The heavy-tailed distributions of corrupted outliers and singular values of all channels in low-level vision have proven effective priors for many applications such as background modeling, photometric stereo and image alignment. And they can be well modeled by a hyper-Laplacian. However, the use of such distributions generally leads to challenging non-convex, non-smooth and non-Lipschitz problems, and makes existing algorithms very slow for large-scale applications. Together with the analytic solutions to lp-norm minimization with two specific values of p, i.e., p=1 2 and p=2 3, we propose two novel bilinear factor matrix norm minimization models for robust principal component analysis. We first define the double nuclear norm and Frobenius nuclear hybrid norm penalties, and then prove that they are in essence the Schatten-1 2 and 2 3 quasi-norms, respectively, which lead to much more tractable and scalable Lipschitz optimization problems. Our experimental analysis shows that both our methods yield more accurate solutions than original Schatten quasi-norm minimization, even when the number of observations is very limited. Finally, we apply our penalties to various low-level vision problems, e.g., text removal, moving object detection, image alignment and inpainting, and show that our methods usually outperform the state-of-the-art methods.
@cite_12 @cite_3 @cite_96 , both of the non-convex terms in ) are replaced by their convex envelopes, i.e., the nuclear norm ( @math ) and the @math -norm ( @math ), respectively. Wright @cite_3 and Cand e s @cite_12 proved that, under some mild conditions, the convex relaxation formulation ) can exactly recover the low-rank and sparse matrices @math with high probability. The formulation ) has been widely used in many computer vision applications, such as object detection and background subtraction @cite_50 , image alignment @cite_53 , low-rank texture analysis @cite_23 , image and video restoration @cite_36 , and subspace clustering @cite_46 . This is mainly because the optimal solutions of the sub-problems involving both terms in ) can be obtained by two well-known proximal operators: the singular value thresholding (SVT) operator @cite_61 and the soft-thresholding operator @cite_91 . The @math -norm penalty in ) can also be replaced by the @math -norm as in outlier pursuit @cite_44 @cite_71 @cite_79 @cite_95 and subspace learning @cite_72 @cite_49 @cite_26 .
@cite_61 @cite_26 @cite_91 @cite_36 @cite_53 @cite_96 @cite_3 @cite_44 @cite_79 @cite_95 @cite_72 @cite_50 @cite_23 @cite_71 @cite_49 @cite_46 @cite_12
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This paper introduces a novel algorithm to approximate the matrix with minimum nuclear norm among all matrices obeying a set of convex constraints. This problem may be understood as the convex relaxation of a rank minimization problem and arises in many important applications as in the task of recovering a large matrix from a small subset of its entries (the famous Netflix problem). Off-the-shelf algorithms such as interior point methods are not directly amenable to large problems of this kind with over a million unknown entries. This paper develops a simple first-order and easy-to-implement algorithm that is extremely efficient at addressing problems in which the optimal solution has low rank. The algorithm is iterative, produces a sequence of matrices @math , and at each step mainly performs a soft-thresholding operation on the singular values of the matrix @math . There are two remarkable features making this attractive for low-rank matrix completion problems. The first is that the soft-thresholding operation is applied to a sparse matrix; the second is that the rank of the iterates @math is empirically nondecreasing. Both these facts allow the algorithm to make use of very minimal storage space and keep the computational cost of each iteration low. On the theoretical side, we provide a convergence analysis showing that the sequence of iterates converges. On the practical side, we provide numerical examples in which @math matrices are recovered in less than a minute on a modest desktop computer. We also demonstrate that our approach is amenable to very large scale problems by recovering matrices of rank about 10 with nearly a billion unknowns from just about 0.4 of their sampled entries. Our methods are connected with the recent literature on linearized Bregman iterations for @math minimization, and we develop a framework in which one can understand these algorithms in terms of well-known Lagrange multiplier algorithms. Transfer learning is usually exploited to leverage previously well-learned source domain for evaluating the unknown target domain; however, it may fail if no target data are available in the training stage. This problem arises when the data are multi-modal. For example, the target domain is in one modality, while the source domain is in another. To overcome this, we first borrow an auxiliary database with complete modalities, then consider knowledge transfer across databases and across modalities within databases simultaneously in a unified framework. The contributions are threefold: 1) a latent factor is introduced to uncover the underlying structure of the missing modality from the known data; 2) transfer learning in two directions allows the data alignment between both modalities and databases, giving rise to a very promising recovery; and 3) an efficient solution with theoretical guarantees to the proposed latent low-rank transfer learning algorithm. Comprehensive experiments on multi-modal knowledge transfer with missing target modality verify that our method can successfully inherit knowledge from both auxiliary database and source modality, and therefore significantly improve the recognition performance even when test modality is