Cross-channel unlabeled sensing addresses the problem of recovering a multi-channel signal from measurements that were shuffled across channels. This work expands the cross-channel unlabeled sensing framework to signals that lie in a union of subspaces. The extension allows for handling more complex signal structures and broadens the framework to tasks like compressed sensing. These mismatches between samples and channels often arise in applications such as whole-brain calcium imaging of freely moving organisms or multi-target tracking. We improve over previous models by deriving tighter bounds on the required number of samples for unique reconstruction, while supporting more general signal types. The approach is validated through an application in whole-brain calcium imaging, where organism movements disrupt sample-to-neuron mappings. This demonstrates the utility of our framework in real-world settings with imprecise sample-channel associations, achieving accurate signal reconstruction.

We study the unlabeled sensing problem that aims to solve a linear system of equations Ax = π(y) for an unknown permutation π. For a generic matrix A and a generic vector y, we construct a system of polynomial equations whose unique solution satisfies Aξ* = π(y). In particular, ξ* can be recovered by solving the rank-one moment matrix completion problem. We propose symbolic and numeric algorithms to compute the unique solution. Some numerical experiments are conducted to show the efficiency and robustness of the proposed algorithms.

We introduce robust principal component analysis from a data matrix in which the entries of its columns have been corrupted by permutations, termed Unlabeled Principal Component Analysis (UPCA). Using algebraic geometry, we establish that UPCA is a well-defined algebraic problem since we prove that the only matrices of minimal rank that agree with the given data are row-permutations of the ground-truth matrix, arising as the unique solutions of a polynomial system of equations. Further, we propose an efficient two-stage algorithmic pipeline for UPCA suitable for the practically relevant case where only a fraction of the data have been permuted. Stage-I employs outlier-robust PCA methods to estimate the ground-truth column-space. Equipped with the column-space, Stage-II applies recent methods for unlabeled sensing to restore the permuted data. Allowing for missing entries on top of permutations in UPCA leads to the problem of unlabeled matrix completion, for which we derive theory and algorithms of similar flavor. Experiments on synthetic data, face images, educational and medical records reveal the potential of our algorithms for applications such as data privatization and record linkage.

Mismatches between samples and their respective channel or target commonly arise in several real-world applications. For instance, whole-brain calcium imaging of freely moving organisms, multiple-target tracking or multi-person contactless vital sign monitoring may be severely affected by mismatched sample-channel assignments. To address this issue systematically, we frame it as a signal reconstruction problem where correspondences between samples and channels are lost. Assuming a sensing matrix for the signals, we show the problem’s equivalence to a highly structured unlabeled sensing problem and establish conditions for unique recovery. This is crucial since existing unlabeled sensing theory is inapplicable and results for reconstructing shuffled multi-channel signals do not yet exist. Our results extend to continuous-time sparse signals, and we derive conditions for reconstructing shuffled sparse signals. For the two-channel case, we provide a first reconstruction method, which combines sparse signal recovery with robust linear regression, outperforming existing unlabeled sensing methods in numerical experiments. Additionally, we showcase its effectiveness in a real-world application involving calcium imaging traces. Our theory marks a significant initial step in addressing this challenging signal reconstruction problem, with potential extensions to diverse signal representations encountered in real-world problems with imprecise measurement or channel assignment.

We prove that a generic matrix of bounded rank is uniquely recoverable —up to a permutation of its rows and columns— from an arbitrary permutation of its entries. This can be viewed as an extension of the existing unlabeled sensing theory, from linear spaces, to spaces of matrices of bounded rank. Our result is derived using machinery from commutative algebra and algebraic geometry, developed in a self-contained fashion.

Despite the popularity of low-rank matrix completion, the majority of its theory has been developed under the assumption of random observation patterns, whereas very little is known about the practically relevant case of non-random patterns. Specifically, a fundamental yet largely open question is to describe patterns that allow for unique or finitely many completions. This paper provides three such families of patterns for any rank and any matrix size. A key to achieving this is a novel formulation of low-rank matrix completion in terms of Plücker coordinates, the latter a traditional tool in computer vision. This connection is of potential significance to a wide family of matrix and subspace learning problems with incomplete data.

