Robust PCA as Bilinear Decomposition with Outlier-Sparsity Regularization

Principal component analysis (PCA) is widely used for dimensionality reduction, with well-documented merits in various applications involving high-dimensional data, including computer vision, preference measurement, and bioinformatics. In this context, the fresh look advocated here permeates benefits from variable selection and compressive sampling, to robustify PCA against outliers. A least-trimmed squares estimator of a low-rank bilinear factor analysis model is shown closely related to that obtained from an $\ell_0$-(pseudo)norm-regularized criterion encouraging sparsity in a matrix explicitly modeling the outliers. This connection suggests robust PCA schemes based on convex relaxation, which lead naturally to a family of robust estimators encompassing Huber's optimal M-class as a special case. Outliers are identified by tuning a regularization parameter, which amounts to controlling sparsity of the outlier matrix along the whole robustification path of (group) least-absolute shrinkage and selection operator (Lasso) solutions. Beyond its neat ties to robust statistics, the developed outlier-aware PCA framework is versatile to accommodate novel and scalable algorithms to: i) track the low-rank signal subspace robustly, as new data are acquired in real time; and ii) determine principal components robustly in (possibly) infinite-dimensional feature spaces. Synthetic and real data tests corroborate the effectiveness of the proposed robust PCA schemes, when used to identify aberrant responses in personality assessment surveys, as well as unveil communities in social networks, and intruders from video surveillance data.Comment: 30 pages, submitted to IEEE Transactions on Signal Processin

Quality-based Multimodal Classification Using Tree-Structured Sparsity

Recent studies have demonstrated advantages of information fusion based on sparsity models for multimodal classification. Among several sparsity models, tree-structured sparsity provides a flexible framework for extraction of cross-correlated information from different sources and for enforcing group sparsity at multiple granularities. However, the existing algorithm only solves an approximated version of the cost functional and the resulting solution is not necessarily sparse at group levels. This paper reformulates the tree-structured sparse model for multimodal classification task. An accelerated proximal algorithm is proposed to solve the optimization problem, which is an efficient tool for feature-level fusion among either homogeneous or heterogeneous sources of information. In addition, a (fuzzy-set-theoretic) possibilistic scheme is proposed to weight the available modalities, based on their respective reliability, in a joint optimization problem for finding the sparsity codes. This approach provides a general framework for quality-based fusion that offers added robustness to several sparsity-based multimodal classification algorithms. To demonstrate their efficacy, the proposed methods are evaluated on three different applications - multiview face recognition, multimodal face recognition, and target classification.Comment: To Appear in 2014 IEEE Conference on Computer Vision and Pattern Recognition (CVPR 2014

Multimodal Multipart Learning for Action Recognition in Depth Videos

The articulated and complex nature of human actions makes the task of action recognition difficult. One approach to handle this complexity is dividing it to the kinetics of body parts and analyzing the actions based on these partial descriptors. We propose a joint sparse regression based learning method which utilizes the structured sparsity to model each action as a combination of multimodal features from a sparse set of body parts. To represent dynamics and appearance of parts, we employ a heterogeneous set of depth and skeleton based features. The proper structure of multimodal multipart features are formulated into the learning framework via the proposed hierarchical mixed norm, to regularize the structured features of each part and to apply sparsity between them, in favor of a group feature selection. Our experimental results expose the effectiveness of the proposed learning method in which it outperforms other methods in all three tested datasets while saturating one of them by achieving perfect accuracy

Solution Path Clustering with Adaptive Concave Penalty

Fast accumulation of large amounts of complex data has created a need for more sophisticated statistical methodologies to discover interesting patterns and better extract information from these data. The large scale of the data often results in challenging high-dimensional estimation problems where only a minority of the data shows specific grouping patterns. To address these emerging challenges, we develop a new clustering methodology that introduces the idea of a regularization path into unsupervised learning. A regularization path for a clustering problem is created by varying the degree of sparsity constraint that is imposed on the differences between objects via the minimax concave penalty with adaptive tuning parameters. Instead of providing a single solution represented by a cluster assignment for each object, the method produces a short sequence of solutions that determines not only the cluster assignment but also a corresponding number of clusters for each solution. The optimization of the penalized loss function is carried out through an MM algorithm with block coordinate descent. The advantages of this clustering algorithm compared to other existing methods are as follows: it does not require the input of the number of clusters; it is capable of simultaneously separating irrelevant or noisy observations that show no grouping pattern, which can greatly improve data interpretation; it is a general methodology that can be applied to many clustering problems. We test this method on various simulated datasets and on gene expression data, where it shows better or competitive performance compared against several clustering methods.Comment: 36 page

Localized Lasso for High-Dimensional Regression

We introduce the localized Lasso, which is suited for learning models that are both interpretable and have a high predictive power in problems with high dimensionality $d$ and small sample size $n$. More specifically, we consider a function defined by local sparse models, one at each data point. We introduce sample-wise network regularization to borrow strength across the models, and sample-wise exclusive group sparsity (a.k.a., $\ell_{1,2}$ norm) to introduce diversity into the choice of feature sets in the local models. The local models are interpretable in terms of similarity of their sparsity patterns. The cost function is convex, and thus has a globally optimal solution. Moreover, we propose a simple yet efficient iterative least-squares based optimization procedure for the localized Lasso, which does not need a tuning parameter, and is guaranteed to converge to a globally optimal solution. The solution is empirically shown to outperform alternatives for both simulated and genomic personalized medicine data

Unsupervised Feature Selection with Adaptive Structure Learning

The problem of feature selection has raised considerable interests in the past decade. Traditional unsupervised methods select the features which can faithfully preserve the intrinsic structures of data, where the intrinsic structures are estimated using all the input features of data. However, the estimated intrinsic structures are unreliable/inaccurate when the redundant and noisy features are not removed. Therefore, we face a dilemma here: one need the true structures of data to identify the informative features, and one need the informative features to accurately estimate the true structures of data. To address this, we propose a unified learning framework which performs structure learning and feature selection simultaneously. The structures are adaptively learned from the results of feature selection, and the informative features are reselected to preserve the refined structures of data. By leveraging the interactions between these two essential tasks, we are able to capture accurate structures and select more informative features. Experimental results on many benchmark data sets demonstrate that the proposed method outperforms many state of the art unsupervised feature selection methods