47,486 research outputs found
Weighted Low Rank Approximation for Background Estimation Problems
Classical principal component analysis (PCA) is not robust to the presence of
sparse outliers in the data. The use of the norm in the Robust PCA
(RPCA) method successfully eliminates the weakness of PCA in separating the
sparse outliers. In this paper, by sticking a simple weight to the Frobenius
norm, we propose a weighted low rank (WLR) method to avoid the often
computationally expensive algorithms relying on the norm. As a proof
of concept, a background estimation model has been presented and compared with
two norm minimization algorithms. We illustrate that as long as a
simple weight matrix is inferred from the data, one can use the weighted
Frobenius norm and achieve the same or better performance
A Batch-Incremental Video Background Estimation Model using Weighted Low-Rank Approximation of Matrices
Principal component pursuit (PCP) is a state-of-the-art approach for
background estimation problems. Due to their higher computational cost, PCP
algorithms, such as robust principal component analysis (RPCA) and its
variants, are not feasible in processing high definition videos. To avoid the
curse of dimensionality in those algorithms, several methods have been proposed
to solve the background estimation problem in an incremental manner. We propose
a batch-incremental background estimation model using a special weighted
low-rank approximation of matrices. Through experiments with real and synthetic
video sequences, we demonstrate that our method is superior to the
state-of-the-art background estimation algorithms such as GRASTA, ReProCS,
incPCP, and GFL
Weighted Low-Rank Approximation of Matrices:Some Analytical and Numerical Aspects
This dissertation addresses some analytical and numerical aspects of a problem of weighted low-rank approximation of matrices. We propose and solve two different versions of weighted low-rank approximation problems. We demonstrate, in addition, how these formulations can be efficiently used to solve some classic problems in computer vision. We also present the superior performance of our algorithms over the existing state-of-the-art unweighted and weighted low-rank approximation algorithms. Classical principal component analysis (PCA) is constrained to have equal weighting on the elements of the matrix, which might lead to a degraded design in some problems. To address this fundamental flaw in PCA, Golub, Hoffman, and Stewart proposed and solved a problem of constrained low-rank approximation of matrices: For a given matrix , find a low rank matrix such that is less than , a prescribed bound, and is small.~Motivated by the above formulation, we propose a weighted low-rank approximation problem that generalizes the constrained low-rank approximation problem of Golub, Hoffman and Stewart.~We study a general framework obtained by pointwise multiplication with the weight matrix and consider the following problem:~For a given matrix solve: \begin{eqnarray*}\label{weighted problem} \min_{\substack{X}}\|\left(A-X\right)\odot W\|_F^2~{\rm subject~to~}{\rm rank}(X)\le r, \end{eqnarray*} where denotes the pointwise multiplication and is the Frobenius norm of matrices. In the first part, we study a special version of the above general weighted low-rank approximation problem.~Instead of using pointwise multiplication with the weight matrix, we use the regular matrix multiplication and replace the rank constraint by its convex surrogate, the nuclear norm, and consider the following problem: \begin{eqnarray*}\label{weighted problem 1} \hat{X} &=& \arg \min_X \{\frac{1}{2}\|(A-X)W\|_F^2 +\tau\|X\|_\ast\}, \end{eqnarray*} where denotes the nuclear norm of .~Considering its resemblance with the classic singular value thresholding problem we call it the weighted singular value thresholding~(WSVT)~problem.~As expected,~the WSVT problem has no closed form analytical solution in general,~and a numerical procedure is needed to solve it.~We introduce auxiliary variables and apply simple and fast alternating direction method to solve WSVT numerically.~Moreover, we present a convergence analysis of the algorithm and propose a mechanism for estimating the weight from the data.~We demonstrate the performance of WSVT on two computer vision applications:~background estimation from video sequences~and facial shadow removal.~In both cases,~WSVT shows superior performance to all other models traditionally used. In the second part, we study the general framework of the proposed problem.~For the special case of weight, we study the limiting behavior of the solution to our problem,~both analytically and numerically.~In the limiting case of weights,~as (W_1)_{ij}\to\infty, W_2=\mathbbm{1}, a matrix of 1,~we show the solutions to our weighted problem converge, and the limit is the solution to the constrained low-rank approximation problem of Golub et. al. Additionally, by asymptotic analysis of the solution to our problem,~we propose a rate of convergence.