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Principal Component Analysis (PCA) finds a linear mapping and maximizes the variance of the data which makes PCA sensitive to outliers and may cause wrong eigendirection. In this paper, we propose techniques to solve this problem; we use…

Artificial Intelligence · Computer Science 2012-07-03 Peratham Wiriyathammabhum , Boonserm Kijsirikul

We consider supervised learning problems within the positive-definite kernel framework, such as kernel ridge regression, kernel logistic regression or the support vector machine. With kernels leading to infinite-dimensional feature spaces,…

Machine Learning · Computer Science 2013-05-23 Francis Bach

To do dimensionality reduction on the datasets with outliers, the $\ell_1$-norm principal component analysis (L1-PCA) as a typical robust alternative of the conventional PCA has enjoyed great popularity over the past years. In this work, we…

Optimization and Control · Mathematics 2022-10-27 Taoli Zheng , Peng Wang , Anthony Man-Cho So

Due to the highly non-convex nature of large-scale robust parameter estimation, avoiding poor local minima is challenging in real-world applications where input data is contaminated by a large or unknown fraction of outliers. In this paper,…

Computer Vision and Pattern Recognition · Computer Science 2020-03-23 Huu Le , Christopher Zach

Recently, the robustification of principal component analysis has attracted lots of attention from statisticians, engineers and computer scientists. In this work we study the type of outliers that are not necessarily apparent in the…

Methodology · Statistics 2016-01-29 Yiyuan She , Shijie Li , Dapeng Wu

As a widely used method in machine learning, principal component analysis (PCA) shows excellent properties for dimensionality reduction. It is a serious problem that PCA is sensitive to outliers, which has been improved by numerous Robust…

Machine Learning · Computer Science 2020-11-24 Shenglan Liu , Yang Yu

Low-rank modeling generally refers to a class of methods that solve problems by representing variables of interest as low-rank matrices. It has achieved great success in various fields including computer vision, data mining, signal…

Computer Vision and Pattern Recognition · Computer Science 2014-10-24 Xiaowei Zhou , Can Yang , Hongyu Zhao , Weichuan Yu

Low-rank modeling has many important applications in computer vision and machine learning. While the matrix rank is often approximated by the convex nuclear norm, the use of nonconvex low-rank regularizers has demonstrated better empirical…

Machine Learning · Computer Science 2018-07-25 Quanming Yao , James T. Kwok , Taifeng Wang , Tie-Yan Liu

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

In this letter, we propose an algorithm for recovery of sparse and low rank components of matrices using an iterative method with adaptive thresholding. In each iteration, the low rank and sparse components are obtained using a thresholding…

Numerical Analysis · Computer Science 2017-04-13 Nematollah Zarmehi , Farokh Marvasti

Subspace identification is a classical and very well studied problem in system identification. The problem was recently posed as a convex optimization problem via the nuclear norm relaxation. Inspired by robust PCA, we extend this framework…

Systems and Control · Computer Science 2013-12-10 Dorsa Sadigh , Henrik Ohlsson , S. Shankar Sastry , Sanjit A. Seshia

We present a new algorithm for finding a near optimal low-rank approximation of a matrix $A$ in $O(nnz(A))$ time. Our method is based on a recursive sampling scheme for computing a representative subset of $A$'s columns, which is then used…

Data Structures and Algorithms · Computer Science 2016-10-10 Michael B. Cohen , Cameron Musco , Christopher Musco

Motivated by applications such as sparse PCA, in this paper we present provably-accurate one-pass algorithms for the sparse approximation of the top eigenvectors of extremely massive matrices based on a single compact linear sketch. The…

Information Theory · Computer Science 2026-05-06 Edem Boahen , Simone Brugiapaglia , Hung-Hsu Chou , Mark Iwen , Felix Krahmer

Neural networks have achieved tremendous success in a large variety of applications. However, their memory footprint and computational demand can render them impractical in application settings with limited hardware or energy resources. In…

Machine Learning · Computer Science 2022-10-19 Steffen Schotthöfer , Emanuele Zangrando , Jonas Kusch , Gianluca Ceruti , Francesco Tudisco

We study the $\ell_1$-low rank approximation problem, where for a given $n \times d$ matrix $A$ and approximation factor $\alpha \geq 1$, the goal is to output a rank-$k$ matrix $\widehat{A}$ for which $$\|A-\widehat{A}\|_1 \leq \alpha…

Data Structures and Algorithms · Computer Science 2020-04-17 Zhao Song , David P. Woodruff , Peilin Zhong

We solve a weakly supervised regression problem. Under "weakly" we understand that for some training points the labels are known, for some unknown, and for others uncertain due to the presence of random noise or other reasons such as lack…

Machine Learning · Computer Science 2021-04-15 Vladimir Berikov , Alexander Litvinenko

We consider multi-class classification problems for high dimensional data. Following the idea of reduced-rank linear discriminant analysis (LDA), we introduce a new dimension reduction tool with a flavor of supervised principal component…

Methodology · Statistics 2017-03-28 Yue Selena Niu , Ning Hao , Bin Dong

We propose a robust normal estimation method for both point clouds and meshes using a low rank matrix approximation algorithm. First, we compute a local feature descriptor for each point and find similar, non-local neighbors that we…

Graphics · Computer Science 2021-10-05 Xuequan Lu , Scott Schaefer , Jun Luo , Lizhuang Ma , Ying He

Low-rank matrix approximation play a ubiquitous role in various applications such as image processing, signal processing, and data analysis. Recently, random algorithms of low-rank matrix approximation have gained widespread adoption due to…

Numerical Analysis · Mathematics 2024-04-29 Weijie Shen , Weiwei Xu , Lei Zhu

This paper presents a novel unsupervised probabilistic model estimation of visual background in video sequences using a variational autoencoder framework. Due to the redundant nature of the backgrounds in surveillance videos, visual…

Computer Vision and Pattern Recognition · Computer Science 2019-02-05 Amirreza Farnoosh , Behnaz Rezaei , Sarah Ostadabbas