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arXiv 1012.1919math.NAcs.ITcs.LGcs.NAmath.IT
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通过对数求和启发式恢复的低秩结构学习

Low-Rank Structure Learning via Log-Sum Heuristic Recovery

Tsinghua University(清华大学);Hangzhou Dianzi University(杭州电子科技大学)

Yue Deng, Qionghai Dai, Risheng Liu, Zengke Zhang, Sanqing Hu

AI总结:

提出对数求和启发式恢复(LHR)模型,通过非凸对数求和度量增强稀疏性,并采用MM型算法求解,在鲁棒主成分分析和低秩表示任务中优于ℓ1基方法。

摘要:

从被破坏的观测中恢复内在数据结构在机器学习和信号处理的各种任务中扮演重要角色。本文提出一种新模型,称为对数求和启发式恢复(LHR),用于从被破坏数据中学习本质的低秩结构。与传统方法直接使用ℓ1范数衡量稀疏性不同,LHR引入更合理的对数求和度量,以增强内在低秩结构和稀疏破坏中的稀疏性。尽管所提出的LHR优化不再凸,但仍可通过一种主要化-最小化(MM)类型算法有效求解,该算法用凸代理迭代替换非凸目标函数,最终LHR落入重加权方法的一般框架。我们证明了MM型算法在连续迭代后可以收敛到一个稳定点。我们通过将模型应用于解决两个典型问题来测试其性能:鲁棒主成分分析(RPCA)和低秩表示(LRR)。对于RPCA,我们从模拟和实际应用的角度将LHR与基准方法主成分追踪(PCP)进行比较。对于LRR,我们将LHR应用于计算运动分割和股票聚类的低秩表示矩阵。低秩结构学习的实验结果表明,所提出的基于对数求和的模型在数据秩更高且破坏更密集的情况下,性能远优于基于ℓ1的方法。

英文摘要:

Recovering intrinsic data structure from corrupted observations plays an important role in various tasks in the communities of machine learning and signal processing. In this paper, we propose a novel model, named log-sum heuristic recovery (LHR), to learn the essential low-rank structure from corrupted data. Different from traditional approaches, which directly utilize $\ell_1$ norm to measure the sparseness, LHR introduces a more reasonable log-sum measurement to enhance the sparsity in both the intrinsic low-rank structure and in the sparse corruptions. Although the proposed LHR optimization is no longer convex, it still can be effectively solved by a majorization-minimization (MM) type algorithm, with which the non-convex objective function is iteratively replaced by its convex surrogate and LHR finally falls into the general framework of reweighed approaches. We prove that the MM-type algorithm can converge to a stationary point after successive iteration. We test the performance of our proposed model by applying it to solve two typical problems: robust principal component analysis (RPCA) and low-rank representation (LRR). For RPCA, we compare LHR with the benchmark Principal Component Pursuit (PCP) method from both the perspectives of simulations and practical applications. For LRR, we apply LHR to compute the low-rank representation matrix for motion segmentation and stock clustering. Experimental results on low rank structure learning demonstrate that the proposed Log-sum based model performs much better than the $\ell_1$-based method on for data with higher rank and with denser corruptions.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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