Tensor Robust Principal Component Analysis via Non-Convex Low Rank Approximation

Tensor Robust Principal Component Analysis (TRPCA) plays a critical role in handling high multi-dimensional data sets, aiming to recover the low-rank and sparse components both accurately and efficiently. In this paper, different from current approach, we developed a new t-Gamma tensor quasi-norm as a non-convex regularization to approximate the low-rank component. Compared to various convex regularization, this new configuration not only can better capture the tensor rank but also provides a simplified approach. An optimization process is conducted via tensor singular decomposition and an efficient augmented Lagrange multiplier algorithm is established. Extensive experimental results demonstrate that our new approach outperforms current state-of-the-art algorithms in terms of accuracy and efficiency.

[1]  M. Kilmer,et al.  Factorization strategies for third-order tensors , 2011 .

[2]  Jun Qin,et al.  Speech Enhancement via Two-Stage Dual Tree Complex Wavelet Packet Transform with a Speech Presence Probability Estimator , 2016, The Journal of the Acoustical Society of America.

[3]  Zenglin Xu,et al.  Robust Graph Learning From Noisy Data , 2018, IEEE Transactions on Cybernetics.

[4]  Cheng Soon Ong,et al.  Mathematics for Machine Learning , 2020, Journal of Mathematical Sciences & Computational Mathematics.

[5]  Andrzej Cichocki,et al.  Tensor Networks for Dimensionality Reduction and Large-scale Optimization: Part 1 Low-Rank Tensor Decompositions , 2016, Found. Trends Mach. Learn..

[6]  Hao Kong,et al.  t-Schatten-$p$ Norm for Low-Rank Tensor Recovery , 2018, IEEE Journal of Selected Topics in Signal Processing.

[7]  Yicong Zhou,et al.  Tensor Nuclear Norm-Based Low-Rank Approximation With Total Variation Regularization , 2018, IEEE Journal of Selected Topics in Signal Processing.

[8]  Sajid Javed,et al.  On the Applications of Robust PCA in Image and Video Processing , 2018, Proceedings of the IEEE.

[9]  Soon Ki Jung,et al.  Decomposition into Low-rank plus Additive Matrices for Background/Foreground Separation: A Review for a Comparative Evaluation with a Large-Scale Dataset , 2015, Comput. Sci. Rev..

[10]  Wei Liu,et al.  Tensor Robust Principal Component Analysis with a New Tensor Nuclear Norm , 2018, IEEE Transactions on Pattern Analysis and Machine Intelligence.

[11]  Pablo A. Parrilo,et al.  Guaranteed Minimum-Rank Solutions of Linear Matrix Equations via Nuclear Norm Minimization , 2007, SIAM Rev..

[12]  Soon Ki Jung,et al.  Online Stochastic Tensor Decomposition for Background Subtraction in Multispectral Video Sequences , 2015, 2015 IEEE International Conference on Computer Vision Workshop (ICCVW).

[13]  J. Moreau Proximité et dualité dans un espace hilbertien , 1965 .

[14]  Sajid Javed,et al.  Robust Subspace Learning: Robust PCA, Robust Subspace Tracking, and Robust Subspace Recovery , 2017, IEEE Signal Processing Magazine.

[15]  Thierry Bouwmans,et al.  Incremental and Multi-feature Tensor Subspace Learning Applied for Background Modeling and Subtraction , 2014, ICIAR.

[16]  Zhao Kang,et al.  Robust PCA Via Nonconvex Rank Approximation , 2015, 2015 IEEE International Conference on Data Mining.

[17]  John Wright,et al.  Robust Principal Component Analysis: Exact Recovery of Corrupted Low-Rank Matrices via Convex Optimization , 2009, NIPS.

[18]  J. Suykens,et al.  Nuclear Norms for Tensors and Their Use for Convex Multilinear Estimation , 2011 .

[19]  Wei Liu,et al.  Tensor Robust Principal Component Analysis: Exact Recovery of Corrupted Low-Rank Tensors via Convex Optimization , 2016, 2016 IEEE Conference on Computer Vision and Pattern Recognition (CVPR).

[20]  Misha Elena Kilmer,et al.  Third-Order Tensors as Operators on Matrices: A Theoretical and Computational Framework with Applications in Imaging , 2013, SIAM J. Matrix Anal. Appl..

