2,381 research outputs found
Quadratically-Regularized Optimal Transport on Graphs
Optimal transportation provides a means of lifting distances between points
on a geometric domain to distances between signals over the domain, expressed
as probability distributions. On a graph, transportation problems can be used
to express challenging tasks involving matching supply to demand with minimal
shipment expense; in discrete language, these become minimum-cost network flow
problems. Regularization typically is needed to ensure uniqueness for the
linear ground distance case and to improve optimization convergence;
state-of-the-art techniques employ entropic regularization on the
transportation matrix. In this paper, we explore a quadratic alternative to
entropic regularization for transport over a graph. We theoretically analyze
the behavior of quadratically-regularized graph transport, characterizing how
regularization affects the structure of flows in the regime of small but
nonzero regularization. We further exploit elegant second-order structure in
the dual of this problem to derive an easily-implemented Newton-type
optimization algorithm.Comment: 27 page
Robust Principal Component Analysis on Graphs
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 solves the first issue with a sparse penalty term. The second issue
can be handled with the matrix factorization model, which is however
non-convex. Besides, PCA based clustering can also be enhanced by using a graph
of data similarity. In this article, we introduce a new model called "Robust
PCA on Graphs" which incorporates spectral graph regularization into the Robust
PCA framework. Our proposed model benefits from 1) the robustness of principal
components to occlusions and missing values, 2) enhanced low-rank recovery, 3)
improved clustering property due to the graph smoothness assumption on the
low-rank matrix, and 4) convexity of the resulting optimization problem.
Extensive experiments on 8 benchmark, 3 video and 2 artificial datasets with
corruptions clearly reveal that our model outperforms 10 other state-of-the-art
models in its clustering and low-rank recovery tasks
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