This paper is about the old Wahba problem in its more general form, which we call “simultaneous rotation and correspondence search”. In this generalization we need to find a rotation that best aligns two partially overlapping 3D point sets, of sizes$m$and$n$respectively with$m\geq n$. We first propose a solver, ARCS, that i) assumes noiseless point sets in general position, ii) requires only 2 inliers, iii) uses$O(m\log m)$time and$O(m)$space, and iv) can successfully solve the problem even with, e.g.,$m, n\approx 10^{6}$in about 0.1 seconds. We next robustify ARCS to noise, for which we approximately solve consensus maximization problems using ideas from robust subspace learning and interval stabbing. Thirdly, we refine the approximately found consensus set by a Riemannian subgradient descent approach over the space of unit quaternions, which we show converges globally to an$\varepsilon$-stationary point in$O(\varepsilon^{-4})$iterations, or locally to the ground-truth at a linear rate in the absence of noise. We combine these algorithms into ARCS+, to simultaneously search for rotations and correspondences. Experiments show that ARCS+ achieves state-of-the-art performance on large-scale datasets with more than 106points with a 104time-speedup over alternative methods. https://github.com/liangzu/ARCS

State-of-the-art subspace clustering methods are based on convex formulations whose theoretical guarantees require the subspaces to be low-dimensional. Dual Principal Component Pursuit (DPCP) is a non-convex method that is specifically designed for learning high-dimensional subspaces, such as hyperplanes. However, existing analyses of DPCP in the multi-hyperplane case lack a precise characterization of the distribution of the data and involve quantities that are difficult to interpret. Moreover, the provable algorithm based on recursive linear programming is not efficient. In this paper, we introduce a new notion of geometric dominance, which explicitly captures the distribution of the data, and derive both geometric and probabilistic conditions under which a global solution to DPCP is a normal vector to a geometrically dominant hyperplane. We then prove that the DPCP problem for a union of hyperplanes satisfies a Riemannian regularity condition, and use this result to show that a scalable Riemannian subgradient method exhibits (local) linear convergence to the normal vector of the geometrically dominant hyperplane. Finally, we show that integrating DPCP into popular subspace clustering schemes, such as K-ensembles, leads to superior or competitive performance over the state-of-the-art in clustering hyperplanes.

\emph{Unlabeled sensing} is a recent problem encompassing many data science and engineering applications and typically formulated as solving linear equations whose right-hand side vector has undergone an unknown permutation. It was generalized to the \emph{homomorphic sensing} problem by replacing the unknown permutation with an unknown linear map from a given finite set of linear maps. In this paper we present tighter and simpler conditions for the homomorphic sensing problem to admit a unique solution. We show that this solution is locally stable under noise, while under a sparsity assumption it remains unique under less demanding conditions. Sparsity in the context of unlabeled sensing leads to the problem of \textit{unlabeled compressed sensing}, and a consequence of our general theory is the existence under mild conditions of a unique sparsest solution. On the algorithmic level, we solve unlabeled compressed sensing by an iterative algorithm validated by synthetic data experiments. Finally, under the unifying homomorphic sensing framework we connect unlabeled sensing to other important practical problems.

Inspired by real phase retrieval and low-rank matrix recovery, we introduce the problem of unsigned matrix retrieval, where the aim is to recover a matrix of bounded-rank from a sign-ambiguous version of it. Allowing for missing entries in addition to sign ambiguities leads to the problem of unsigned matrix completion. Under an algebraic geometry framework, we provide fundamental results regarding unique recovery up to a class of rank-preserving sign patterns and finite completability.

We introduce robust principal component analysis from a data matrix in which the entries of its columns have been corrupted by permutations, termed Unlabeled Principal Component Analysis (UPCA). Using algebraic geometry, we establish that UPCA is a well-defined algebraic problem in the sense that the only matrices of minimal rank that agree with the given data are row-permutations of the ground-truth matrix, arising as the unique solutions of a polynomial system of equations. Further, we propose an efficient two-stage algorithmic pipeline for UPCA suitable for the practically relevant case where only a fraction of the data have been permuted. Stage-I employs outlier-robust PCA methods to estimate the ground-truth column-space. Equipped with the column-space, Stage-II applies recent methods for unlabeled sensing to restore the permuted data. Experiments on synthetic data, face images, educational and medical records reveal the potential of UPCA for applications such as data privatization and record linkage.

We revisit robust estimation of homographies over point correspondences between two or three views, a fundamental problem in geometric vision. The analysis serves as a platform to support a rigorous investigation of Dual Principal Component Pursuit (DPCP) as a valid and powerful alternative to RANSAC for robust model fitting in multiple-view geometry. Homography fitting is cast as a robust nullspace estimation problem over either homographic or epipolar/trifocal embeddings. We prove that the nullspace of epipolar or trifocal embeddings in the homographic scenario, of dimension 3 and 6 for two and three views respectively, is defined by unique, computable homographies. Experiments show that DPCP performs on par with USAC with local optimization, while requiring an order of magnitude less computing time, and it also outperforms a recent deep learning implementation for homography estimation.

