This paper considers the problem of completing a matrix with many missing entries under the assumption that the columns of the matrix belong to a union of multiple low-rank subspaces. This generalizes the standard low-rank matrix completion problem to situations in which the matrix rank can be quite high or even full rank. Since the columns belong to a union of subspaces, this problem may also be viewed as a missing-data version of the subspace clustering problem. Let X be an n x N matrix whose (complete) columns lie in a union of at most k subspaces, each of rank > kn. The main result of the paper shows that under mild assumptions each column of X can be perfectly recovered with high probability from an incomplete version so long as at least CrNlog^2(n) entries of X are observed uniformly at random, with C>1 a constant depending on the usual incoherence conditions, the geometrical arrangement of subspaces, and the distribution of columns over the subspaces. The result is illustrated with numerical experiments and an application to Internet distance matrix completion and topology identification.
While research that examines subspace learning has been presented in @cite_8 , the work in this paper differs by the concentration on learning from incomplete observations ( i.e., when there are missing elements in the matrix), and by the methodological focus ( i.e., nearest neighbor clustering versus a multiscale Singular Value Decomposition approach).
@cite_8
2169232245 2126017757 200673309 2037549374
We study the problem of online subspace learning in the context of sequential observations involving structured perturbations. In online subspace learning, the observations are an unknown mixture of two components presented to the model sequentially - the main effect which pertains to the subspace and a residual error term. If no additional requirement is imposed on the residual, it often corresponds to noise terms in the signal which were unaccounted for by the main effect. To remedy this, one may impose "structural" contiguity, which has the intended effect of leveraging the secondary terms as a covariate that helps the estimation of the subspace itself, instead of merely serving as a noise residual. We show that the corresponding online estimation procedure can be written as an approximate optimization process on a Grassmannian. We propose an efficient numerical solution, GOSUS, Grassmannian Online Subspace Updates with Structured-sparsity, for this problem. GOSUS is expressive enough in modeling both homogeneous perturbations of the subspace and structural contiguities of outliers, and after certain manipulations, solvable via an alternating direction method of multipliers (ADMM). We evaluate the empirical performance of this algorithm on two problems of interest: online background subtraction and online multiple face tracking, and demonstrate that it achieves competitive performance with the state-of-the-art in near real time. In this paper we propose a discriminant learning framework for problems in which data consist of linear subspaces instead of vectors. By treating subspaces as basic elements, we can make learning algorithms adapt naturally to the problems with linear invariant structures. We propose a unifying view on the subspace-based learning method by formulating the problems on the Grassmann manifold, which is the set of fixed-dimensional linear subspaces of a Euclidean space. Previous methods on the problem typically adopt an inconsistent strategy: feature extraction is performed in the Euclidean space while non-Euclidean distances are used. In our approach, we treat each sub-space as a point in the Grassmann space, and perform feature extraction and classification in the same space. We show feasibility of the approach by using the Grassmann kernel functions such as the Projection kernel and the Binet-Cauchy kernel. Experiments with real image databases show that the proposed method performs well compared with state-of-the-art algorithms. This paper presents the multi-subspace discovery problem and provides a theoretical solution which is guaranteed to recover the number of subspaces, the dimensions of each subspace, and the members of data points of each subspace simultaneously. We further propose a data representation model to handle noisy real world data. We develop a novel optimization approach to learn the presented model which is guaranteed to converge to global optimizers. As applications of our models, we first apply our solutions as preprocessing in a series of machine learning problems, including clustering, classification, and semisupervised learning. We found that our method automatically obtains robust data presentation which preserves the affine subspace structures of high dimensional data and generate more accurate results in the learning tasks. We also establish a robust standalone classifier which directly utilizes our sparse and low rank representation model. Experimental results indicate our methods improve the quality of data by preprocessing and the standalone classifier outperforms some state-of-the-art learning approaches. We consider the problem of fitting one or more subspaces to a collection of data points drawn from the subspaces and corrupted by noise outliers. We pose this problem as a rank minimization problem, where the goal is to decompose the corrupted data matrix as the sum of a clean, self-expressive, low-rank dictionary plus a matrix of noise outliers. Our key contribution is to show that, for noisy data, this non-convex problem can be solved very efficiently and in closed form from the SVD of the noisy data matrix. Remarkably, this is true for both one or more subspaces. An important difference with respect to existing methods is that our framework results in a polynomial thresholding of the singular values with minimal shrinkage. Indeed, a particular case of our framework in the case of a single subspace leads to classical PCA, which requires no shrinkage. In the case of multiple subspaces, our framework provides an affinity matrix that can be used to cluster the data according to the sub-spaces. In the case of data corrupted by outliers, a closed-form solution appears elusive. We thus use an augmented Lagrangian optimization framework, which requires a combination of our proposed polynomial thresholding operator with the more traditional shrinkage-thresholding operator.