Robust Kronecker-decomposable component analysis for low-rank modeling

Dictionary learning and component analysis are part of one of the most well-studied and active research fields, at the intersection of signal and image processing, computer vision, and statistical machine learning. In dictionary learning, the current methods of choice are arguably K-SVD and its variants, which learn a dictionary (i.e., a decomposition) for sparse coding via Singular Value Decomposition. In robust component analysis, leading methods derive from Principal Component Pursuit (PCP), which recovers a low-rank matrix from sparse corruptions of unknown magnitude and support. However, K-SVD is sensitive to the presence of noise and outliers in the training set. Additionally, PCP does not provide a dictionary that respects the structure of the data (e.g., images), and requires expensive SVD computations when solved by convex relaxation. In this paper, we introduce a new robust decomposition of images by combining ideas from sparse dictionary learning and PCP. We propose a novel Kronecker-decomposable component analysis which is robust to gross corruption, can be used for low-rank modeling, and leverages separability to solve significantly smaller problems. We design an efficient learning algorithm by drawing links with a restricted form of tensor factorization. The effectiveness of the proposed approach is demonstrated on real-world applications, namely background subtraction and image denoising, by performing a thorough comparison with the current state of the art

Robust Kronecker-decomposable component analysis for low-rank modeling

Dictionary learning and component analysis are part of one of the most well-studied and active research fields, at the intersection of signal and image processing, computer vision, and statistical machine learning. In dictionary learning, the current methods of choice are arguably K-SVD and its variants, which learn a dictionary (i.e., a decomposition) for sparse coding via Singular Value Decomposition. In robust component analysis, leading methods derive from Principal Component Pursuit (PCP), which recovers a low-rank matrix from sparse corruptions of unknown magnitude and support. However, K-SVD is sensitive to the presence of noise and outliers in the training set. Additionally, PCP does not provide a dictionary that respects the structure of the data (e.g., images), and requires expensive SVD computations when solved by convex relaxation. In this paper, we introduce a new robust decomposition of images by combining ideas from sparse dictionary learning and PCP. We propose a novel Kronecker-decomposable component analysis which is robust to gross corruption, can be used for low-rank modeling, and leverages separability to solve significantly smaller problems. We design an efficient learning algorithm by drawing links with a restricted form of tensor factorization. The effectiveness of the proposed approach is demonstrated on real-world applications, namely background subtraction and image denoising, by performing a thorough comparison with the current state of the art

Tensor Rank Estimation and Completion via CP-based Nuclear Norm

Tensor completion (TC) is a challenging problem of recovering missing entries of a tensor from its partial observation. One main TC approach is based on CP/Tucker decomposition. However, this approach often requires the determination of a tensor rank a priori. This rank estimation problem is difficult in practice. Several Bayesian solutions have been proposed but they often under/overestimate the tensor rank while being quite slow. To address this problem of rank estimation with missing entries, we view the weight vector of the orthogonal CP decomposition of a tensor to be analogous to the vector of singular values of a matrix. Subsequently, we define a new CP-based tensor nuclear norm as the L1-norm of this weight vector. We then propose Tensor Rank Estimation based on L1-regularized orthogonal CP decomposition (TREL1) for both CP-rank and Tucker-rank. Specifically, we incorporate a regularization with CP-based tensor nuclear norm when minimizing the reconstruction error in TC to automatically determine the rank of an incomplete tensor. Experimental results on both synthetic and real data show that: 1) Given sufficient observed entries, TREL1 can estimate the true rank (both CP-rank and Tucker-rank) of incomplete tensors well; 2) The rank estimated by TREL1 can consistently improve recovery accuracy of decomposition-based TC methods; 3) TREL1 is not sensitive to its parameters in general and more efficient than existing rank estimation methods

Accurate tensor completion via adaptive low-rank representation

Date of publication December 30, 2019; date of current version October 6, 2020Low-rank representation-based approaches that assume low-rank tensors and exploit their low-rank structure with appropriate prior models have underpinned much of the recent progress in tensor completion. However, real tensor data only approximately comply with the low-rank requirement in most cases, viz., the tensor consists of low-rank (e.g., principle part) as well as non-low-rank (e.g., details) structures, which limit the completion accuracy of these approaches. To address this problem, we propose an adaptive low-rank representation model for tensor completion that represents low-rank and non-low-rank structures of a latent tensor separately in a Bayesian framework. Specifically, we reformulate the CANDECOMP/PARAFAC (CP) tensor rank and develop a sparsity-induced prior for the low-rank structure that can be used to determine tensor rank automatically. Then, the non-low-rank structure is modeled using a mixture of Gaussians prior that is shown to be sufficiently flexible and powerful to inform the completion process for a variety of real tensor data. With these two priors, we develop a Bayesian minimum mean-squared error estimate framework for inference. The developed framework can capture the important distinctions between low-rank and non-low-rank structures, thereby enabling more accurate model, and ultimately, completion. For various applications, compared with the state-of-the-art methods, the proposed model yields more accurate completion results.Lei Zhang, Wei Wei, Qinfeng Shi, Chunhua Shen, Anton van den Hengel, and Yanning Zhan

Spike-and-Slab Priors for Function Selection in Structured Additive Regression Models

Structured additive regression provides a general framework for complex Gaussian and non-Gaussian regression models, with predictors comprising arbitrary combinations of nonlinear functions and surfaces, spatial effects, varying coefficients, random effects and further regression terms. The large flexibility of structured additive regression makes function selection a challenging and important task, aiming at (1) selecting the relevant covariates, (2) choosing an appropriate and parsimonious representation of the impact of covariates on the predictor and (3) determining the required interactions. We propose a spike-and-slab prior structure for function selection that allows to include or exclude single coefficients as well as blocks of coefficients representing specific model terms. A novel multiplicative parameter expansion is required to obtain good mixing and convergence properties in a Markov chain Monte Carlo simulation approach and is shown to induce desirable shrinkage properties. In simulation studies and with (real) benchmark classification data, we investigate sensitivity to hyperparameter settings and compare performance to competitors. The flexibility and applicability of our approach are demonstrated in an additive piecewise exponential model with time-varying effects for right-censored survival times of intensive care patients with sepsis. Geoadditive and additive mixed logit model applications are discussed in an extensive appendix