Accurate Optimization of Weighted Nuclear Norm for Non-Rigid Structure from Motion

Fitting a matrix of a given rank to data in a least squares sense can be done very effectively using 2nd order methods such as Levenberg-Marquardt by explicitly optimizing over a bilinear parameterization of the matrix. In contrast, when applying more general singular value penalties, such as weighted nuclear norm priors, direct optimization over the elements of the matrix is typically used. Due to non-differentiability of the resulting objective function, first order sub-gradient or splitting methods are predominantly used. While these offer rapid iterations it is well known that they become inefficent near the minimum due to zig-zagging and in practice one is therefore often forced to settle for an approximate solution. In this paper we show that more accurate results can in many cases be achieved with 2nd order methods. Our main result shows how to construct bilinear formulations, for a general class of regularizers including weighted nuclear norm penalties, that are provably equivalent to the original problems. With these formulations the regularizing function becomes twice differentiable and 2nd order methods can be applied. We show experimentally, on a number of structure from motion problems, that our approach outperforms state-of-the-art methods

Wave Physics-informed Matrix Factorizations

With the recent success of representation learning methods, which includes deep learning as a special case, there has been considerable interest in developing techniques that incorporate known physical constraints into the learned representation. As one example, in many applications that involve a signal propagating through physical media (e.g., optics, acoustics, fluid dynamics, etc), it is known that the dynamics of the signal must satisfy constraints imposed by the wave equation. Here we propose a matrix factorization technique that decomposes such signals into a sum of components, where each component is regularized to ensure that it {nearly} satisfies wave equation constraints. Although our proposed formulation is non-convex, we prove that our model can be efficiently solved to global optimality. Through this line of work we establish theoretical connections between wave-informed learning and filtering theory in signal processing. We further demonstrate the application of this work on modal analysis problems commonly arising in structural diagnostics and prognostics.Comment: arXiv admin note: text overlap with arXiv:2107.0914