The IEEE Journal of Selected Topics in Signal Processing is now seeking submissions for a Special… https://t.co/NPCGrSjQbh
  • Test your knowledge of signal processing history with our April trivia! Our 75th anniversary celebration continues:… https://t.co/4xal7voFER

IEEE SPS Educational Resources

IEEE SPS Resource Center

IEEE SPS YouTube Channel