inaccessible in the training stage. This paper studies the problem of simultaneously aligning a batch of linearly correlated images despite gross corruption (such as occlusion). Our method seeks an optimal set of image domain transformations such that the matrix of transformed images can be decomposed as the sum of a sparse matrix of errors and a low-rank matrix of recovered aligned images. We reduce this extremely challenging optimization problem to a sequence of convex programs that minimize the sum of l1-norm and nuclear norm of the two component matrices, which can be efficiently solved by scalable convex optimization techniques. We verify the efficacy of the proposed robust alignment algorithm with extensive experiments on both controlled and uncontrolled real data, demonstrating higher accuracy and efficiency than existing methods over a wide range of realistic misalignments and corruptions. Principal component analysis is a fundamental operation in computational data analysis, with myriad applications ranging from web search to bioinformatics to computer vision and image analysis. However, its performance and applicability in real scenarios are limited by a lack of robustness to outlying or corrupted observations. This paper considers the idealized "robust principal component analysis" problem of recovering a low rank matrix A from corrupted observations D = A + E. Here, the corrupted entries E are unknown and the errors can be arbitrarily large (modeling grossly corrupted observations common in visual and bioinformatic data), but are assumed to be sparse. We prove that most matrices A can be efficiently and exactly recovered from most error sign-and-support patterns by solving a simple convex program, for which we give a fast and provably convergent algorithm. Our result holds even when the rank of A grows nearly proportionally (up to a logarithmic factor) to the dimensionality of the observation space and the number of errors E grows in proportion to the total number of entries in the matrix. A by-product of our analysis is the first proportional growth results for the related problem of completing a low-rank matrix from a small fraction of its entries. Simulations and real-data examples corroborate the theoretical results, and suggest potential applications in computer vision. Subspace recovery from noisy or even corrupted data is critical for various applications in machine learning and data analysis. To detect outliers, Robust PCA (R-PCA) via Outlier Pursuit was proposed and had found many successful applications. However, the current theoretical analysis on Outlier Pursuit only shows that it succeeds when the sparsity of the corruption matrix is of O(n r), where n is the number of the samples and r is the rank of the intrinsic matrix which may be comparable to n. Moreover, the regularization parameter is suggested as 3 (7√γn), where γ is a parameter that is not known a priori. In this paper, with incoherence condition and proposed ambiguity condition we prove that Outlier Pursuit succeeds when the rank of the intrinsic matrix is of O(n logn) and the sparsity of the corruption matrix is of O(n). We further show that the orders of both bounds are tight. Thus R-PCA via Outlier Pursuit is able to recover intrinsic matrix of higher rank and identify much denser corruptions than what the existing results could predict. Moreover, we suggest that the regularization parameter be chosen as 1√log n, which is definite. Our analysis waives the necessity of tuning the regularization parameter and also significantly extends the working range of the Outlier Pursuit. Experiments on synthetic and real data verify our theories. While much progress has been made to multi-task classification and subspace learning, multi-task feature selection has long been largely unaddressed. In this paper, we propose a new multi-task feature selection algorithm and apply it to multimedia (e.g., video and image) analysis. Instead of evaluating the importance of each feature individually, our algorithm selects features in a batch mode, by which the feature correlation is considered. While feature selection has received much research attention, less effort has been made on improving the performance of feature selection by leveraging the shared knowledge from multiple related tasks. Our algorithm builds upon the assumption that different related tasks have common structures. Multiple feature selection functions of different tasks are simultaneously learned in a joint framework, which enables our algorithm to utilize the common knowledge of multiple tasks as supplementary information to facilitate decision making. An efficient iterative algorithm is proposed to optimize it, whose convergence is guaranteed. Experiments on different databases have demonstrated the effectiveness of the proposed algorithm. Multimedia event detection (MED) is an emerging area of research. Previous work mainly focuses on simple event detection in sports and news videos, or abnormality detection in surveillance videos. In contrast, we focus on detecting more complicated and generic events that gain more users' interest, and we explore an effective solution for MED. Moreover, our solution only uses few positive examples since precisely labeled multimedia content is scarce in the real world. As the information from these few positive examples is limited, we propose using knowledge adaptation to facilitate event detection. Different from the state of the art, our algorithm is able to adapt knowledge from another source for MED even if the features of the source and the target are partially different, but overlapping. Avoiding the requirement that the two domains are consistent in feature types is desirable as data collection platforms change or augment their capabilities and we should be able to respond to this