~By doing this, we make explicit connections between a vast genre of weighted and unweighted low-rank approximation problems.~In addition to these, we devise a novel and efficient numerical algorithm based on the alternating direction method for the special case of weight and present a detailed convergence analysis.~Our approach improves substantially over the existing weighted low-rank approximation algorithms proposed in the literature.~Finally, we explore the use of our algorithm to real-world problems in a variety of domains, such as computer vision and machine learning. Finally, for a special family of weights, we demonstrate an interesting property of the solution to the general weighted low-rank approximation problem. Additionally, we devise two accelerated algorithms by using this property and present their effectiveness compared to the algorithm proposed in Chapter 4
A Fast Algorithm for a Weighted Low Rank Approximation
Matrix low rank approximation including the classical PCA and the robust PCA
(RPCA) method have been applied to solve the background modeling problem in
video analysis. Recently, it has been demonstrated that a special weighted low
rank approximation of matrices can be made robust to the outliers similar to
the -norm in RPCA method. In this work, we propose a new algorithm that
can speed up the existing algorithm for solving the special weighted low rank
approximation and demonstrate its use in background estimation problem
On a Problem of Weighted Low-Rank Approximation of Matrices
We study a weighted low rank approximation that is inspired by a problem of
constrained low rank approximation of matrices as initiated by the work of
Golub, Hoffman, and Stewart (Linear Algebra and Its Applications, 88-89(1987),
317-327). Our results reduce to that of Golub, Hoffman, and Stewart in the
limiting cases. We also propose an algorithm based on the alternating direction
method to solve our weighted low rank approximation problem and compare it with
the state-of-art general algorithms such as the weighted total alternating
least squares and the EM algorithm
Restricted strong convexity and weighted matrix completion: Optimal bounds with noise
We consider the matrix completion problem under a form of row/column weighted
entrywise sampling, including the case of uniform entrywise sampling as a
special case. We analyze the associated random observation operator, and prove
that with high probability, it satisfies a form of restricted strong convexity
with respect to weighted Frobenius norm. Using this property, we obtain as
corollaries a number of error bounds on matrix completion in the weighted
Frobenius norm under noisy sampling and for both exact and near low-rank
matrices. Our results are based on measures of the "spikiness" and
"low-rankness" of matrices that are less restrictive than the incoherence
conditions imposed in previous work. Our technique involves an -estimator
that includes controls on both the rank and spikiness of the solution, and we
establish non-asymptotic error bounds in weighted Frobenius norm for recovering
matrices lying with -"balls" of bounded spikiness. Using
information-theoretic methods, we show that no algorithm can achieve better
estimates (up to a logarithmic factor) over these same sets, showing that our
conditions on matrices and associated rates are essentially optimal
Weighted Schatten -Norm Minimization for Image Denoising and Background Subtraction
Low rank matrix approximation (LRMA), which aims to recover the underlying
low rank matrix from its degraded observation, has a wide range of applications
in computer vision. The latest LRMA methods resort to using the nuclear norm
minimization (NNM) as a convex relaxation of the nonconvex rank minimization.
However, NNM tends to over-shrink the rank components and treats the different
rank components equally, limiting its flexibility in practical applications. We
propose a more flexible model, namely the Weighted Schatten -Norm
Minimization (WSNM), to generalize the NNM to the Schatten -norm
minimization with weights assigned to different singular values. The proposed
WSNM not only gives better approximation to the original low-rank assumption,
but also considers the importance of different rank components. We analyze the
solution of WSNM and prove that, under certain weights permutation, WSNM can be
equivalently transformed into independent non-convex -norm subproblems,
whose global optimum can be efficiently solved by generalized iterated
shrinkage algorithm. We apply WSNM to typical low-level vision problems, e.g.,
image denoising and background subtraction. Extensive experimental results
show, both qualitatively and quantitatively, that the proposed WSNM can more
effectively remove noise, and model complex and dynamic scenes compared with
state-of-the-art methods.Comment: 13 pages, 11 figure
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