L1-norm Error Function Robustness and Outlier Regularization
This work addresses the challenge of robust data analysis in real-world applications with outliers, but it appears incremental as it builds on existing L1-norm and PCA methods.
The paper tackles the problem of understanding the robustness of L1-norm functions in handling data corruptions and outliers by proposing a new outlier regularization framework, which is applied to PCA to develop ORPCA, offering benefits like no singular value suppression, retention of fine details, and improved efficiency compared to trace-norm-based robust PCA.
In many real-world applications, data come with corruptions, large errors or outliers. One popular approach is to use L1-norm function. However, the robustness of L1-norm function is not well understood so far. In this paper, we present a new outlier regularization framework to understand and analyze the robustness of L1-norm function. There are two main features for the proposed outlier regularization. (1) A key property of outlier regularization is that how far an outlier lies away from its theoretically predicted value does not affect the final regularization and analysis results. (2) Another important feature of outlier regularization is that it has an equivalent continuous representation that closely relates to L1 function. This provides a new way to understand and analyze the robustness of L1 function. We apply our outlier regularization framework to PCA and propose an outlier regularized PCA (ORPCA) model. Comparing to the trace-normbased robust PCA, ORPCA has several benefits: (1) It does not suffer singular value suppression. (2) It can retain small high rank components which help retain fine details of data. (3) ORPCA can be computed more efficiently.