Side information in robust principal component analysis: algorithms and applications

Dimensionality reduction and noise removal are fundamental machine learning tasks that are vital to artificial intelligence applications. Principal component analysis has long been utilised in computer vision to achieve the above mentioned goals. Recently, it has been enhanced in terms of robustness to outliers in robust principal component analysis. Both convex and non-convex programs have been developed to solve this new formulation, some with exact convergence guarantees. Its effectiveness can be witnessed in image and video applications ranging from image denoising and alignment to background separation and face recognition. However, robust principal component analysis is by no means perfect. This dissertation identifies its limitations, explores various promising options for improvement and validates the proposed algorithms on both synthetic and real-world datasets. Common algorithms approximate the NP-hard formulation of robust principal component analysis with convex envelopes. Though under certain assumptions exact recovery can be guaranteed, the relaxation margin is too big to be squandered. In this work, we propose to apply gradient descent on the Burer-Monteiro bilinear matrix factorisation to squeeze this margin given available subspaces. This non-convex approach improves upon conventional convex approaches both in terms of accuracy and speed. On the other hand, oftentimes there is accompanying side information when an observation is made. The ability to assimilate such auxiliary sources of data can ameliorate the recovery process. In this work, we investigate in-depth such possibilities for incorporating side information in restoring the true underlining low-rank component from gross sparse noise. Lastly, tensors, also known as multi-dimensional arrays, represent real-world data more naturally than matrices. It is thus advantageous to adapt robust principal component analysis to tensors. Since there is no exact equivalence between tensor rank and matrix rank, we employ the notions of Tucker rank and CP rank as our optimisation objectives. Overall, this dissertation carefully defines the problems when facing real-world computer vision challenges, extensively and impartially evaluates the state-of-the-art approaches, proposes novel solutions and provides sufficient validations on both simulated data and popular real-world datasets for various mainstream computer vision tasks.Open Acces

Side information in robust principal component analysis: algorithms and applications

Robust Principal Component Analysis (RPCA) aims at recovering a low-rank subspace from grossly corrupted high-dimensional (often visual) data and is a cornerstone in many machine learning and computer vision applications. Even though RPCA has been shown to be very successful in solving many rank minimisation problems, there are still cases where degenerate or suboptimal solutions are obtained. This is likely to be remedied by taking into account of domain-dependent prior knowledge. In this paper, we propose two models for the RPCA problem with the aid of side information on the low-rank structure of the data. The versatility of the proposed methods is demonstrated by applying them to four applications, namely background subtraction, facial image denoising, face and facial expression recognition. Experimental results on synthetic and five real world datasets indicate the robustness and effectiveness of the proposed methods on these application domains, largely outperforming six previous approaches

Robust computation of linear models by convex relaxation

Consider a dataset of vector-valued observations that consists of noisy inliers, which are explained well by a low-dimensional subspace, along with some number of outliers. This work describes a convex optimization problem, called REAPER, that can reliably fit a low-dimensional model to this type of data. This approach parameterizes linear subspaces using orthogonal projectors, and it uses a relaxation of the set of orthogonal projectors to reach the convex formulation. The paper provides an efficient algorithm for solving the REAPER problem, and it documents numerical experiments which confirm that REAPER can dependably find linear structure in synthetic and natural data. In addition, when the inliers lie near a low-dimensional subspace, there is a rigorous theory that describes when REAPER can approximate this subspace.Comment: Formerly titled "Robust computation of linear models, or How to find a needle in a haystack

Regression analysis with compositional data containing zero values

Regression analysis with compositional data containing zero valuesComment: The paper has been accepted for publication in the Chilean Journal of Statistics. It consists of 12 pages with 4 figure