ICML Discuss
Robust PCA in High-dimension: A Deterministic Approach
by Jiashi Feng, Huan Xu, Shuicheng Yan at ICML 2012
We consider principal component analysis for contaminated data-set in the high dimensional regime, where the number of observations is comparable or more than the dimensionality of each observation. We propose a *deterministic* high-dimensional robust PCA algorithm which inherits all theoretical properties of its *randomized* counterpart, i.e., it is tractable, robust to contaminated points, easily kernelizable, asymptotic consistent and achieves maximal robustness - a breakdown point of 50%. More importantly, the proposed method exhibits significantly better computational efficiency, which makes it suitable for large-scale real applications.

Related Material

Download PDF

Discussion

Email notifications of comments are sent to authors.
Please use the feedback page to report broken links and other problems.
blog comments powered by Disqus