Iterative Reconstrained Low-rank Representation via Weighted Nonconvex Regularizer

OAPA Benefiting from the joint consideration of geometric structures and low-rank constraint, graph low-rank representation (GLRR) method has led to the state-of-the-art results in many applications. However, it faces the limitations that the structure of errors should be known a prior, the isolated construction of graph Laplacian matrix, and the over shrinkage of the leading rank components. To improve GLRR in these regards, this paper proposes a new LRR model, namely iterative reconstrained LRR via weighted nonconvex regularization (IRWNR), using three distinguished properties on the concerned representation matrix. The first characterizes various distributions of the errors into an adaptively learned weight factor for more flexibility of noise suppression. The second generates an accurate graph matrix from weighted observations for less afflicted by noisy features. The third employs a parameterized Rational function to reveal the importance of different rank components for better approximation to the intrinsic subspace structure. Following a deep exploration of automatic thresholding, parallel update, and partial SVD operation, we derive a computationally efficient low-rank representation algorithm using an iterative reconstrained framework and accelerated proximal gradient method. Comprehensive experiments are conducted on synthetic data, image clustering, and background subtraction to achieve several quantitative benchmarks as clustering accuracy, normalized mutual information, and execution time. Results demonstrate the robustness and efficiency of IRWNR compared with other state-of-the-art models

Non-convex Optimization for Machine Learning

A vast majority of machine learning algorithms train their models and perform inference by solving optimization problems. In order to capture the learning and prediction problems accurately, structural constraints such as sparsity or low rank are frequently imposed or else the objective itself is designed to be a non-convex function. This is especially true of algorithms that operate in high-dimensional spaces or that train non-linear models such as tensor models and deep networks. The freedom to express the learning problem as a non-convex optimization problem gives immense modeling power to the algorithm designer, but often such problems are NP-hard to solve. A popular workaround to this has been to relax non-convex problems to convex ones and use traditional methods to solve the (convex) relaxed optimization problems. However this approach may be lossy and nevertheless presents significant challenges for large scale optimization. On the other hand, direct approaches to non-convex optimization have met with resounding success in several domains and remain the methods of choice for the practitioner, as they frequently outperform relaxation-based techniques - popular heuristics include projected gradient descent and alternating minimization. However, these are often poorly understood in terms of their convergence and other properties. This monograph presents a selection of recent advances that bridge a long-standing gap in our understanding of these heuristics. The monograph will lead the reader through several widely used non-convex optimization techniques, as well as applications thereof. The goal of this monograph is to both, introduce the rich literature in this area, as well as equip the reader with the tools and techniques needed to analyze these simple procedures for non-convex problems.Comment: The official publication is available from now publishers via http://dx.doi.org/10.1561/220000005

International Conference on Continuous Optimization (ICCOPT) 2019 Conference Book

The Sixth International Conference on Continuous Optimization took place on the campus of the Technical University of Berlin, August 3-8, 2019. The ICCOPT is a flagship conference of the Mathematical Optimization Society (MOS), organized every three years. ICCOPT 2019 was hosted by the Weierstrass Institute for Applied Analysis and Stochastics (WIAS) Berlin. It included a Summer School and a Conference with a series of plenary and semi-plenary talks, organized and contributed sessions, and poster sessions. This book comprises the full conference program. It contains, in particular, the scientific program in survey style as well as with all details, and information on the social program, the venue, special meetings, and more

Overcomplete Dictionary and Deep Learning Approaches to Image and Video Analysis

Extracting useful information while ignoring others (e.g. noise, occlusion, lighting) is an essential and challenging data analyzing step for many computer vision tasks such as facial recognition, scene reconstruction, event detection, image restoration, etc. Data analyzing of those tasks can be formulated as a form of matrix decomposition or factorization to separate useful and/or fill in missing information based on sparsity and/or low-rankness of the data. There has been an increasing number of non-convex approaches including conventional matrix norm optimizing and emerging deep learning models. However, it is hard to optimize the ideal l0-norm or learn the deep models directly and efficiently. Motivated from this challenging process, this thesis proposes two sets of approaches: conventional and deep learning based. For conventional approaches, this thesis proposes a novel online non-convex lp-norm based Robust PCA (OLP-RPCA) approach for matrix decomposition, where 0 < p < 1. OLP-RPCA is developed from the offline version LP-RPCA. A robust face recognition framework is also developed from Robust PCA and sparse coding approaches. More importantly, OLP-RPCA method can achieve real-time performance on large-scale data without parallelizing or implementing on a graphics processing unit. We mathematically and empirically show that our OLP-RPCA algorithm is linear in both the sample dimension and the number of samples. The proposed OLP-RPCA and LP-RPCA approaches are evaluated in various applications including Gaussian/non-Gaussian image denoising, face modeling, real-time background subtraction and video inpainting and compared against numerous state-of-the-art methods to demonstrate the robustness of the algorithms. In addition, this thesis proposes a novel Robust lp-norm Singular Value Decomposition (RP-SVD) method for analyzing two-way functional data. The proposed RP-SVD is formulated as an lp-norm based penalized loss minimization problem. The proposed RP-SVD method is evaluated in four applications, i.e. noise and outlier removal, estimation of missing values, structure from motion reconstruction and facial image reconstruction. For deep learning based approaches, this thesis explores the idea of matrix decomposition via Robust Deep Boltzmann Machines (RDBM), an alternative form of Robust Boltzmann Machines, which aiming at dealing with noise and occlusion for face-related applications, particularly. This thesis proposes an extension to texture modeling in the Deep Appearance Models (DAMs) by using RDBM to enhance its robustness against noise and occlusion. The extended model can cope with occlusion and extreme poses when modeling human faces in 2D image reconstruction. This thesis also introduces new fitting algorithms with occlusion awareness through the mask obtained from the RDBM reconstruction. The proposed approach is evaluated in various applications by using challenging face datasets, i.e. Labeled Face Parts in the Wild (LFPW), Helen, EURECOM and AR databases, to demonstrate its robustness and capabilities