Truncated Robust Principle Component Analysis With A General Optimization Framework

Recently, several robust principle component analysis (RPCA) models have been proposed to improve the robustness of principle component analysis (PCA). But an important problem that the robustness to outliers affects the discrimination of correct samples has not been solved yet. To solve this proble...

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Veröffentlicht in:IEEE transactions on pattern analysis and machine intelligence. - 1979. - 44(2022), 2 vom: 01. Feb., Seite 1081-1097
1. Verfasser: Nie, Feiping (VerfasserIn)
Weitere Verfasser: Wu, Danyang, Wang, Rong, Li, Xuelong
Format: Online-Aufsatz
Sprache:English
Veröffentlicht: 2022
Zugriff auf das übergeordnete Werk:IEEE transactions on pattern analysis and machine intelligence
Schlagworte:Journal Article
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520 |a Recently, several robust principle component analysis (RPCA) models have been proposed to improve the robustness of principle component analysis (PCA). But an important problem that the robustness to outliers affects the discrimination of correct samples has not been solved yet. To solve this problem, we propose a truncated robust principle component analysis (T-RPCA) model which treats correct samples and outliers separately. In fact, the proposed model performs an implicitly truncated weighted learning scheme which is more reasonable for robustness learning respective to previous works. Moreover, we propose a re-weighted (RW) optimization framework to solve a general problem and generalize two sub-frameworks upon it. To be specific, the first sub-framework orients a general truncated loss optimization problem which contains the objective problem of T-RPCA, and the second one focuses on a general singular-value based optimization problem. Besides, we provide rigorously theoretical guarantees for the proposed model, RW framework and sub-frameworks. Empirical studies demonstrate that the proposed T-RPCA model outperforms previous RPCA models on reconstruction and classification tasks 
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700 1 |a Wang, Rong  |e verfasserin  |4 aut 
700 1 |a Li, Xuelong  |e verfasserin  |4 aut 
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