PCA_L1-class: Principal Component Analysis with L1 error.
Description
S4 Class implementing PCA with L1 error.
Arguments
Slots
fun
A function that does the embedding and returns a
dimRedResult object.
stdpars
The standard parameters for the function.
General usage
Dimensionality reduction methods are S4 Classes that either be used
directly, in which case they have to be initialized and a full
list with parameters has to be handed to the @fun()
slot, or the method name be passed to the embed function and
parameters can be given to the ..., in which case
missing parameters will be replaced by the ones in the
@stdpars.
Parameters
PCA can take the following parameters:
ndim
The number of output dimensions.
center
logical, should the data be centered, defaults to TRUE.
scale.
logical, should the data be scaled, defaults to FALSE.
fun
character or function, the method to apply, see the pcaL1 package
...
other parameters for fun
Implementation
Wraps around the different methods is the pcaL1 package. Because PCA
can be reduced to a simple rotation, forward and backward projection
functions are supplied.
Details
PCA transforms the data so that the L2 reconstruction error is minimized or
the variance of the projected data is maximized. This is sensitive to
outliers, L1 PCA minimizes the L1 reconstruction error or maximizes the sum
of the L1 norm of the projected observations.
References
Park, Y.W., Klabjan, D., 2016. Iteratively Reweighted Least Squares
Algorithms for L1-Norm Principal Component Analysis, in: Data Mining (ICDM),
2016 IEEE 16th International Conference On. IEEE, pp. 430-438.