Provable Self-Representation Based Outlier Detection in a Union of Subspaces

Many computer vision tasks involve processing large amounts of data contaminated by outliers, which need to be detected and rejected. While outlier detection methods based on robust statistics have existed for decades, only recently have methods based on sparse and low-rank representation been developed along with guarantees of correct outlier detection when the inliers lie in one or more low-dimensional subspaces. This paper proposes a new outlier detection method that combines tools from sparse representation with random walks on a graph. By exploiting the property that data points can be expressed as sparse linear combinations of each other, we obtain an asymmetric affinity matrix among data points, which we use to construct a weighted directed graph. By defining a suitable Markov Chain from this graph, we establish a connection between inliers/outliers and essential/inessential states of the Markov chain, which allows us to detect outliers by using random walks. We provide a theoretical analysis that justifies the correctness of our method under geometric and connectivity assumptions. Experimental results on image databases demonstrate its superiority with respect to state-of-the-art sparse and low-rank outlier detection methods.Comment: 16 pages. CVPR 2017 spotlight oral presentatio

Robust Recovery of Subspace Structures by Low-Rank Representation

In this work we address the subspace recovery problem. Given a set of data samples (vectors) approximately drawn from a union of multiple subspaces, our goal is to segment the samples into their respective subspaces and correct the possible errors as well. To this end, we propose a novel method termed Low-Rank Representation (LRR), which seeks the lowest-rank representation among all the candidates that can represent the data samples as linear combinations of the bases in a given dictionary. It is shown that LRR well solves the subspace recovery problem: when the data is clean, we prove that LRR exactly captures the true subspace structures; for the data contaminated by outliers, we prove that under certain conditions LRR can exactly recover the row space of the original data and detect the outlier as well; for the data corrupted by arbitrary errors, LRR can also approximately recover the row space with theoretical guarantees. Since the subspace membership is provably determined by the row space, these further imply that LRR can perform robust subspace segmentation and error correction, in an efficient way.Comment: IEEE Trans. Pattern Analysis and Machine Intelligenc

Privacy-Preserving Distributed Optimization via Subspace Perturbation: A General Framework

As the modern world becomes increasingly digitized and interconnected, distributed signal processing has proven to be effective in processing its large volume of data. However, a main challenge limiting the broad use of distributed signal processing techniques is the issue of privacy in handling sensitive data. To address this privacy issue, we propose a novel yet general subspace perturbation method for privacy-preserving distributed optimization, which allows each node to obtain the desired solution while protecting its private data. In particular, we show that the dual variables introduced in each distributed optimizer will not converge in a certain subspace determined by the graph topology. Additionally, the optimization variable is ensured to converge to the desired solution, because it is orthogonal to this non-convergent subspace. We therefore propose to insert noise in the non-convergent subspace through the dual variable such that the private data are protected, and the accuracy of the desired solution is completely unaffected. Moreover, the proposed method is shown to be secure under two widely-used adversary models: passive and eavesdropping. Furthermore, we consider several distributed optimizers such as ADMM and PDMM to demonstrate the general applicability of the proposed method. Finally, we test the performance through a set of applications. Numerical tests indicate that the proposed method is superior to existing methods in terms of several parameters like estimated accuracy, privacy level, communication cost and convergence rate

Reduced-Dimension Linear Transform Coding of Correlated Signals in Networks

A model, called the linear transform network (LTN), is proposed to analyze the compression and estimation of correlated signals transmitted over directed acyclic graphs (DAGs). An LTN is a DAG network with multiple source and receiver nodes. Source nodes transmit subspace projections of random correlated signals by applying reduced-dimension linear transforms. The subspace projections are linearly processed by multiple relays and routed to intended receivers. Each receiver applies a linear estimator to approximate a subset of the sources with minimum mean squared error (MSE) distortion. The model is extended to include noisy networks with power constraints on transmitters. A key task is to compute all local compression matrices and linear estimators in the network to minimize end-to-end distortion. The non-convex problem is solved iteratively within an optimization framework using constrained quadratic programs (QPs). The proposed algorithm recovers as special cases the regular and distributed Karhunen-Loeve transforms (KLTs). Cut-set lower bounds on the distortion region of multi-source, multi-receiver networks are given for linear coding based on convex relaxations. Cut-set lower bounds are also given for any coding strategy based on information theory. The distortion region and compression-estimation tradeoffs are illustrated for different communication demands (e.g. multiple unicast), and graph structures.Comment: 33 pages, 7 figures, To appear in IEEE Transactions on Signal Processin