Linear regression without correspondences concerns the recovery of a signal in the linear regression setting, where the correspondences between the observations and the linear functionals are unknown. The associated maximum likelihood function is NP-hard to compute when the signal has dimension larger than one. To optimize this objective function we reformulate it as a concave minimization problem, which we solve via branch-and-bound. This is supported by a computable search space to branch, an effective lower bounding scheme via convex envelope minimization and a refined upper bound, all naturally arising from the concave minimization reformulation. The resulting algorithm outperforms state-of-the-art methods for fully shuffled data and remains tractable for up to 8-dimensional signals, an untouched regime in prior work.

Linear regression without correspondences is the problem of performing a linear regression fit to a dataset for which the correspondences between the independent samples and the observations are unknown. Such a problem naturally arises in diverse domains such as computer vision, data mining, communications and biology. In its simplest form, it is tantamount to solving a linear system of equations, for which the entries of the right hand side vector have been permuted. This type of data corruption renders the linear regression task considerably harder, even in the absence of other corruptions, such as noise, outliers or missing entries. Existing methods are either applicable only to noiseless data or they are very sensitive to initialization or they work only for partially shuffled data. In this paper we address these issues via an algebraic geometric approach, which uses symmetric polynomials to extract permutation-invariant constraints that the parameters ξ* ∈ Rnof the linear regression model must satisfy. This naturally leads to a polynomial system of n equations in n unknowns, which contains ξ* in its root locus. Using the machinery of algebraic geometry we prove that as long as the independent samples are generic, this polynomial system is always consistent with at most n! complex roots, regardless of any type of corruption inflicted on the observations. The algorithmic implication of this fact is that one can always solve this polynomial system and use its most suitable root as initialization to the Expectation Maximization algorithm. To the best of our knowledge, the resulting method is the first working solution for small values of n able to handle thousands of fully shuffled noisy observations in milliseconds.

Over the past decade, the Gröbner basis theory and automatic solver generation have lead to a large number of solutions to geometric vision problems. In practically all cases, the derived solvers apply a fixed elimination template to calculate the Groebner basis and thereby identify the zero-dimensional variety of the original polynomial constraints. However, it is clear that different variable or monomial orderings lead to different elimination templates, and we show that they may present a large variability in accuracy for a certain instance of a problem. The present paper has two contributions. We first show that for a common class of problems in geometric vision, variable reordering simply translates into a permutation of the columns of the initial coefficient matrix, and that-as a result-one and the same elimination template can be reused in different ways, each one leading to potentially different accuracy. We then prove that the original set of coefficients may contain sufficient information to train a classifier for online selection of a good solver, most notably at the cost of only a small computational overhead. We demonstrate wide applicability at the hand of generic dense polynomial problem solvers, as well as a concrete solver from geometric vision.

Towards low-latency communication for short-packet transmission, this paper tackles the problem of shuffled linear regression for large-scale wireless sensor networks with header-free communication by using results from algebraic geometry as well as an alternating optimization scheme. The shuffled linear regression problem is to solve a linear system with shuffled entries of the right hand side vector. However, solving the shuffled linear system requires high computational cost. The key idea of our approach is to eliminate the shuffled structure via symmetric polynomials, which leads to a system of polynomial equations. Considering one of the solutions of the resulting polynomial system as an initialization to the Expectation Maximization algorithm, we propose the Algebraically-Initialized Expectation Maximization algorithm. Computational experiments with synthetic data show that our proposed algorithm is extensively efficient, and it performs well even with noise.

Dual Principal Component Pursuit (DPCP) is a recently proposed non-convex optimization based method for learning subspaces of high relative dimension from noiseless datasets contaminated by as many outliers as the square of the number of inliers. Experimentally, DPCP has proved to be robust to noise and outperform the popular RANSAC on 3D vision tasks such as road plane detection and relative poses estimation from three views. This paper extends the global optimality and convergence theory of DPCP to the case of data corrupted by noise, and further demonstrates its robustness using synthetic and real data.

