Weighted Schatten pp-Norm Minimization for Image Denoising and Background Subtraction

Low rank matrix approximation (LRMA), which aims to recover the underlying low rank matrix from its degraded observation, has a wide range of applications in computer vision. The latest LRMA methods resort to using the nuclear norm minimization (NNM) as a convex relaxation of the nonconvex rank minimization. However, NNM tends to over-shrink the rank components and treats the different rank components equally, limiting its flexibility in practical applications. We propose a more flexible model, namely the Weighted Schatten $p$-Norm Minimization (WSNM), to generalize the NNM to the Schatten $p$-norm minimization with weights assigned to different singular values. The proposed WSNM not only gives better approximation to the original low-rank assumption, but also considers the importance of different rank components. We analyze the solution of WSNM and prove that, under certain weights permutation, WSNM can be equivalently transformed into independent non-convex $l_p$-norm subproblems, whose global optimum can be efficiently solved by generalized iterated shrinkage algorithm. We apply WSNM to typical low-level vision problems, e.g., image denoising and background subtraction. Extensive experimental results show, both qualitatively and quantitatively, that the proposed WSNM can more effectively remove noise, and model complex and dynamic scenes compared with state-of-the-art methods.Comment: 13 pages, 11 figure

Scalable Algorithms for Tractable Schatten Quasi-Norm Minimization

The Schatten-p quasi-norm $(0<p<1)$ is usually used to replace the standard nuclear norm in order to approximate the rank function more accurately. However, existing Schatten-p quasi-norm minimization algorithms involve singular value decomposition (SVD) or eigenvalue decomposition (EVD) in each iteration, and thus may become very slow and impractical for large-scale problems. In this paper, we first define two tractable Schatten quasi-norms, i.e., the Frobenius/nuclear hybrid and bi-nuclear quasi-norms, and then prove that they are in essence the Schatten-2/3 and 1/2 quasi-norms, respectively, which lead to the design of very efficient algorithms that only need to update two much smaller factor matrices. We also design two efficient proximal alternating linearized minimization algorithms for solving representative matrix completion problems. Finally, we provide the global convergence and performance guarantees for our algorithms, which have better convergence properties than existing algorithms. Experimental results on synthetic and real-world data show that our algorithms are more accurate than the state-of-the-art methods, and are orders of magnitude faster.Comment: 16 pages, 5 figures, Appears in Proceedings of the 30th AAAI Conference on Artificial Intelligence (AAAI), Phoenix, Arizona, USA, pp. 2016--2022, 201

Nonconvex Nonsmooth Low-Rank Minimization via Iteratively Reweighted Nuclear Norm

The nuclear norm is widely used as a convex surrogate of the rank function in compressive sensing for low rank matrix recovery with its applications in image recovery and signal processing. However, solving the nuclear norm based relaxed convex problem usually leads to a suboptimal solution of the original rank minimization problem. In this paper, we propose to perform a family of nonconvex surrogates of $L_0$-norm on the singular values of a matrix to approximate the rank function. This leads to a nonconvex nonsmooth minimization problem. Then we propose to solve the problem by Iteratively Reweighted Nuclear Norm (IRNN) algorithm. IRNN iteratively solves a Weighted Singular Value Thresholding (WSVT) problem, which has a closed form solution due to the special properties of the nonconvex surrogate functions. We also extend IRNN to solve the nonconvex problem with two or more blocks of variables. In theory, we prove that IRNN decreases the objective function value monotonically, and any limit point is a stationary point. Extensive experiments on both synthesized data and real images demonstrate that IRNN enhances the low-rank matrix recovery compared with state-of-the-art convex algorithms

Generalized Nonconvex Nonsmooth Low-Rank Minimization

As surrogate functions of $L_0$-norm, many nonconvex penalty functions have been proposed to enhance the sparse vector recovery. It is easy to extend these nonconvex penalty functions on singular values of a matrix to enhance low-rank matrix recovery. However, different from convex optimization, solving the nonconvex low-rank minimization problem is much more challenging than the nonconvex sparse minimization problem. We observe that all the existing nonconvex penalty functions are concave and monotonically increasing on $[0,\infty)$. Thus their gradients are decreasing functions. Based on this property, we propose an Iteratively Reweighted Nuclear Norm (IRNN) algorithm to solve the nonconvex nonsmooth low-rank minimization problem. IRNN iteratively solves a Weighted Singular Value Thresholding (WSVT) problem. By setting the weight vector as the gradient of the concave penalty function, the WSVT problem has a closed form solution. In theory, we prove that IRNN decreases the objective function value monotonically, and any limit point is a stationary point. Extensive experiments on both synthetic data and real images demonstrate that IRNN enhances the low-rank matrix recovery compared with state-of-the-art convex algorithms.Comment: IEEE International Conference on Computer Vision and Pattern Recognition, 201