This work studies the Tensor Robust Principal Component Analysis (TRPCA) problem, which aims to exactly recover the low-rank and sparse components from their sum. Our model is motivated by the recently proposed linear transforms based tensor-tensor product and tensor SVD. We define a new transforms depended tensor rank and the corresponding tensor nuclear norm. Then we solve the TR-PCA problem by convex optimization whose objective is a weighted combination of the new tensor nuclear norm and ℓ1-norm. In theory, we prove that under some incoherence conditions, the convex program exactly recovers the underlying low-rank and sparse components with high probability. Our new TRPCA is much more general since it allows to use any invertible linear transforms. Thus, we have more choices in practice for different tasks and different type of data. Numerical experiments verify our results and the application on image recovery demonstrates the superiority of our method.

Multi-way or tensor data analysis has attracted increasing attention recently, with many important applications in practice. This article develops a tensor low-rank representation (TLRR) method, which is the first approach that can exactly recover the clean data of intrinsic low-rank structure and accurately cluster them as well, with provable performance guarantees. In particular, for tensor data with arbitrary sparse corruptions, TLRR can exactly recover the clean data under mild conditions; meanwhile TLRR can exactly verify their true origin tensor subspaces and hence cluster them accurately. TLRR objective function can be optimized via efficient convex programing with convergence guarantees. Besides, we provide two simple yet effective dictionary construction methods, the simple TLRR (S-TLRR) and robust TLRR (R-TLRR), to handle slightly and severely corrupted data respectively. Experimental results on two computer vision data analysis tasks, image/video recovery and face clustering, clearly demonstrate the superior performance, efficiency and robustness of our developed method over state-of-the-arts including the popular LRR and SSC methods.

In this paper, we consider the Tensor Robust Principal Component Analysis (TRPCA) problem, which aims to exactly recover the low-rank and sparse components from their sum. Our model is based on the recently proposed tensor-tensor product (or t-product) [14]. Induced by the t-product, we first rigorously deduce the tensor spectral norm, tensor nuclear norm, and tensor average rank, and show that the tensor nuclear norm is the convex envelope of the tensor average rank within the unit ball of the tensor spectral norm. These definitions, their relationships and properties are consistent with matrix cases. Equipped with the new tensor nuclear norm, we then solve the TRPCA problem by solving a convex program and provide the theoretical guarantee for the exact recovery. Our TRPCA model and recovery guarantee include matrix RPCA as a special case. Numerical experiments verify our results, and the applications to image recovery and background modeling problems demonstrate the effectiveness of our method.

This work studies the low-rank tensor completion problem, which aims to exactly recover a low-rank tensor from partially observed entries. Our model is inspired by the recently proposed tensor-tensor product (t-product) based on any invertible linear transforms. When the linear transforms satisfy certain conditions, we deduce the new tensor tubal rank, tensor spectral norm, and tensor nuclear norm. Equipped with the tensor nuclear norm, we then solve the tensor completion problem by solving a convex program and provide the theoretical bound for the exact recovery under certain tensor incoherence conditions. The achieved sampling complexity is order-wise optimal. Our model and result greatly extend existing results in the low-rank matrix and tensor completion. Numerical experiments verify our results and the application on image recovery demonstrates the superiority of our method.

This paper studies the subspace clustering problem. Given some data points approximately drawn from a union of subspaces, the goal is to group these data points into their underlying subspaces. Many subspace clustering methods have been proposed and among which sparse subspace clustering and low-rank representation are two representative ones. Despite the different motivations, we observe that many existing methods own the common block diagonal property, which possibly leads to correct clustering, yet with their proofs given case by case. In this work, we consider a general formulation and provide a unified theoretical guarantee of the block diagonal property. The block diagonal property of many existing methods falls into our special case. Second, we observe that many existing methods approximate the block diagonal representation matrix by using different structure priors, e.g., sparsity and low-rankness, which are indirect. We propose the first block diagonal matrix induced regularizer for directly pursuing the block diagonal matrix. With this regularizer, we solve the subspace clustering problem by Block Diagonal Representation (BDR), which uses the block diagonal structure prior. The BDR model is nonconvex and we propose an alternating minimization solver and prove its convergence. Experiments on real datasets demonstrate the effectiveness of BDR.

Spectral Clustering (SC) is a widely used data clustering method which first learns a low-dimensional embedding U of data by computing the eigenvectors of the normalized Laplacian matrix, and then performs k-means on UT to get the final clustering result. The Sparse Spectral Clustering (SSC) method extends SC with a sparse regularization on UUT by using the block diagonal structure prior of UUT in the ideal case. However, encouraging UUT to be sparse leads to a heavily nonconvex problem which is challenging to solve and the work (Lu, Yan, and Lin 2016) proposes a convex relaxation in the pursuit of this aim indirectly. However, the convex relaxation generally leads to a loose approximation and the quality of the solution is not clear. This work instead considers to solve the nonconvex formulation of SSC which directly encourages UUT to be sparse. We propose an efficient Alternating Direction Method of Multipliers (ADMM) to solve the nonconvex SSC and provide the convergence guarantee. In particular, we prove that the sequences generated by ADMM always exist a limit point and any limit point is a stationary point. Our analysis does not impose any assumptions on the iterates and thus is practical. Our proposed ADMM for nonconvex problems allows the stepsize to be increasing but upper bounded, and this makes it very efficient in practice. Experimental analysis on several real data sets verifies the effectiveness of our method.