with little or no effort. We perform extensive experiments on real-world multimedia archives consisting of several challenging events. The results show that our approach outperforms several other state-of-the-art detection algorithms. Object detection is a fundamental step for automated video analysis in many vision applications. Object detection in a video is usually performed by object detectors or background subtraction techniques. Often, an object detector requires manually labeled examples to train a binary classifier, while background subtraction needs a training sequence that contains no objects to build a background model. To automate the analysis, object detection without a separate training phase becomes a critical task. People have tried to tackle this task by using motion information. But existing motion-based methods are usually limited when coping with complex scenarios such as nonrigid motion and dynamic background. In this paper, we show that the above challenges can be addressed in a unified framework named DEtecting Contiguous Outliers in the LOw-rank Representation (DECOLOR). This formulation integrates object detection and background learning into a single process of optimization, which can be solved by an alternating algorithm efficiently. We explain the relations between DECOLOR and other sparsity-based methods. Experiments on both simulated data and real sequences demonstrate that DECOLOR outperforms the state-of-the-art approaches and it can work effectively on a wide range of complex scenarios. Singular Value Decomposition (and Principal Component Analysis) is one of the most widely used techniques for dimensionality reduction: successful and efficiently computable, it is nevertheless plagued by a well-known, well-documented sensitivity to outliers. Recent work has considered the setting where each point has a few arbitrarily corrupted components. Yet, in applications of SVD or PCA such as robust collaborative filtering or bioinformatics, malicious agents, defective genes, or simply corrupted or contaminated experiments may effectively yield entire points that are completely corrupted. We present an efficient convex optimization-based algorithm we call Outlier Pursuit, that under some mild assumptions on the uncorrupted points (satisfied, e.g., by the standard generative assumption in PCA problems) recovers the exact optimal low-dimensional subspace, and identifies the corrupted points. Such identification of corrupted points that do not conform to the low-dimensional approximation, is of paramount interest in bioinformatics and financial applications, and beyond. Our techniques involve matrix decomposition using nuclear norm minimization, however, our results, setup, and approach, necessarily differ considerably from the existing line of work in matrix completion and matrix decomposition, since we develop an approach to recover the correct column space of the uncorrupted matrix, rather than the exact matrix itself. In any problem where one seeks to recover a structure rather than the exact initial matrices, techniques developed thus far relying on certificates of optimality, will fail. We present an important extension of these methods, that allows the treatment of such problems. It is expensive to obtain labeled real-world visual data for use in training of supervised algorithms. Therefore, it is valuable to leverage existing databases of labeled data. However, the data in the source databases is often obtained under conditions that differ from those in the new task. Transfer learning provides techniques for transferring learned knowledge from a source domain to a target domain by finding a mapping between them. In this paper, we discuss a method for projecting both source and target data to a generalized subspace where each target sample can be represented by some combination of source samples. By employing a low-rank constraint during this transfer, the structure of source and target domains are preserved. This approach has three benefits. First, good alignment between the domains is ensured through the use of only relevant data in some subspace of the source domain in reconstructing the data in the target domain. Second, the discriminative power of the source domain is naturally passed on to the target domain. Third, noisy information will be filtered out during knowledge transfer. Extensive experiments on synthetic data, and important computer vision problems such as face recognition application and visual domain adaptation for object recognition demonstrate the superiority of the proposed approach over the existing, well-established methods. This article is about a curious phenomenon. Suppose we have a data matrix, which is the superposition of a low-rank component and a sparse component. Can we recover each component individuallyq We prove that under some suitable assumptions, it is possible to recover both the low-rank and the sparse components exactly by solving a very convenient convex program called Principal Component Pursuit; among all feasible decompositions, simply minimize a weighted combination of the nuclear norm and of the e1 norm. This suggests the possibility of a principled approach to robust principal component analysis since our methodology and results assert that one can recover the principal components of a data matrix even though a positive fraction of its entries are arbitrarily corrupted. This extends to the situation where a fraction of the entries are missing as well. We discuss an algorithm for solving this optimization problem, and present applications in the area of video surveillance, where our methodology allows for the detection of objects in a cluttered background, and in the area of face recognition, where it offers a principled way of removing shadows and specularities in images of faces.