Grassmann Averages for Scalable Robust PCA

As the collection of large datasets becomes increasingly automated, the occurrence of outliers will increase – “big data” implies “big outliers”. While principal component analysis (PCA) is often used to reduce the size of data, and scalable solutions exist, it is well-known that outliers can arbitrarily corrupt the results. Unfortunately, state-of-the-art approaches for robust PCA do not scale beyond small-to-medium sized datasets. To address this, we introduce the Grassmann Average (GA), which expresses dimensionality reduction as an average of the subspaces spanned by the data. Because averages can be efficiently computed, we immediately gain scalability. GA is inherently more robust than PCA, but we show that they coincide for Gaussian data. We exploit that averages can be made robust to formulate the Robust Grassmann Average (RGA) as a form of robust PCA. Robustness can be with respect to vectors (subspaces) or elements of vectors; we focus on the latter and use a trimmed average. The resulting Trimmed Grassmann Average (TGA) is particularly appropriate for computer vision because it is robust to pixel outliers. The algorithm has low computational complexity and minimal memory requirements, making it scalable to “big noisy data.” We demonstrate TGA for background modeling, video restoration, and shadow removal. We show scalability by performing robust PCA on the entire Star Wars IV movie

Robust Subspace Tracking Algorithms in Signal Processing: A Brief Survey

Principal component analysis (PCA) and subspace estimation (SE) are popular data analysis tools and used in a wide range of applications. The main interest in PCA/SE is for dimensionality reduction and low-rank approximation purposes. The emergence of big data streams have led to several essential issues for performing PCA/SE. Among them are (i) the size of such data streams increases over time, (ii) the underlying models may be time-dependent, and (iii) problem of dealing with the uncertainty and incompleteness in data. A robust variant of PCA/SE for such data streams, namely robust online PCA or robust subspace tracking (RST), has been introduced as a good alternative. The main goal of this paper is to provide a brief survey on recent RST algorithms in signal processing. Particularly, we begin this survey by introducing the basic ideas of the RST problem. Then, different aspects of RST are reviewed with respect to different kinds of non-Gaussian noises and sparse constraints. Our own contributions on this topic are also highlighted

Beyond Gauss: Image-Set Matching on the Riemannian Manifold of PDFs

State-of-the-art image-set matching techniques typically implicitly model each image-set with a Gaussian distribution. Here, we propose to go beyond these representations and model image-sets as probability distribution functions (PDFs) using kernel density estimators. To compare and match image-sets, we exploit Csiszar f-divergences, which bear strong connections to the geodesic distance defined on the space of PDFs, i.e., the statistical manifold. Furthermore, we introduce valid positive definite kernels on the statistical manifolds, which let us make use of more powerful classification schemes to match image-sets. Finally, we introduce a supervised dimensionality reduction technique that learns a latent space where f-divergences reflect the class labels of the data. Our experiments on diverse problems, such as video-based face recognition and dynamic texture classification, evidence the benefits of our approach over the state-of-the-art image-set matching methods

Clutter suppression in ultrasound: performance evaluation and review of low-rank and sparse matrix decomposition methods

Vessel diseases are often accompanied by abnormalities related to vascular shape and size. Therefore, a clear visualization of vasculature is of high clinical significance. Ultrasound color flow imaging (CFI) is one of the prominent techniques for flow visualization. However, clutter signals originating from slow-moving tissue are one of the main obstacles to obtain a clear view of the vascular network. Enhancement of the vasculature by suppressing the clutters is a significant and irreplaceable step for many applications of ultrasound CFI. Currently, this task is often performed by singular value decomposition (SVD) of the data matrix. This approach exhibits two well-known limitations. First, the performance of SVD is sensitive to the proper manual selection of the ranks corresponding to clutter and blood subspaces. Second, SVD is prone to failure in the presence of large random noise in the dataset. A potential solution to these issues is using decomposition into low-rank and sparse matrices (DLSM) framework. SVD is one of the algorithms for solving the minimization problem under the DLSM framework. Many other algorithms under DLSM avoid full SVD and use approximated SVD or SVD-free ideas which may have better performance with higher robustness and less computing time. In practice, these models separate blood from clutter based on the assumption that steady clutter represents a low-rank structure and that the moving blood component is sparse. In this paper, we present a comprehensive review of ultrasound clutter suppression techniques and exploit the feasibility of low-rank and sparse decomposition schemes in ultrasound clutter suppression. We conduct this review study by adapting 106 DLSM algorithms and validating them against simulation, phantom, and in vivo rat datasets. Two conventional quality metrics, signal-to-noise ratio (SNR) and contrast-to-noise ratio (CNR), are used for performance evaluation. In addition, computation times required by different algorithms for generating clutter suppressed images are reported. Our extensive analysis shows that the DLSM framework can be successfully applied to ultrasound clutter suppression

Covariance-domain Dictionary Learning for Overcomplete EEG Source Identification

We propose an algorithm targeting the identification of more sources than channels for electroencephalography (EEG). Our overcomplete source identification algorithm, Cov-DL, leverages dictionary learning methods applied in the covariance-domain. Assuming that EEG sources are uncorrelated within moving time-windows and the scalp mixing is linear, the forward problem can be transferred to the covariance domain which has higher dimensionality than the original EEG channel domain. This allows for learning the overcomplete mixing matrix that generates the scalp EEG even when there may be more sources than sensors active at any time segment, i.e. when there are non-sparse sources. This is contrary to straight-forward dictionary learning methods that are based on the assumption of sparsity, which is not a satisfied condition in the case of low-density EEG systems. We present two different learning strategies for Cov-DL, determined by the size of the target mixing matrix. We demonstrate that Cov-DL outperforms existing overcomplete ICA algorithms under various scenarios of EEG simulations and real EEG experiments

Are object detection assessment criteria ready for maritime computer vision?

Maritime vessels equipped with visible and infrared cameras can complement other conventional sensors for object detection. However, application of computer vision techniques in maritime domain received attention only recently. The maritime environment offers its own unique requirements and challenges. Assessment of the quality of detections is a fundamental need in computer vision. However, the conventional assessment metrics suitable for usual object detection are deficient in the maritime setting. Thus, a large body of related work in computer vision appears inapplicable to the maritime setting at the first sight. We discuss the problem of defining assessment metrics suitable for maritime computer vision. We consider new bottom edge proximity metrics as assessment metrics for maritime computer vision. These metrics indicate that existing computer vision approaches are indeed promising for maritime computer vision and can play a foundational role in the emerging field of maritime computer vision