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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…

The possibilities of exploiting the special structure of d.c. programs, which consist of optimizing the difference of convex functions, are currently more or less limited to variants of the DCA proposed by Pham Dinh Tao and Le Thi Hoai An…

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…

Conventional principal component analysis (PCA) finds a principal vector that maximizes the sum of second powers of principal components. We consider a generalized PCA that aims at maximizing the sum of an arbitrary convex function of…

Sparse Principal Component Analysis (sPCA) is a cardinal technique for obtaining combinations of features, or principal components (PCs), that explain the variance of high-dimensional datasets in an interpretable manner. This involves…

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…

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…

The accelerated proximal point algorithm (APPA), also known as "Catalyst", is a well-established reduction from convex optimization to approximate proximal point computation (i.e., regularized minimization). This reduction is conceptually…

The probabilistic principal component analysis (PPCA) is built upon a global linear mapping, with which it is insufficient to model complex data variation. This paper proposes a mixture of bilateral-projection probabilistic principal…

Sparse Principal Components Analysis aims to find principal components with few non-zero loadings. We derive such sparse solutions by adding a genuine sparsity requirement to the original Principal Components Analysis (PCA) objective…

We revisit the problem of robust principal component analysis with features acting as prior side information. To this aim, a novel, elegant, non-convex optimization approach is proposed to decompose a given observation matrix into a…

This paper proposes an algorithmic framework for solving parametric optimization problems which we call adjoint-based predictor-corrector sequential convex programming. After presenting the algorithm, we prove a contraction estimate that…

This paper is about a curious phenomenon. Suppose we have a data matrix, which is the superposition of a low-rank component and a sparse component. Can we recover each component individually? We prove that under some suitable assumptions,…

In the literature, there are a few researches to design some parameters in the Proximal Point Algorithm (PPA), especially for the multi-objective convex optimizations. Introducing some parameters to PPA can make it more flexible and…

Commonly used in computer vision and other applications, robust PCA represents an algorithmic attempt to reduce the sensitivity of classical PCA to outliers. The basic idea is to learn a decomposition of some data matrix of interest into…

In the classical best approximation pair (BAP) problem, one is given two nonempty, closed, convex and disjoint subsets in a finite- or an infinite-dimensional Hilbert space, and the goal is to find a pair of points, each from each subset,…

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…

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…

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…

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…