Robust Subspace Learning: Robust PCA, Robust Subspace Tracking, and Robust Subspace Recovery

PCA is one of the most widely used dimension reduction techniques. A related easier problem is "subspace learning" or "subspace estimation". Given relatively clean data, both are easily solved via singular value decomposition (SVD). The problem of subspace learning or PCA in the presence of outliers is called robust subspace learning or robust PCA (RPCA). For long data sequences, if one tries to use a single lower dimensional subspace to represent the data, the required subspace dimension may end up being quite large. For such data, a better model is to assume that it lies in a low-dimensional subspace that can change over time, albeit gradually. The problem of tracking such data (and the subspaces) while being robust to outliers is called robust subspace tracking (RST). This article provides a magazine-style overview of the entire field of robust subspace learning and tracking. In particular solutions for three problems are discussed in detail: RPCA via sparse+low-rank matrix decomposition (S+LR), RST via S+LR, and "robust subspace recovery (RSR)". RSR assumes that an entire data vector is either an outlier or an inlier. The S+LR formulation instead assumes that outliers occur on only a few data vector indices and hence are well modeled as sparse corruptions.Comment: To appear, IEEE Signal Processing Magazine, July 201

Bags of Affine Subspaces for Robust Object Tracking

We propose an adaptive tracking algorithm where the object is modelled as a continuously updated bag of affine subspaces, with each subspace constructed from the object's appearance over several consecutive frames. In contrast to linear subspaces, affine subspaces explicitly model the origin of subspaces. Furthermore, instead of using a brittle point-to-subspace distance during the search for the object in a new frame, we propose to use a subspace-to-subspace distance by representing candidate image areas also as affine subspaces. Distances between subspaces are then obtained by exploiting the non-Euclidean geometry of Grassmann manifolds. Experiments on challenging videos (containing object occlusions, deformations, as well as variations in pose and illumination) indicate that the proposed method achieves higher tracking accuracy than several recent discriminative trackers.Comment: in International Conference on Digital Image Computing: Techniques and Applications, 201