A Simple and Fast Algorithm for L1-norm Kernel PCA

28 Sep 2017 Cheolmin Kim Diego Klabjan

We present an algorithm for L1-norm kernel PCA and provide a convergence analysis for it. While an optimal solution of L2-norm kernel PCA can be obtained through matrix decomposition, finding that of L1-norm kernel PCA is not trivial due to its non-convexity and non-smoothness... (read more)

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