[21]  Mingqing Xiao,et al.  On identifiability of higher order block term tensor decompositions of rank Lr⊗ rank-1 , 2018, Linear and Multilinear Algebra.

[22]  John Wright,et al.  Provable Models for Robust Low-Rank Tensor Completion , 2015 .

[23]  George Michailidis,et al.  Fast Monte Carlo Algorithms for Tensor Operations , 2017, ArXiv.

[24]  Andrzej Cichocki,et al.  Era of Big Data Processing: A New Approach via Tensor Networks and Tensor Decompositions , 2014, ArXiv.

[25]  Mattia Zorzi,et al.  Factor Models With Real Data: A Robust Estimation of the Number of Factors , 2017, IEEE Transactions on Automatic Control.

[26]  David L. Donoho,et al.  De-noising by soft-thresholding , 1995, IEEE Trans. Inf. Theory.

[27]  Thierry Bouwmans,et al.  Robust PCA via Principal Component Pursuit: A review for a comparative evaluation in video surveillance , 2014, Comput. Vis. Image Underst..

[28]  Zhao Kang,et al.  Integrate and Conquer , 2018, ACM Trans. Intell. Syst. Technol..

[29]  Sterling K. Berberian,et al.  Lectures in functional analysis and operator theory , 1974 .

[30]  Hristo S. Sendov,et al.  Nonsmooth Analysis of Singular Values. Part I: Theory , 2005 .

[31]  Stephen Becker,et al.  Tensor Robust Principal Component Analysis: Better recovery with atomic norm regularization , 2019, 1901.10991.

[32]  Ce Zhu,et al.  Improved Robust Tensor Principal Component Analysis via Low-Rank Core Matrix , 2018, IEEE Journal of Selected Topics in Signal Processing.

[33]  Daniel Kressner,et al.  A literature survey of low‐rank tensor approximation techniques , 2013, 1302.7121.

[34]  Rasmus Bro,et al.  MULTI-WAY ANALYSIS IN THE FOOD INDUSTRY Models, Algorithms & Applications , 1998 .

[35]  Misha Elena Kilmer,et al.  Facial Recognition Using Tensor-Tensor Decompositions , 2013, SIAM J. Imaging Sci..

[36]  D. Luenberger Optimization by Vector Space Methods , 1968 .

[37]  Zemin Zhang,et al.  Exact Tensor Completion Using t-SVD , 2015, IEEE Transactions on Signal Processing.

[38]  Eric L. Miller,et al.  Tensor-Based Formulation and Nuclear Norm Regularization for Multienergy Computed Tomography , 2013, IEEE Transactions on Image Processing.

[39]  Mattia Zorzi,et al.  Robust Identification of “Sparse Plus Low-rank” Graphical Models: An Optimization Approach , 2018, 2018 IEEE Conference on Decision and Control (CDC).

[40]  Fatih Murat Porikli,et al.  Changedetection.net: A new change detection benchmark dataset , 2012, 2012 IEEE Computer Society Conference on Computer Vision and Pattern Recognition Workshops.

[41]  Jieping Ye,et al.  Tensor Completion for Estimating Missing Values in Visual Data , 2013, IEEE Trans. Pattern Anal. Mach. Intell..

[42]  E. Tyrtyshnikov A brief introduction to numerical analysis , 1997 .

[43]  J. Landsberg Tensors: Geometry and Applications , 2011 .

[44]  Stephen P. Boyd,et al.  Distributed Optimization and Statistical Learning via the Alternating Direction Method of Multipliers , 2011, Found. Trends Mach. Learn..

[45]  Jitendra Malik,et al.  A database of human segmented natural images and its application to evaluating segmentation algorithms and measuring ecological statistics , 2001, Proceedings Eighth IEEE International Conference on Computer Vision. ICCV 2001.

[46]  Guangming Shi,et al.  Compressive Sensing via Nonlocal Low-Rank Regularization , 2014, IEEE Transactions on Image Processing.

[47]  Haiping Lu,et al.  Multilinear Subspace Learning: Dimensionality Reduction of Multidimensional Data , 2013 .

[48]  Yi Ma,et al.  Robust principal component analysis? , 2009, JACM.

[49]  Misha Elena Kilmer,et al.  Novel Methods for Multilinear Data Completion and De-noising Based on Tensor-SVD , 2014, 2014 IEEE Conference on Computer Vision and Pattern Recognition.