A Most Efficient and Convergent Principal Component Analysis (PCA) Method for Big Data
Big data usually means big sample size with many outliers, in which traditional scalable L2-norm principal component analysis (L2-PCA) will fail. Current existing L1-norm PCA (L1-PCA) methods can improve robustness over outliers, however, its scalability is usually limited in either sample size or dimension size. The inventor proposes an online flipping method to solve L1-PCA challenges, which is not only convergent asymptotically (or with big data), but also achieves most efficiency in the sense each sample is visited only once to extract one principal component (PC).