982 research outputs found
Scalable Tensor Factorizations for Incomplete Data
The problem of incomplete data - i.e., data with missing or unknown values -
in multi-way arrays is ubiquitous in biomedical signal processing, network
traffic analysis, bibliometrics, social network analysis, chemometrics,
computer vision, communication networks, etc. We consider the problem of how to
factorize data sets with missing values with the goal of capturing the
underlying latent structure of the data and possibly reconstructing missing
values (i.e., tensor completion). We focus on one of the most well-known tensor
factorizations that captures multi-linear structure, CANDECOMP/PARAFAC (CP). In
the presence of missing data, CP can be formulated as a weighted least squares
problem that models only the known entries. We develop an algorithm called
CP-WOPT (CP Weighted OPTimization) that uses a first-order optimization
approach to solve the weighted least squares problem. Based on extensive
numerical experiments, our algorithm is shown to successfully factorize tensors
with noise and up to 99% missing data. A unique aspect of our approach is that
it scales to sparse large-scale data, e.g., 1000 x 1000 x 1000 with five
million known entries (0.5% dense). We further demonstrate the usefulness of
CP-WOPT on two real-world applications: a novel EEG (electroencephalogram)
application where missing data is frequently encountered due to disconnections
of electrodes and the problem of modeling computer network traffic where data
may be absent due to the expense of the data collection process
Statistical Models and Optimization Algorithms for High-Dimensional Computer Vision Problems
Data-driven and computational approaches are showing significant promise in solving several challenging problems in various fields such as bioinformatics, finance and many branches of engineering. In this dissertation, we explore the potential of these approaches, specifically statistical data models and optimization algorithms, for solving several challenging problems in computer vision. In doing so, we contribute to the literatures of both statistical data models and computer vision. In the context of statistical data models, we propose principled approaches for solving robust regression problems, both linear and kernel, and missing data matrix factorization problem. In computer vision, we propose statistically optimal and efficient algorithms for solving the remote face recognition and structure from motion (SfM) problems.
The goal of robust regression is to estimate the functional relation between two variables from a given data set which might be contaminated with outliers. Under the reasonable assumption that there are fewer outliers than inliers in a data set, we formulate the robust linear regression problem as a sparse learning problem, which can be solved using efficient polynomial-time algorithms. We also provide sufficient conditions under which the proposed algorithms correctly solve the robust regression problem. We then extend our robust formulation to the case of kernel regression, specifically to propose a robust version for relevance vector machine (RVM) regression.
Matrix factorization is used for finding a low-dimensional representation for data embedded in a high-dimensional space. Singular value decomposition is the standard algorithm for solving this problem. However, when the matrix has many missing elements this is a hard problem to solve. We formulate the missing data matrix factorization problem as a low-rank semidefinite programming problem (essentially a rank constrained SDP), which allows us to find accurate and efficient solutions for large-scale factorization problems.
Face recognition from remotely acquired images is a challenging problem because of variations due to blur and illumination. Using the convolution model for blur, we show that the set of all images obtained by blurring a given image forms a convex set. We then use convex optimization techniques to find the distances between a given blurred (probe) image and the gallery images to find the best match. Further, using a low-dimensional linear subspace model for illumination variations, we extend our theory in a similar fashion to recognize blurred and poorly illuminated faces.
Bundle adjustment is the final optimization step of the SfM problem where the goal is to obtain the 3-D structure of the observed scene and the camera parameters from multiple images of the scene. The traditional bundle adjustment algorithm, based on minimizing the l_2 norm of the image re-projection error, has cubic complexity in the number of unknowns. We propose an algorithm, based on minimizing the l_infinity norm of the re-projection error, that has quadratic complexity in the number of unknowns. This is achieved by reducing the large-scale optimization problem into many small scale sub-problems each of which can be solved using second-order cone programming
Low Complexity Damped Gauss-Newton Algorithms for CANDECOMP/PARAFAC
The damped Gauss-Newton (dGN) algorithm for CANDECOMP/PARAFAC (CP)
decomposition can handle the challenges of collinearity of factors and
different magnitudes of factors; nevertheless, for factorization of an -D
tensor of size with rank , the algorithm is computationally
demanding due to construction of large approximate Hessian of size and its inversion where . In this paper, we propose a fast
implementation of the dGN algorithm which is based on novel expressions of the
inverse approximate Hessian in block form. The new implementation has lower
computational complexity, besides computation of the gradient (this part is
common to both methods), requiring the inversion of a matrix of size
, which is much smaller than the whole approximate Hessian, if
. In addition, the implementation has lower memory requirements,
because neither the Hessian nor its inverse never need to be stored in their
entirety. A variant of the algorithm working with complex valued data is
proposed as well. Complexity and performance of the proposed algorithm is
compared with those of dGN and ALS with line search on examples of difficult
benchmark tensors
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