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

Sparse Modeling for Image and Vision Processing

In recent years, a large amount of multi-disciplinary research has been conducted on sparse models and their applications. In statistics and machine learning, the sparsity principle is used to perform model selection---that is, automatically selecting a simple model among a large collection of them. In signal processing, sparse coding consists of representing data with linear combinations of a few dictionary elements. Subsequently, the corresponding tools have been widely adopted by several scientific communities such as neuroscience, bioinformatics, or computer vision. The goal of this monograph is to offer a self-contained view of sparse modeling for visual recognition and image processing. More specifically, we focus on applications where the dictionary is learned and adapted to data, yielding a compact representation that has been successful in various contexts.Comment: 205 pages, to appear in Foundations and Trends in Computer Graphics and Visio

Bayesian Robust Tensor Factorization for Incomplete Multiway Data

We propose a generative model for robust tensor factorization in the presence of both missing data and outliers. The objective is to explicitly infer the underlying low-CP-rank tensor capturing the global information and a sparse tensor capturing the local information (also considered as outliers), thus providing the robust predictive distribution over missing entries. The low-CP-rank tensor is modeled by multilinear interactions between multiple latent factors on which the column sparsity is enforced by a hierarchical prior, while the sparse tensor is modeled by a hierarchical view of Student-$t$ distribution that associates an individual hyperparameter with each element independently. For model learning, we develop an efficient closed-form variational inference under a fully Bayesian treatment, which can effectively prevent the overfitting problem and scales linearly with data size. In contrast to existing related works, our method can perform model selection automatically and implicitly without need of tuning parameters. More specifically, it can discover the groundtruth of CP rank and automatically adapt the sparsity inducing priors to various types of outliers. In addition, the tradeoff between the low-rank approximation and the sparse representation can be optimized in the sense of maximum model evidence. The extensive experiments and comparisons with many state-of-the-art algorithms on both synthetic and real-world datasets demonstrate the superiorities of our method from several perspectives.Comment: in IEEE Transactions on Neural Networks and Learning Systems, 201

Robust Subspace Estimation Using Low-rank Optimization. Theory And Applications In Scene Reconstruction, Video Denoising, And Activity Recognition.

