Outlier detection using distributionally robust optimization under the Wasserstein metric

We present a Distributionally Robust Optimization (DRO) approach to outlier detection in a linear regression setting, where the closeness of probability distributions is measured using the Wasserstein metric. Training samples contaminated with outliers skew the regression plane computed by least squares and thus impede outlier detection. Classical approaches, such as robust regression, remedy this problem by downweighting the contribution of atypical data points. In contrast, our Wasserstein DRO approach hedges against a family of distributions that are close to the empirical distribution. We show that the resulting formulation encompasses a class of models, which include the regularized Least Absolute Deviation (LAD) as a special case. We provide new insights into the regularization term and give guidance on the selection of the regularization coefficient from the standpoint of a confidence region. We establish two types of performance guarantees for the solution to our formulation under mild conditions. One is related to its out-of-sample behavior, and the other concerns the discrepancy between the estimated and true regression planes. Extensive numerical results demonstrate the superiority of our approach to both robust regression and the regularized LAD in terms of estimation accuracy and outlier detection rates

Collaborative Representation based Classification for Face Recognition

By coding a query sample as a sparse linear combination of all training samples and then classifying it by evaluating which class leads to the minimal coding residual, sparse representation based classification (SRC) leads to interesting results for robust face recognition. It is widely believed that the l1- norm sparsity constraint on coding coefficients plays a key role in the success of SRC, while its use of all training samples to collaboratively represent the query sample is rather ignored. In this paper we discuss how SRC works, and show that the collaborative representation mechanism used in SRC is much more crucial to its success of face classification. The SRC is a special case of collaborative representation based classification (CRC), which has various instantiations by applying different norms to the coding residual and coding coefficient. More specifically, the l1 or l2 norm characterization of coding residual is related to the robustness of CRC to outlier facial pixels, while the l1 or l2 norm characterization of coding coefficient is related to the degree of discrimination of facial features. Extensive experiments were conducted to verify the face recognition accuracy and efficiency of CRC with different instantiations.Comment: It is a substantial revision of a previous conference paper (L. Zhang, M. Yang, et al. "Sparse Representation or Collaborative Representation: Which Helps Face Recognition?" in ICCV 2011

Robust Rotation Synchronization via Low-rank and Sparse Matrix Decomposition

This paper deals with the rotation synchronization problem, which arises in global registration of 3D point-sets and in structure from motion. The problem is formulated in an unprecedented way as a "low-rank and sparse" matrix decomposition that handles both outliers and missing data. A minimization strategy, dubbed R-GoDec, is also proposed and evaluated experimentally against state-of-the-art algorithms on simulated and real data. The results show that R-GoDec is the fastest among the robust algorithms.Comment: The material contained in this paper is part of a manuscript submitted to CVI