The recent proposed Tensor Nuclear Norm (TNN) [Lu et al., 2016; 2018a] is an interesting convex penalty induced by the tensor SVD [Kilmer and Martin, 2011]. It plays a similar role as the matrix nuclear norm which is the convex surrogate of the matrix rank. Considering that the TNN based Tensor Robust PCA [Lu et al., 2018a] is an elegant extension of Robust PCA with a similar tight recovery bound, it is natural to solve other low rank tensor recovery problems extended from the matrix cases. However, the extensions and proofs are generally tedious. The general atomic norm provides a unified view of low-complexity structures induced norms, e.g., the l1-norm and nuclear norm. The sharp estimates of the required number of generic measurements for exact recovery based on the atomic norm are known in the literature. In this work, with a careful choice of the atomic set, we prove that TNN is a special atomic norm. Then by computing the Gaussian width of certain cone which is necessary for the sharp estimate, we achieve a simple bound for guaranteed low tubal rank tensor recovery from Gaussian measurements. Specifically, we show that by solving a TNN minimization problem, the underlying tensor of size n1×n2×n3 with tubal rank r can be exactly recovered when the given number of Gaussian measurements is O(r(n1+n2−r)n3). It is order optimal when comparing with the degrees of freedom r(n1+n2−r)n3. Beyond the Gaussian mapping, we also give the recovery guarantee of tensor completion based on the uniform random mapping by TNN minimization. Numerical experiments verify our theoretical results.

Accompanied with the rising popularity of compressed sensing, the Alternating Direction Method of Multipliers (ADMM) has become the most widely used solver for linearly constrained convex problems with separable objectives. In this work, we observe that many existing ADMMs update the primal variable by minimizing different majorant functions with their convergence proofs given case by case. Inspired by the principle of majorization minimization, we respectively present the unified frameworks of Gauss-Seidel ADMMs and Jacobian ADMMs, which use different historical information for the current updating. Our frameworks generalize previous ADMMs to solve the problems with non-separable objectives. We also show that ADMMs converge faster when the used majorant function is tighter. We then propose the Mixed Gauss-Seidel and Jacobian ADMM (M-ADMM) which alleviates the slow convergence issue of Jacobian ADMMs by absorbing merits of the Gauss-Seidel ADMMs. M-ADMM can be further improved by backtracking and wise variable partition. We also propose to solve the multi-blocks problems by Proximal Gauss-Seidel ADMM which is of the Gauss-Seidel type. It convegences for non-strongly convex objective. Experiments on both synthesized and real-world data demonstrate the superiority of our new ADMMs. Finally, we release a toolbox that implements efficient ADMMs for many problems in compressed sensing.

Recently, a tensor nuclear norm (TNN) based method was proposed to solve the tensor completion problem, which has achieved state-of-the-art performance on image and video inpainting tasks. However, it requires computing tensor singular value decomposition (t-SVD), which costs much computation and thus cannot efficiently handle tensor data, due to its natural large scale. Motivated by TNN, we propose a novel low-rank tensor factorization method for efficiently solving the 3-way tensor completion problem. Our method preserves the low-rank structure of a tensor by factorizing it into the product of two tensors of smaller sizes. In the optimization process, our method only needs to update two smaller tensors, which can be more efficiently conducted than computing t-SVD. Furthermore, we prove that the proposed alternating minimization algorithm can converge to a Karush-Kuhn-Tucker point. Experimental results on the synthetic data recovery, image and video inpainting tasks clearly demonstrate the superior performance and efficiency of our developed method over state-of-the-arts including the TNN and matricization methods.

A lot of works have shown that frobenius-norm-based representation (FNR) is competitive to sparse representation and nuclear-norm-based representation (NNR) in numerous tasks such as subspace clustering. Despite the success of FNR in experimental studies, less theoretical analysis is provided to understand its working mechanism. In this brief, we fill this gap by building the theoretical connections between FNR and NNR. More specially, we prove that: 1) when the dictionary can provide enough representative capacity, FNR is exactly NNR even though the data set contains the Gaussian noise, Laplacian noise, or sample-specified corruption and 2) otherwise, FNR and NNR are two solutions on the column space of the dictionary.

