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Robust principal component analysis (RPCA) has drawn significant attentions due to its powerful capability in recovering low-rank matrices as well as successful appplications in various real world problems. The current state-of-the-art…

Machine Learning · Computer Science 2019-04-17 Chong Peng , Chenglizhao Chen , Zhao Kang , Jianbo Li , Qiang Cheng

The robust principal component analysis (RPCA) decomposes a data matrix into a low-rank part and a sparse part. There are mainly two types of algorithms for RPCA. The first type of algorithm applies regularization terms on the singular…

Numerical Analysis · Mathematics 2021-02-02 Ningyu Sha , Lei Shi , Ming Yan

Robust Principal Component Analysis (RPCA) is a fundamental technique for decomposing data into low-rank and sparse components, which plays a critical role for applications such as image processing and anomaly detection. Traditional RPCA…

Machine Learning · Computer Science 2024-12-20 Kexin Li , You-wei Wen , Xu Xiao , Mingchao Zhao

Robust Principal Component Analysis (RPCA) and its associated non-convex relaxation methods constitute a significant component of matrix completion problems, wherein matrix factorization strategies effectively reduce dimensionality and…

Optimization and Control · Mathematics 2024-03-28 Zhenzhi Qin , Liping Zhang

Robust principal component analysis (RPCA) is a well-studied problem with the goal of decomposing a matrix into the sum of low-rank and sparse components. In this paper, we propose a nonconvex feasibility reformulation of RPCA problem and…

Optimization and Control · Mathematics 2020-01-27 Aritra Dutta , Filip Hanzely , Peter Richtárik

Robust principal component analysis (RPCA) is a widely used technique for recovering low-rank structure from matrices with missing entries and sparse, possibly large-magnitude corruptions. Although numerous algorithms achieve accurate point…

Methodology · Statistics 2026-03-17 Liangliang Yuan , Lei Wang , Quan Kong , Liuhua Peng

Robust principal component analysis (RPCA) is a critical tool in modern machine learning, which detects outliers in the task of low-rank matrix reconstruction. In this paper, we propose a scalable and learnable non-convex approach for…

Machine Learning · Computer Science 2023-02-28 HanQin Cai , Jialin Liu , Wotao Yin

Robust principal component analysis seeks to recover a low-rank matrix from fully observed data with sparse corruptions. A scalable approach fits a low-rank factorization by minimizing the sum of entrywise absolute residuals, leading to a…

Optimization and Control · Mathematics 2026-01-30 Pinxi Gong , Lexiao Lai , Jianhao Ma

Robust principal component analysis (RPCA) is a widely used tool for dimension reduction. In this work, we propose a novel non-convex algorithm, coined Iterated Robust CUR (IRCUR), for solving RPCA problems, which dramatically improves the…

Machine Learning · Statistics 2021-02-09 HanQin Cai , Keaton Hamm , Longxiu Huang , Jiaqi Li , Tao Wang

Numerous applications in data mining and machine learning require recovering a matrix of minimal rank. Robust principal component analysis (RPCA) is a general framework for handling this kind of problems. Nuclear norm based convex surrogate…

Computer Vision and Pattern Recognition · Computer Science 2016-11-17 Zhao Kang , Chong Peng , Qiang Cheng

Principal Component Analysis (PCA) is the most widely used tool for linear dimensionality reduction and clustering. Still it is highly sensitive to outliers and does not scale well with respect to the number of data samples. Robust PCA…

Computer Vision and Pattern Recognition · Computer Science 2015-04-24 Nauman Shahid , Vassilis Kalofolias , Xavier Bresson , Michael Bronstein , Pierre Vandergheynst

Robust principal component analysis (RPCA) can recover low-rank matrices when they are corrupted by sparse noises. In practice, many matrices are, however, of high-rank and hence cannot be recovered by RPCA. We propose a novel method called…

Machine Learning · Computer Science 2019-04-19 Jicong Fan , Tommy W. S. Chow

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 common task in matrix completion (MC) and robust principle component analysis (RPCA) is to recover a low-rank matrix from a given data matrix. These problems gained great attention from various areas in applied sciences recently,…

Information Theory · Computer Science 2012-01-06 Hui Zhang , Jian-Feng Cai , Lizhi Cheng , Jubo Zhu

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

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

We propose a new method for robust PCA -- the task of recovering a low-rank matrix from sparse corruptions that are of unknown value and support. Our method involves alternating between projecting appropriate residuals onto the set of…

Information Theory · Computer Science 2014-10-29 Praneeth Netrapalli , U N Niranjan , Sujay Sanghavi , Animashree Anandkumar , Prateek Jain

We consider the problem of Robust PCA in the fully and partially observed settings. Without corruptions, this is the well-known matrix completion problem. From a statistical standpoint this problem has been recently well-studied, and…

Information Theory · Computer Science 2016-09-20 Xinyang Yi , Dohyung Park , Yudong Chen , Constantine Caramanis

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

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
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