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The problem of recovering a low-rank matrix from a set of observations corrupted with gross sparse error is known as the robust principal component analysis (RPCA) and has many applications in computer vision, image processing and web data…

Optimization and Control · Mathematics 2013-09-27 Necdet Serhat Aybat , Donald Goldfarb , Shiqian Ma

We study the robust principal component analysis (RPCA) problem in a distributed setting. The goal of RPCA is to find an underlying low-rank estimation for a raw data matrix when the data matrix is subject to the corruption of gross sparse…

Distributed, Parallel, and Cluster Computing · Computer Science 2022-08-16 Wenda Chu

Principal Component Analysis (PCA) is a very successful dimensionality reduction technique, widely used in predictive modeling. A key factor in its widespread use in this domain is the fact that the projection of a dataset onto its first…

Machine Learning · Statistics 2017-05-19 Xianghui Luo , Robert J. Durrant

Tensor, also known as multi-dimensional array, arises from many applications in signal processing, manufacturing processes, healthcare, among others. As one of the most popular methods in tensor literature, Robust tensor principal component…

Machine Learning · Statistics 2025-12-18 Bo Shen , Yutong Zhang , Zhenyu , Kong

This paper uses network packet capture data to demonstrate how Robust Principal Component Analysis (RPCA) can be used in a new way to detect anomalies which serve as cyber-network attack indicators. The approach requires only a few…

Cryptography and Security · Computer Science 2018-01-08 Randy Paffenroth , Kathleen Kay , Les Servi

In this paper, we consider the problem of Robust Matrix Completion (RMC) where the goal is to recover a low-rank matrix by observing a small number of its entries out of which a few can be arbitrarily corrupted. We propose a simple…

Machine Learning · Computer Science 2016-12-09 Yeshwanth Cherapanamjeri , Kartik Gupta , Prateek Jain

This work is concerned with the non-negative rank-1 robust principal component analysis (RPCA), where the goal is to recover the dominant non-negative principal components of a data matrix precisely, where a number of measurements could be…

Machine Learning · Computer Science 2019-09-05 Salar Fattahi , Somayeh Sojoudi

Principal component analysis (PCA) is often used to reduce the dimension of data by selecting a few orthonormal vectors that explain most of the variance structure of the data. L1 PCA uses the L1 norm to measure error, whereas the…

Machine Learning · Statistics 2020-09-04 Young Woong Park , Diego Klabjan

Probabilistic principal component analysis (PPCA) seeks a low dimensional representation of a data set in the presence of independent spherical Gaussian noise, Sigma = (sigma^2)*I. The maximum likelihood solution for the model is an…

Machine Learning · Statistics 2011-06-23 Alfredo A. Kalaitzis , Neil D. Lawrence

Dictionary learning and component analysis models are fundamental for learning compact representations that are relevant to a given task (feature extraction, dimensionality reduction, denoising, etc.). The model complexity is encoded by…

Machine Learning · Statistics 2018-11-13 Mehdi Bahri , Yannis Panagakis , Stefanos Zafeiriou

Recovering intrinsic low dimensional subspaces from data distributed on them is a key preprocessing step to many applications. In recent years, there has been a lot of work that models subspace recovery as low rank minimization problems. We…

Machine Learning · Computer Science 2014-12-09 Hongyang Zhang , Zhouchen Lin , Chao Zhang , Junbin Gao

Minimization of the nuclear norm is often used as a surrogate, convex relaxation, for finding the minimum rank completion (recovery) of a partial matrix. The minimum nuclear norm problem can be solved as a trace minimization semidefinite…

Optimization and Control · Mathematics 2016-08-16 Shimeng Huang , Henry Wolkowicz

An increasing number of data science and machine learning problems rely on computation with tensors, which better capture the multi-way relationships and interactions of data than matrices. When tapping into this critical advantage, a key…

Machine Learning · Statistics 2023-02-23 Harry Dong , Tian Tong , Cong Ma , Yuejie Chi

Mining useful clusters from high dimensional data has received significant attention of the computer vision and pattern recognition community in the recent years. Linear and non-linear dimensionality reduction has played an important role…

Computer Vision and Pattern Recognition · Computer Science 2016-05-25 Nauman Shahid , Nathanael Perraudin , Vassilis Kalofolias , Gilles Puy , Pierre Vandergheynst

Principal component analysis (PCA) has been widely applied to dimensionality reduction and data pre-processing for different applications in engineering, biology and social science. Classical PCA and its variants seek for linear projections…

Machine Learning · Computer Science 2017-07-11 Xiaojun Chang , Feiping Nie , Yi Yang , Heng Huang

We design algorithms for Robust Principal Component Analysis (RPCA) which consists in decomposing a matrix into the sum of a low rank matrix and a sparse matrix. We propose a deep unrolled algorithm based on an accelerated alternating…

Signal Processing · Electrical Eng. & Systems 2023-07-13 Elizabeth Z. C. Tan , Caroline Chaux , Emmanuel Soubies , Vincent Y. F. Tan

The low-rank matrix approximation problem with respect to the component-wise $\ell_1$-norm ($\ell_1$-LRA), which is closely related to robust principal component analysis (PCA), has become a very popular tool in data mining and machine…

Machine Learning · Computer Science 2018-12-19 Nicolas Gillis , Stephen A. Vavasis

Probabilistic principal component analysis (PPCA) seeks a low dimensional representation of a data set in the presence of independent spherical Gaussian noise. The maximum likelihood solution for the model is an eigenvalue problem on the…

Machine Learning · Computer Science 2012-06-22 Alfredo Kalaitzis , Neil Lawrence

In this paper, we study the problem of matrix recovery, which aims to restore a target matrix of authentic samples from grossly corrupted observations. Most of the existing methods, such as the well-known Robust Principal Component Analysis…

Computer Vision and Pattern Recognition · Computer Science 2018-11-12 Xingyu Xie , Jianlong Wu , Guangcan Liu , Jun Wang

Kernel Principal Component Analysis (KPCA) is a popular dimensionality reduction technique with a wide range of applications. However, it suffers from the problem of poor scalability. Various approximation methods have been proposed in the…

Machine Learning · Computer Science 2017-12-13 Deena P. Francis , Kumudha Raimond