Patent Document ID: 20140112575
Application ID: 14062536
Patent Flag: 0

Claim One:
1. A method comprising: receiving, with a device, multidimensional data comprising a set of data points, wherein the set of data points conforms to a plurality of dimensions (D) and includes outlier data points; and iteratively processing the set of data points with the device to compute a reduced data set representative of the set of data points, wherein the reduced data set conforms to a subspace having a reduced number of dimensions (d) less than the plurality of dimensions (D) of the set of data points, wherein iteratively processing the set of data points to compute the reduced data set comprises: determining, for each iteration, a scaled version of the set of data points by re-computing a corresponding coefficient for each of the data points as a function of a proximity of the data point to a current estimate of the subspace, and computing, for each iteration, an updated estimate of the subspace based on a minimization of a sum of least squares of the scaled version of the set of data points.