RES-PCA: A scalable approach to recovering low-rank matrices

Chong Peng, Chenglizhao Chen, Zhao Kang, Jianbo Li, Qiang Cheng

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

20 Scopus citations

Abstract

Robust principal component analysis (RPCA) has drawn significant attentions due to its powerful capability in recovering low-rank matrices as well as successful appplications in various real world problems. The current state-of-the-art algorithms usually need to solve singular value decomposition of large matrices, which generally has at least a quadratic or even cubic complexity. This drawback has limited the application of RPCA in solving real world problems. To combat this drawback, in this paper we propose a new type of RPCA method, RES-PCA, which is linearly efficient and scalable in both data size and dimension. For comparison purpose, AltProj, an existing scalable approach to RPCA requires the precise knowlwdge of the true rank; otherwise, it may fail to recover low-rank matrices. By contrast, our method works with or without knowing the true rank; even when both methods work, our method is faster. Extensive experiments have been performed and testified to the effectiveness of proposed method quantitatively and in visual quality, which suggests that our method is suitable to be employed as a light-weight, scalable component for RPCA in any application pipelines.

Original languageEnglish
Title of host publicationProceedings - 2019 IEEE/CVF Conference on Computer Vision and Pattern Recognition, CVPR 2019
Pages7309-7317
Number of pages9
ISBN (Electronic)9781728132938
DOIs
StatePublished - Jun 2019
Event32nd IEEE/CVF Conference on Computer Vision and Pattern Recognition, CVPR 2019 - Long Beach, United States
Duration: Jun 16 2019Jun 20 2019

Publication series

NameProceedings of the IEEE Computer Society Conference on Computer Vision and Pattern Recognition
Volume2019-June
ISSN (Print)1063-6919

Conference

Conference32nd IEEE/CVF Conference on Computer Vision and Pattern Recognition, CVPR 2019
Country/TerritoryUnited States
CityLong Beach
Period6/16/196/20/19

Bibliographical note

Funding Information:
This work is supported by National Natural Science Foundation of China under grants 61806106

Publisher Copyright:
© 2019 IEEE.

Keywords

  • Categorization
  • Recognition: Detection
  • Retrieval
  • Statistical Learning

ASJC Scopus subject areas

  • Software
  • Computer Vision and Pattern Recognition

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