Fast Robust PCA on Graphs

doi:10.1109/JSTSP.2016.2555239

Fast Robust PCA on Graphs

2016-06-01

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Vandergheynst, Pierre *

DOI：10.1109/JSTSP.2016.2555239

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Mining useful clusters from high dimensional data have received significant attention of the computer vision and pattern recognition community in the recent years. Linear and nonlinear dimensionality reduction has played an important role to overcome the curse of dimensionality. However, often such methods are accompanied with three different problems: high computational complexity (usually associated with the nuclear norm minimization), nonconvexity (for matrix factorization methods), and susceptibility to gross corruptions in the data. In this paper, we propose a principal component analysis (PCA) based solution that overcomes these three issues and approximates a low-rank recovery method for high dimensional datasets. We target the low-rank recovery by enforcing two types of graph smoothness assumptions, one on the data samples and the other on the features by designing a convex optimization problem. The resulting algorithm is fast, efficient, and scalable for huge datasets with O(n log(n)) computational complexity in the number of data samples. It is also robust to gross corruptions in the dataset as well as to the model parameters. Clustering experiments on 7 benchmark datasets with different types of corruptions and background separation experiments on 3 video datasets show that our proposed model outperforms 10 state-of-the-art dimensionality reduction models. Our theoretical analysis proves that the proposed model is able to recover approximate low-rank representations with a bounded error for clusterable data.

Keywords:

Robust PCA

graph

structured low-rank representation

spectral graph theory

graph regularized PCA

Fast Robust PCA on Graphs

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