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An Improved Robust Fuzzy Principal Component Analysis

잡음 민감성이 개선된 퍼지 주성분 분석

  • Received : 2010.01.26
  • Accepted : 2010.02.12
  • Published : 2010.05.31

Abstract

Principal component analysis (PCA) is a well-known method for dimension reduction while maintaining most of the variation in data. Although PCA has been applied to many areas successfully, it is sensitive to outliers. Several variants of PCA have been proposed to resolve the problem and, among the variants, robust fuzzy PCA (RF-PCA) demonstrated promising results. RF-PCA uses fuzzy memberships to reduce the noise sensitivity. However, there are also problems in RF-PCA and the convergence property is one of them. RF-PCA uses two different objective functions to update memberships and principal components, which is the main reason of the lack of convergence property. The difference between two functions also slows the convergence and deteriorates the solutions of RF-PCA. In this paper, a variant of RF-PCA, called RF-PCA2, is proposed. RF-PCA2 uses an integrated objective function both for memberships and principal components. By using alternating optimization, RF-PCA2 is guaranteed to converge on a local optimum. Furthermore, RF-PCA2 converges faster than RF-PCA and the solutions found are more similar to the desired solutions than those of RF-PCA. Experimental results also support this.

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