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arXiv 1809.09237cs.ITmath.IT
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非凸鲁棒低秩矩阵恢复

Nonconvex Robust Low-rank Matrix Recovery

Xiao Li, Zhihui Zhu, Anthony Man-Cho So, Rene Vidal

摘要:

在本文中,我们研究的问题,恢复一个低秩矩阵从一些随机线性测量,被破坏的离群值采取任意值。我们考虑一个非光滑的非凸制定的问题,其中我们明确地执行低秩属性的解决方案,通过使用一个因子表示的矩阵变量,并采用$\ell_1$ -损失函数robustify解决方案对离群值。我们表明,即使当一个恒定的分数(这可能是几乎一半)的测量任意损坏,只要某些测量运营商所产生的测量模型满足所谓的$\ell_1/\ell_2$ -限制等距属性,地面实况矩阵可以完全恢复从任何全局最小的优化问题。此外,我们证明了优化问题的目标函数是尖锐的和弱凸的。因此,具有几何减小步长的次梯度方法(SubGM)在适当初始化时将线性收敛到地面真值矩阵。我们证明了SubGM的非凸鲁棒低秩矩阵恢复问题的各种数值实验的有效性。

英文摘要:

In this paper we study the problem of recovering a low-rank matrix from a number of random linear measurements that are corrupted by outliers taking arbitrary values. We consider a nonsmooth nonconvex formulation of the problem, in which we explicitly enforce the low-rank property of the solution by using a factored representation of the matrix variable and employ an $\ell_1$-loss function to robustify the solution against outliers. We show that even when a constant fraction (which can be up to almost half) of the measurements are arbitrarily corrupted, as long as certain measurement operators arising from the measurement model satisfy the so-called $\ell_1/\ell_2$-restricted isometry property, the ground-truth matrix can be exactly recovered from any global minimum of the resulting optimization problem. Furthermore, we show that the objective function of the optimization problem is sharp and weakly convex. Consequently, a subgradient Method (SubGM) with geometrically diminishing step sizes will converge linearly to the ground-truth matrix when suitably initialized. We demonstrate the efficacy of the SubGM for the nonconvex robust low-rank matrix recovery problem with various numerical experiments.

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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