A recent line of research termed "unlabeled sensing" and "shuffled linear regression" has been exploring under great generality the recovery of signals from subsampled and permuted measurements; a challenging problem in diverse fields of data science and machine learning. In this paper we introduce an abstraction of this problem which we call "homomorphic sensing". Given a linear subspace and a finite set of linear transformations we develop an algebraic theory which establishes conditions guaranteeing that points in the subspace are uniquely determined from their homomorphic image under some transformation in the set. As a special case, we recover known conditions for unlabeled sensing, as well as new results and extensions. On the algorithmic level we exhibit two dynamic programming based algorithms, which to the best of our knowledge are the first working solutions for the unlabeled sensing problem for small dimensions. One of them, additionally based on branch-and-bound, when applied to image registration under affine transformations, performs on par with or outperforms state-of-the-art methods on benchmark datasets.

Minimizing a non-smooth function over the Grassmannian appears in many applications in machine learning. In this paper we show that if the objective satisfies a certain Riemannian regularity condition with respect to some point in the Grassmannian, then a Riemannian subgradient method with appropriate initialization and geometrically diminishing step size converges at a linear rate to that point. We show that for both the robust subspace learning method Dual Principal Component Pursuit (DPCP) and the Orthogonal Dictionary Learning (ODL) problem, the Riemannian regularity condition is satisfied with respect to appropriate points of interest, namely the subspace orthogonal to the sought subspace for DPCP and the orthonormal dictionary atoms for ODL. Consequently, we obtain in a unified framework significant improvements for the convergence theory of both methods.

Sparse Subspace Clustering (SSC) is a popular unsupervised machine learning method for clustering data lying close to an unknown union of low-dimensional linear subspaces; a problem with numerous applications in pattern recognition and computer vision. Even though the behavior of SSC for complete data is by now well-understood, little is known about its theoretical properties when applied to data with missing entries. In this paper we give theoretical guarantees for SSC with incomplete data, and provide theoretical evidence that projecting the zero-filled data onto the observation pattern of the point being expressed can lead to substantial improvement in performance; a phenomenon already known experimentally. The main insight of our analysis is that even though this projection induces additional missing entries, this is counterbalanced by the fact that the projected and zero-filled data are in effect incomplete points associated with the union of the corresponding projected subspaces, with respect to which the point being expressed is complete. The significance of this phenomenon potentially extends to the entire class of self-expressive methods.

Recent methods for learning a linear subspace from data corrupted by outliers are based on convex L1 and nuclear norm optimization and require the dimension of the subspace and the number of outliers to be sufficiently small [27]. In sharp contrast, the recently proposed Dual Principal Component Pursuit (DPCP) method [22] can provably handle subspaces of high dimension by solving a non-convex L1 optimization problem on the sphere. However, its geometric analysis is based on quantities that are difficult to interpret and are not amenable to statistical analysis. In this paper we provide a refined geometric analysis and a new statistical analysis that show that DPCP can tolerate as many outliers as the square of the number of inliers, thus improving upon other provably correct robust PCA methods. We also propose a scalable Projected Sub-Gradient Descent method (DPCP-PSGD) for solving the DPCP problem and show it admits linear convergence even though the underlying optimization problem is non-convex and non-smooth. Experiments on road plane detection from 3D point cloud data demonstrate that DPCP-PSGD can be more efficient than the traditional RANSAC algorithm, which is one of the most popular methods for such computer vision applications.

We consider the problem of learning a linear subspace from data corrupted by outliers. Classical approaches are typically designed for the case in which the subspace dimension is small relative to the ambient dimension. Our approach works with a dual representation of the subspace and hence aims to find its orthogonal complement; as such, it is particularly suitable for subspaces whose dimension is close to the ambient dimension (subspaces of high relative dimension). We pose the problem of computing normal vectors to the inlier subspace as a non-convex $\ell_1$ minimization problem on the sphere, which we call Dual Principal Component Pursuit (DPCP) problem. We provide theoretical guarantees under which every global solution to DPCP is a vector in the orthogonal complement of the inlier subspace. Moreover, we relax the non-convex DPCP problem to a recursion of linear programs whose solutions are shown to converge in a finite number of steps to a vector orthogonal to the subspace. In particular, when the inlier subspace is a hyperplane, the solutions to the recursion of linear programs converge to the global minimum of the non-convex DPCP problem in a finite number of steps. We also propose algorithms based on alternating minimization and iteratively re-weighted least squares, which are suitable for dealing with large-scale data. Experiments on synthetic data show that the proposed methods are able to handle more outliers and higher relative dimensions than current state-of-the-art methods, while experiments in the context of the three-view geometry problem in computer vision suggest that the proposed methods can be a useful or even superior alternative to traditional RANSAC-based approaches for computer vision and other applications.

