Fast Robust PCA on Graphs

Mining useful clusters from high dimensional data has received significant attention of the computer vision and pattern recognition community in the recent years. Linear and non-linear dimensionality reduction has played an important role to overcome the curse of dimensionality. However, often such methods are accompanied with three different problems: high computational complexity (usually associated with the nuclear norm minimization), non-convexity (for matrix factorization methods) and susceptibility to gross corruptions in the data. In this paper we propose a principal component analysis (PCA) based solution that overcomes these three issues and approximates a low-rank recovery method for high dimensional datasets. We target the low-rank recovery by enforcing two types of graph smoothness assumptions, one on the data samples and the other on the features by designing a convex optimization problem. The resulting algorithm is fast, efficient and scalable for huge datasets with O(nlog(n)) computational complexity in the number of data samples. It is also robust to gross corruptions in the dataset as well as to the model parameters. Clustering experiments on 7 benchmark datasets with different types of corruptions and background separation experiments on 3 video datasets show that our proposed model outperforms 10 state-of-the-art dimensionality reduction models. Our theoretical analysis proves that the proposed model is able to recover approximate low-rank representations with a bounded error for clusterable data

High Dimensional Semiparametric Scale-Invariant Principal Component Analysis

We propose a new high dimensional semiparametric principal component analysis (PCA) method, named Copula Component Analysis (COCA). The semiparametric model assumes that, after unspecified marginally monotone transformations, the distributions are multivariate Gaussian. COCA improves upon PCA and sparse PCA in three aspects: (i) It is robust to modeling assumptions; (ii) It is robust to outliers and data contamination; (iii) It is scale-invariant and yields more interpretable results. We prove that the COCA estimators obtain fast estimation rates and are feature selection consistent when the dimension is nearly exponentially large relative to the sample size. Careful experiments confirm that COCA outperforms sparse PCA on both synthetic and real-world datasets.Comment: Accepted in IEEE Transactions on Pattern Analysis and Machine Intelligence (TPMAI

Robust Structured Low-Rank Approximation on the Grassmannian

Over the past years Robust PCA has been established as a standard tool for reliable low-rank approximation of matrices in the presence of outliers. Recently, the Robust PCA approach via nuclear norm minimization has been extended to matrices with linear structures which appear in applications such as system identification and data series analysis. At the same time it has been shown how to control the rank of a structured approximation via matrix factorization approaches. The drawbacks of these methods either lie in the lack of robustness against outliers or in their static nature of repeated batch-processing. We present a Robust Structured Low-Rank Approximation method on the Grassmannian that on the one hand allows for fast re-initialization in an online setting due to subspace identification with manifolds, and that is robust against outliers due to a smooth approximation of the $\ell_p$-norm cost function on the other hand. The method is evaluated in online time series forecasting tasks on simulated and real-world data

Robust segmentation in laser scanning 3D point cloud data

Segmentation is a most important intermediate step in point cloud data processing and understanding. Covariance statistics based local saliency features from Principal Component Analysis (PCA) are frequently used for point cloud segmentation. However it is well known that PCA is sensitive to outliers. Hence segmentation results can be erroneous and unreliable. The problems of surface segmentation in laser scanning point cloud data are investigated in this paper. We propose a region growing based statistically robust segmentation algorithm that uses a recently introduced fast Minimum Covariance Determinant (MCD) based robust PCA approach. Experiments for several real laser scanning datasets show that PCA gives unreliable and non-robust results whereas the proposed robust PCA based method has intrinsic ability to deal with noisy data and gives more accurate and robust results for planar and non planar smooth surface segmentation

Fast and robust appearance-based tracking

We introduce a fast and robust subspace-based approach to appearance-based object tracking. The core of our approach is based on Fast Robust Correlation (FRC), a recently proposed technique for the robust estimation of large translational displacements. We show how the basic principles of FRC can be naturally extended to formulate a robust version of Principal Component Analysis (PCA) which can be efficiently implemented incrementally and therefore is particularly suitable for robust real-time appearance-based object tracking. Our experimental results demonstrate that the proposed approach outperforms other state-of-the-art holistic appearance-based trackers on several popular video sequences