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We assume data independently sampled from a mixture distribution on the unit ball of the D-dimensional Euclidean space with K+1 components: the first component is a uniform distribution on that ball representing outliers and the other K…

Machine Learning · Statistics 2012-04-20 Gilad Lerman , Teng Zhang

We assume i.i.d. data sampled from a mixture distribution with K components along fixed d-dimensional linear subspaces and an additional outlier component. For p>0, we study the simultaneous recovery of the K fixed subspaces by minimizing…

Machine Learning · Statistics 2015-03-19 Gilad Lerman , Teng Zhang

The subspace approximation problem with outliers, for given $n$ points in $d$ dimensions $x_{1},\ldots, x_{n} \in R^{d}$, an integer $1 \leq k \leq d$, and an outlier parameter $0 \leq \alpha \leq 1$, is to find a $k$-dimensional linear…

Computational Geometry · Computer Science 2020-07-01 Amit Deshpande , Rameshwar Pratap

Learning from data in the presence of outliers is a fundamental problem in statistics. In this work, we study robust statistics in the presence of overwhelming outliers for the fundamental problem of subspace recovery. Given a dataset where…

Data Structures and Algorithms · Computer Science 2020-02-11 Prasad Raghavendra , Morris Yau

We consider a fundamental problem in unsupervised learning called \emph{subspace recovery}: given a collection of $m$ points in $\mathbb{R}^n$, if many but not necessarily all of these points are contained in a $d$-dimensional subspace $T$…

Computational Complexity · Computer Science 2013-12-05 Moritz Hardt , Ankur Moitra

This paper will serve as an introduction to the body of work on robust subspace recovery. Robust subspace recovery involves finding an underlying low-dimensional subspace in a dataset that is possibly corrupted with outliers. While this…

Machine Learning · Computer Science 2018-11-07 Gilad Lerman , Tyler Maunu

Recovering linear subspaces from data is a fundamental and important task in statistics and machine learning. Motivated by heterogeneity in Federated Learning settings, we study a basic formulation of this problem: the principal component…

Machine Learning · Computer Science 2022-10-26 John Duchi , Vitaly Feldman , Lunjia Hu , Kunal Talwar

This work presents a fast and non-convex algorithm for robust subspace recovery. The data sets considered include inliers drawn around a low-dimensional subspace of a higher dimensional ambient space, and a possibly large portion of…

Machine Learning · Computer Science 2018-11-07 Gilad Lerman , Tyler Maunu

In this work, we address the following matrix recovery problem: suppose we are given a set of data points containing two parts, one part consists of samples drawn from a union of multiple subspaces and the other part consists of outliers.…

Information Theory · Computer Science 2014-04-01 Guangcan Liu , Huan Xu , Shuicheng Yan

Rare data in a large-scale database are called outliers that reveal significant information in the real world. The subspace-based outlier detection is regarded as a feasible approach in very high dimensional space. However, the outliers…

Artificial Intelligence · Computer Science 2014-05-06 Zhana Bao

In this work we address the subspace recovery problem. Given a set of data samples (vectors) approximately drawn from a union of multiple subspaces, our goal is to segment the samples into their respective subspaces and correct the possible…

Information Theory · Computer Science 2013-01-29 Guangcan Liu , Zhouchen Lin , Shuicheng Yan , Ju Sun , Yong Yu , Yi Ma

We consider the problem of finding the matching map between two sets of $d$-dimensional noisy feature-vectors. The distinctive feature of our setting is that we do not assume that all the vectors of the first set have their corresponding…

Statistics Theory · Mathematics 2023-03-10 Arshak Minasyan , Tigran Galstyan , Sona Hunanyan , Arnak Dalalyan

We propose a neural network for unsupervised anomaly detection with a novel robust subspace recovery layer (RSR layer). This layer seeks to extract the underlying subspace from a latent representation of the given data and removes outliers…

Machine Learning · Computer Science 2022-01-19 Chieh-Hsin Lai , Dongmian Zou , Gilad Lerman

In this paper, we explore the theoretical properties of subspace recovery using Winsorized Principal Component Analysis (WPCA), utilizing a common data transformation technique that caps extreme values to mitigate the impact of outliers.…

Machine Learning · Statistics 2025-02-25 Sangil Han , Kyoowon Kim , Sungkyu Jung

The problem of clustering noisy and incompletely observed high-dimensional data points into a union of low-dimensional subspaces and a set of outliers is considered. The number of subspaces, their dimensions, and their orientations are…

Machine Learning · Statistics 2015-08-24 Reinhard Heckel , Helmut Bölcskei

This paper considers the problem of robust subspace recovery: given a set of $N$ points in $\mathbb{R}^D$, if many lie in a $d$-dimensional subspace, then can we recover the underlying subspace? We show that Tyler's M-estimator can be used…

Machine Learning · Statistics 2021-04-30 Teng Zhang

Lower dimensional signal representation schemes frequently assume that the signal of interest lies in a single vector space. In the context of the recently developed theory of compressive sensing (CS), it is often assumed that the signal of…

Information Theory · Computer Science 2014-03-18 Thakshila Wimalajeewa , Yonina C. Eldar , Pramod K. Varshney

This paper considers the problem of clustering a collection of unlabeled data points assumed to lie near a union of lower-dimensional planes. As is common in computer vision or unsupervised learning applications, we do not know in advance…

Information Theory · Computer Science 2013-01-31 Mahdi Soltanolkotabi , Emmanuel J. Candés

Subspace learning is an important problem, which has many applications in image and video processing. It can be used to find a low-dimensional representation of signals and images. But in many applications, the desired signal is heavily…

Computer Vision and Pattern Recognition · Computer Science 2017-07-13 Shervin Minaee , Yao Wang

High-dimensional data often lie in low-dimensional subspaces corresponding to different classes they belong to. Finding sparse representations of data points in a dictionary built using the collection of data helps to uncover…

Machine Learning · Statistics 2016-02-16 Ehsan Elhamifar , Mahdi Soltanolkotabi , Shankar Sastry
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