Subspace clustering is an important problem in machine learning with many applications in computer vision and pattern recognition. Prior work has studied this problem using algebraic, iterative, statistical, low-rank and sparse representation techniques. While these methods have been applied to both linear and affine subspaces, theoretical results have only been established in the case of linear subspaces. For example, algebraic subspace clustering (ASC) is guaranteed to provide the correct clustering when the data points are in general position and the union of subspaces is transversal. In this paper we study in a rigorous fashion the properties of ASC in the case of affine subspaces. Using notions from algebraic geometry, we prove that the homogenization trick , which embeds points in a union of affine subspaces into points in a union of linear subspaces, preserves the general position of the points and the transversality of the union of subspaces in the embedded space, thus establishing the correctness of ASC for affine subspaces.

State-of-the-art methods for clustering data drawn from a union of subspaces are based on sparse and low-rank representation theory and convex optimization algorithms. Existing results guaranteeing the correctness of such methods require the dimension of the subspaces to be small relative to the dimension of the ambient space. When this assumption is violated, as is, e.g., in the case of hyperplanes, existing methods are either computationally too intensive (e.g., algebraic methods) or lack sufficient theoretical support (e.g., K-Hyperplanes or RANSAC). In this paper we provide theoretical and algorithmic contributions to the problem of clustering data from a union of hyperplanes, by extending a recent subspace learning method called Dual Principal Component Pursuit (DPCP) to the multi-hyperplane case. We give theoretical guarantees under which, the non-convex $\ell_1$ problem associated with DPCP admits a unique global minimizer equal to the normal vector of the most dominant hyperplane. Inspired by this insight, we propose sequential (RANSAC-style) and iterative (K-Hyperplanes-style) hyperplane learning DPCP algorithms, which, via experiments on synthetic and real data, are shown to outperform or be competitive to the state-of-the-art.

Subspace clustering is the problem of clustering data that lie close to a union of linear subspaces. Existing algebraic subspace clustering methods are based on fitting the data with an algebraic variety and decomposing this variety into its constituent subspaces. Such methods are well suited to the case of a known number of subspaces of known and equal dimensions, where a single polynomial vanishing in the variety is sufficient to identify the subspaces. While subspaces of unknown and arbitrary dimensions can be handled using multiple vanishing polynomials, current approaches are not robust to corrupted data due to the difficulty of estimating the number of polynomials. As a consequence, the current practice is to use a single polynomial to fit the data with a union of hyperplanes containing the union of subspaces, an approach that works well only when the dimensions of the subspaces are high enough. In this paper, we propose a new algebraic subspace clustering algorithm, which can identify the subspace $\mathcal{S}$ passing through a point $\mathcal{X}$ by constructing a descending filtration of subspaces containing $\mathcal{S}$. First, a single polynomial vanishing in the variety is identified and used to find a hyperplane containing $\mathcal{S}$. After intersecting this hyperplane with the variety to obtain a subvariety, a new polynomial vanishing in the subvariety is found, and so on, until no nontrivial vanishing polynomial exists. In this case, our algorithm identifies $\mathcal{S}$ as the intersection of the hyperplanes identified thus far. By repeating this procedure for other points, our algorithm eventually identifies all the subspaces. Alternatively, by constructing a filtration at each data point and comparing any two filtrations using a suitable affinity, we propose a spectral version of our algebraic procedure based on spectral clustering, which is suitable for computations with noisy data. We show by experiments on synthetic and real data that the proposed algorithm outperforms state-of-the-art methods on several occasions, thus demonstrating the merit of the idea of filtrations.

We present a novel array RLS algorithm with forgetting factor that circumvents the problem of fading regularization, inherent to the standard exponentially-weighted RLS, by allowing for time-varying regularization matrices with generic structure. Simulations in finite precision show the algorithm's superiority as compared to alternative algorithms in the context of adaptive beamforming.

In this paper we propose a robust affine projection algorithm (APA) which enforces the control of the regularization parameter based on the feedback of the condition number (CN) of the matrix inversion required to implement the AP algorithm. The CN-based regularization helps reducing the EMSE, and may also bound the inversion errors introduced in finite precision computations. The CN is determined via a computationally efficient method, resulting in little additional computational cost over the standard APA. Simulations show that when the input signal is highly colored, the proposed algorithm outperforms the standard ∈-APA with fixed regularization, as well as other recently proposed APA variants.