515 research outputs found
Scalable Algorithms for Tractable Schatten Quasi-Norm Minimization
The Schatten-p quasi-norm 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
Weighted Schatten -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 -Norm
Minimization (WSNM), to generalize the NNM to the Schatten -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 -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
Low rank matrix recovery from rank one measurements
We study the recovery of Hermitian low rank matrices from undersampled measurements via nuclear norm minimization. We
consider the particular scenario where the measurements are Frobenius inner
products with random rank-one matrices of the form for some
measurement vectors , i.e., the measurements are given by . The case where the matrix to be recovered
is of rank one reduces to the problem of phaseless estimation (from
measurements, via the PhaseLift approach,
which has been introduced recently. We derive bounds for the number of
measurements that guarantee successful uniform recovery of Hermitian rank
matrices, either for the vectors , , being chosen independently
at random according to a standard Gaussian distribution, or being sampled
independently from an (approximate) complex projective -design with .
In the Gaussian case, we require measurements, while in the case
of -designs we need . Our results are uniform in the
sense that one random choice of the measurement vectors guarantees
recovery of all rank -matrices simultaneously with high probability.
Moreover, we prove robustness of recovery under perturbation of the
measurements by noise. The result for approximate -designs generalizes and
improves a recent bound on phase retrieval due to Gross, Kueng and Krahmer. In
addition, it has applications in quantum state tomography. Our proofs employ
the so-called bowling scheme which is based on recent ideas by Mendelson and
Koltchinskii.Comment: 24 page
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