In this dissertation, we discuss the problem of robust linear subspace estimation using low-rank optimization and propose three formulations of it. We demonstrate how these formulations can be used to solve fundamental computer vision problems, and provide superior performance in terms of accuracy and running time. Consider a set of observations extracted from images (such as pixel gray values, local features, trajectories . . . etc). If the assumption that these observations are drawn from a liner subspace (or can be linearly approximated) is valid, then the goal is to represent each observation as a linear combination of a compact basis, while maintaining a minimal reconstruction error. One of the earliest, yet most popular, approaches to achieve that is Principal Component Analysis (PCA). However, PCA can only handle Gaussian noise, and thus suffers when the observations are contaminated with gross and sparse outliers. To this end, in this dissertation, we focus on estimating the subspace robustly using low-rank optimization, where the sparse outliers are detected and separated through the `1 norm. The robust estimation has a two-fold advantage: First, the obtained basis better represents the actual subspace because it does not include contributions from the outliers. Second, the detected outliers are often of a specific interest in many applications, as we will show throughout this thesis. We demonstrate four different formulations and applications for low-rank optimization. First, we consider the problem of reconstructing an underwater sequence by removing the iii turbulence caused by the water waves. The main drawback of most previous attempts to tackle this problem is that they heavily depend on modelling the waves, which in fact is ill-posed since the actual behavior of the waves along with the imaging process are complicated and include several noise components; therefore, their results are not satisfactory. In contrast, we propose a novel approach which outperforms the state-of-the-art. The intuition behind our method is that in a sequence where the water is static, the frames would be linearly correlated. Therefore, in the presence of water waves, we may consider the frames as noisy observations drawn from a the subspace of linearly correlated frames. However, the noise introduced by the water waves is not sparse, and thus cannot directly be detected using low-rank optimization. Therefore, we propose a data-driven two-stage approach, where the first stage “sparsifies” the noise, and the second stage detects it. The first stage leverages the temporal mean of the sequence to overcome the structured turbulence of the waves through an iterative registration algorithm. The result of the first stage is a high quality mean and a better structured sequence; however, the sequence still contains unstructured sparse noise. Thus, we employ a second stage at which we extract the sparse errors from the sequence through rank minimization. Our method converges faster, and drastically outperforms state of the art on all testing sequences. Secondly, we consider a closely related situation where an independently moving object is also present in the turbulent video. More precisely, we consider video sequences acquired in a desert battlefields, where atmospheric turbulence is typically present, in addition to independently moving targets. Typical approaches for turbulence mitigation follow averaging or de-warping techniques. Although these methods can reduce the turbulence, they distort the independently moving objects which can often be of great interest. Therefore, we address the iv problem of simultaneous turbulence mitigation and moving object detection. We propose a novel three-term low-rank matrix decomposition approach in which we decompose the turbulence sequence into three components: the background, the turbulence, and the object. We simplify this extremely difficult problem into a minimization of nuclear norm, Frobenius norm, and `1 norm. Our method is based on two observations: First, the turbulence causes dense and Gaussian noise, and therefore can be captured by Frobenius norm, while the moving objects are sparse and thus can be captured by `1 norm. Second, since the object’s motion is linear and intrinsically different than the Gaussian-like turbulence, a Gaussian-based turbulence model can be employed to enforce an additional constraint on the search space of the minimization. We demonstrate the robustness of our approach on challenging sequences which are significantly distorted with atmospheric turbulence and include extremely tiny moving objects. In addition to robustly detecting the subspace of the frames of a sequence, we consider using trajectories as observations in the low-rank optimization framework. In particular, in videos acquired by moving cameras, we track all the pixels in the video and use that to estimate the camera motion subspace. This is particularly useful in activity recognition, which typically requires standard preprocessing steps such as motion compensation, moving object detection, and object tracking. The errors from the motion compensation step propagate to the object detection stage, resulting in miss-detections, which further complicates the tracking stage, resulting in cluttered and incorrect tracks. In contrast, we propose a novel approach which does not follow the standard steps, and accordingly avoids the aforementioned diffi- culties. Our approach is based on Lagrangian particle trajectories which are a set of dense trajectories obtained by advecting optical flow over time, thus capturing the ensemble motions v of a scene. This is done in frames of unaligned video, and no object detection is required. In order to handle the moving camera, we decompose the trajectories into their camera-induced and object-induced components. Having obtained the relevant object motion trajectories, we compute a compact set of chaotic invariant features, which captures the characteristics of the trajectories. Consequently, a SVM is employed to learn and recognize the human actions using the computed motion features. We performed intensive experiments on multiple benchmark datasets, and obtained promising results. Finally, we consider a more challenging problem referred to as complex event recognition, where the activities of interest are complex and unconstrained. This problem typically pose significant challenges because it involves videos of highly variable content, noise, length, frame size . . . etc. In this extremely challenging task, high-level features have recently shown a promising direction as in [53, 129], where core low-level events referred to as concepts are annotated and modelled using a portion of the training data, then each event is described using its content of these concepts. However, because of the complex nature of the videos, both the concept models and the corresponding high-level features are significantly noisy. In order to address this problem, we propose a novel low-rank formulation, which combines the precisely annotated videos used to train the concepts, with the rich high-level features. Our approach finds a new representation for each event, which is not only low-rank, but also constrained to adhere to the concept annotation, thus suppressing the noise, and maintaining a consistent occurrence of the concepts in each event. Extensive experiments on large scale real world dataset TRECVID Multimedia Event Detection 2011 and 2012 demonstrate that our approach consistently improves the discriminativity of the high-level features by a significant margin

Recent Progress in Image Deblurring

This paper comprehensively reviews the recent development of image deblurring, including non-blind/blind, spatially invariant/variant deblurring techniques. Indeed, these techniques share the same objective of inferring a latent sharp image from one or several corresponding blurry images, while the blind deblurring techniques are also required to derive an accurate blur kernel. Considering the critical role of image restoration in modern imaging systems to provide high-quality images under complex environments such as motion, undesirable lighting conditions, and imperfect system components, image deblurring has attracted growing attention in recent years. From the viewpoint of how to handle the ill-posedness which is a crucial issue in deblurring tasks, existing methods can be grouped into five categories: Bayesian inference framework, variational methods, sparse representation-based methods, homography-based modeling, and region-based methods. In spite of achieving a certain level of development, image deblurring, especially the blind case, is limited in its success by complex application conditions which make the blur kernel hard to obtain and be spatially variant. We provide a holistic understanding and deep insight into image deblurring in this review. An analysis of the empirical evidence for representative methods, practical issues, as well as a discussion of promising future directions are also presented.Comment: 53 pages, 17 figure