Abstract

Principal component analysis (PCA) is one of the powerful dimension reduction techniques widely used in data mining field. PCA tries to project the data into lower dimensional space while preserving the intrinsic information hidden in the data as much as possible. Disadvantage of PCA is that, extracted principal components (PCs) are linear combination of all features, hence PCs are may still contaminated with noise in the data. To address this problem we propose a modified version of PCA called noise free PCA (NFPCA), in which regularization is introduced during the PCs extraction step to mitigate the effect of noise. Potentials of the proposed method is assessed in two important application of high-dimensional molecular data: classification and survival prediction. Multiple publicly available real-world data sets are used for this illustration. Experimental results show that, the NFPCA produce highly informative than the ordinary PCA method. This is largely due to the fact that the NFPCA suppress the effect of noise in the PCs more efficiently with minimum information lost. The NFPCA is a promising alternative to existing PCA approaches not only in terms of highly informative PCs, but also its relatively cheap computational cost.

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