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This paper studies the Tensor Robust Principal Component (TRPCA) problem which extends the known Robust PCA (Candes et al. 2011) to the tensor case. Our model is based on a new tensor Singular Value Decomposition (t-SVD) (Kilmer and Martin…

Computer Vision and Pattern Recognition · Computer Science 2018-05-29 Canyi Lu , Jiashi Feng , Yudong Chen , Wei Liu , Zhouchen Lin , Shuicheng Yan

Robust tensor CP decomposition involves decomposing a tensor into low rank and sparse components. We propose a novel non-convex iterative algorithm with guaranteed recovery. It alternates between low-rank CP decomposition through gradient…

Machine Learning · Computer Science 2016-04-28 Animashree Anandkumar , Prateek Jain , Yang Shi , U. N. Niranjan

Modal analysis techniques are used to identify patterns and develop reduced-order models in a variety of fluid applications. However, experimentally acquired flow fields may be corrupted with incorrect and missing entries, which may degrade…

In this paper, we address strongly convex programming for princi- pal component pursuit with reduced linear measurements, which decomposes a superposition of a low-rank matrix and a sparse matrix from a small set of linear measurements. We…

Information Theory · Computer Science 2012-09-21 Qingshan You , Qun Wan , Yipeng Liu

This paper studies tensor-based Robust Principal Component Analysis (RPCA) using atomic-norm regularization. Given the superposition of a sparse and a low-rank tensor, we present conditions under which it is possible to exactly recover the…

Optimization and Control · Mathematics 2019-01-31 Derek Driggs , Stephen Becker , Jordan Boyd-Graber

This paper extends robust principal component analysis (RPCA) to nonlinear manifolds. Suppose that the observed data matrix is the sum of a sparse component and a component drawn from some low dimensional manifold. Is it possible to…

Machine Learning · Computer Science 2019-11-12 He Lyu , Ningyu Sha , Shuyang Qin , Ming Yan , Yuying Xie , Rongrong Wang

Sparse principal component analysis (PCA) is an important technique for dimensionality reduction of high-dimensional data. However, most existing sparse PCA algorithms are based on non-convex optimization, which provide little guarantee on…

Methodology · Statistics 2019-11-20 Yixuan Qiu , Jing Lei , Kathryn Roeder

This work presents a novel approach for robust PCA with total variation regularization for foreground-background separation and denoising on noisy, moving camera video. Our proposed algorithm registers the raw (possibly corrupted) frames of…

Machine Learning · Statistics 2017-09-28 Chen Gao , Brian E. Moore , Raj Rao Nadakuditi

Principal Component Analysis (PCA) is a widely utilized technique for dimensionality reduction; however, its inherent lack of interpretability-stemming from dense linear combinations of all feature-limits its applicability in many domains.…

Machine Learning · Computer Science 2025-04-01 Loc Hoang Tran

In this paper we present a comprehensive framework for learning robust low-rank representations by combining and extending recent ideas for learning fast sparse coding regressors with structured non-convex optimization techniques. This…

Machine Learning · Computer Science 2012-10-01 Pablo Sprechmann , Alex M. Bronstein , Guillermo Sapiro

Principal component analysis (PCA) is known to be sensitive to outliers, so that various robust PCA variants were proposed in the literature. A recent model, called REAPER, aims to find the principal components by solving a convex…

Numerical Analysis · Mathematics 2021-03-19 Robert Beinert , Gabriele Steidl

We study the problem of tensor robust principal component analysis (TRPCA), which aims to separate an underlying low-multilinear-rank tensor and a sparse outlier tensor from their sum. In this work, we propose a fast non-convex algorithm,…

Machine Learning · Computer Science 2021-10-13 HanQin Cai , Zehan Chao , Longxiu Huang , Deanna Needell

Sparse principal component analysis (PCA) is a popular dimensionality reduction technique for obtaining principal components which are linear combinations of a small subset of the original features. Existing approaches cannot supply…

Optimization and Control · Mathematics 2022-02-22 Dimitris Bertsimas , Ryan Cory-Wright , Jean Pauphilet

This work presents a new robust PCA method for foreground-background separation on freely moving camera video with possible dense and sparse corruptions. Our proposed method registers the frames of the corrupted video and then encodes the…

Machine Learning · Statistics 2019-01-07 Brian E. Moore , Chen Gao , Raj Rao Nadakuditi

Robust PCA is a widely used statistical procedure to recover a underlying low-rank matrix with grossly corrupted observations. This work considers the problem of robust PCA as a nonconvex optimization problem on the manifold of low-rank…

Machine Learning · Statistics 2017-09-04 Teng Zhang , Yi Yang

This paper delivers improved theoretical guarantees for the convex programming approach in low-rank matrix estimation, in the presence of (1) random noise, (2) gross sparse outliers, and (3) missing data. This problem, often dubbed as…

Machine Learning · Statistics 2022-09-13 Yuxin Chen , Jianqing Fan , Cong Ma , Yuling Yan

Principal component analysis (PCA) is widely used for dimension reduction and embedding of real data in social network analysis, information retrieval, and natural language processing, etc. In this work we propose a fast randomized PCA…

Machine Learning · Computer Science 2018-10-17 Xu Feng , Yuyang Xie , Mingye Song , Wenjian Yu , Jie Tang

Sparse PCA is the optimization problem obtained from PCA by adding a sparsity constraint on the principal components. Sparse PCA is NP-hard and hard to approximate even in the single-component case. In this paper we settle the computational…

Machine Learning · Computer Science 2022-01-10 Alberto Del Pia

Deep unfolded neural networks are designed by unrolling the iterations of optimization algorithms. They can be shown to achieve faster convergence and higher accuracy than their optimization counterparts. This paper proposes a new…

Machine Learning · Computer Science 2020-10-05 Huynh Van Luong , Boris Joukovsky , Yonina C. Eldar , Nikos Deligiannis

The recently established RPCA method provides us a convenient way to restore low-rank matrices from grossly corrupted observations. While elegant in theory and powerful in reality, RPCA may be not an ultimate solution to the low-rank matrix…

Methodology · Statistics 2014-07-17 Guangcan Liu , Ping Li