Optimal Bound for PCA with Outliers using Higher-Degree Voronoi Diagrams

Abstract

In this paper, we introduce new algorithms for Principal Component Analysis (PCA) with outliers. Utilizing techniques from computational geometry, specifically higher-degree Voronoi diagrams, we navigate to the optimal subspace for PCA even in the presence of outliers. This approach achieves an optimal solution with a time complexity of n^d+O(1)poly(n,d). Additionally, we present a randomized algorithm with a complexity of 2^O(r(d-r)) poly(n, d). This algorithm samples subspaces characterized in terms of a Grassmannian manifold. By employing such sampling method, we ensure a high likelihood of capturing the optimal subspace, with the success probability (1 - )^T. Where represents the probability that a sampled subspace does not contain the optimal solution, and T is the number of subspaces sampled, proportional to 2^r(d-r). Our use of higher-degree Voronoi diagrams and Grassmannian based sampling offers a clearer conceptual pathway and practical advantages, particularly in handling large datasets or higher-dimensional settings.

Tasks

Reproductions