Recently, convolutional neural network (CNN) visual features have demonstrated their powerful ability as a universal representation for various recognition tasks. In this paper, cross-modal retrieval with CNN visual features is implemented with several classic methods. Specifically, off-the-shelf CNN visual features are extracted from the CNN model, which is pretrained on ImageNet with more than one million images from 1000 object categories, as a generic image representation to tackle cross-modal retrieval. To further enhance the representational ability of CNN visual features, based on the pretrained CNN model on ImageNet, a fine-tuning step is performed by using the open source Caffe CNN library for each target data set. Besides, we propose a deep semantic matching method to address the cross-modal retrieval problem with respect to samples which are annotated with one or multiple labels. Extensive experiments on five popular publicly available data sets well demonstrate the superiority of CNN visual features for cross-modal retrieval.

The Augmented Lagragian Method (ALM) and Alternating Direction Method of Multiplier (ADMM) have been powerful optimization methods for general convex programming subject to linear constraint. We consider the convex problem whose objective consists of a smooth part and a nonsmooth but simple part. We propose the Fast Proximal Augmented Lagragian Method (Fast PALM) which achieves the convergence rate O(1/K2), compared with O(1/K) by the traditional PALM. In order to further reduce the per-iteration complexity and handle the multi-blocks problem, we propose the Fast Proximal ADMM with Parallel Splitting (Fast PL-ADMM-PS) method. It also partially improves the rate related to the smooth part of the objective function. Experimental results on both synthesized and real world data demonstrate that our fast methods significantly improve the previous PALM and ADMM

This paper studies the Tensor Robust Principal Component (TRPCA) problem which extends the known Robust PCA [4] to the tensor case. Our model is based on a new tensor Singular Value Decomposition (t-SVD) [14] and its induced tensor tubal rank and tensor nuclear norm. Consider that we have a 3-way tensor X ε Rn1×n2×n3such that X = L0+ S0, where L0has low tubal rank andS0 issparse. Is that possible to recover both components? In this work, we prove that under certain suitable assumptions, we can recover both the low-rank and the sparse components exactly by simply solving a convex program whose objective is a weighted combination of the tensor nuclear norm and the l1-norm, i.e., min L, E ||L||* + λ||ε||1, s.t. X = L + ε, where λ = 1/√max(n1, n2)n3. Interestingly, TRPCA involves RPCA as a special case when n3= 1 and thus it is a simple and elegant tensor extension of RPCA. Also numerical experiments verify our theory and the application for the image denoising demonstrates the effectiveness of our method.

A proper strategy to alleviate overfitting is critical to a deep neural network (DNN). In this paper, we introduce the cross-loss-function regularization for boosting the generalization capability of the DNN, which results in the multi-loss regularized DNN (ML-DNN) framework. For a particular learning task, e.g., image classification, only a single-loss function is used for all previous DNNs, and the intuition behind the multiloss framework is that the extra loss functions with different theoretical motivations (e.g., pairwise loss and LambdaRank loss) may drag the algorithm away from overfitting to one particular single-loss function (e.g., softmax loss). In the training stage, we pretrain the model with the single-core-loss function and then warm start the whole ML-DNN with the convolutional parameters transferred from the pretrained model. In the testing stage, the outputs by the ML-DNN from different loss functions are fused with average pooling to produce the ultimate prediction. The experiments conducted on several benchmark datasets (CIFAR-10, CIFAR-100, MNIST, and SVHN) demonstrate that the proposed ML-DNN framework, instantiated by the recently proposed network in network, considerably outperforms all other state-of-the-art methods.

The nuclear norm is widely used as a convex surrogate of the rank function in compressive sensing for low rank matrix recovery with its applications in image recovery and signal processing. However, solving the nuclear norm-based relaxed convex problem usually leads to a suboptimal solution of the original rank minimization problem. In this paper, we propose to use a family of nonconvex surrogates of L0-norm on the singular values of a matrix to approximate the rank function. This leads to a nonconvex nonsmooth minimization problem. Then, we propose to solve the problem by an iteratively re-weighted nuclear norm (IRNN) algorithm. IRNN iteratively solves a weighted singular value thresholding problem, which has a closed form solution due to the special properties of the nonconvex surrogate functions. We also extend IRNN to solve the nonconvex problem with two or more blocks of variables. In theory, we prove that the IRNN decreases the objective function value monotonically, and any limit point is a stationary point. Extensive experiments on both synthesized data and real images demonstrate that IRNN enhances the low rank matrix recovery compared with the state-of-the-art convex algorithms.

Spectral clustering (SC) is one of the most widely used methods for data clustering. It first finds a low-dimensional embedding U of data by computing the eigenvectors of the normalized Laplacian matrix, and then performs k-means on UTto get the final clustering result. In this paper, we observe that, in the ideal case, UUTshould be block diagonal and thus sparse. Therefore, we propose the sparse SC (SSC) method that extends the SC with sparse regularization on UUT. To address the computational issue of the nonconvex SSC model, we propose a novel convex relaxation of SSC based on the convex hull of the fixed rank projection matrices. Then, the convex SSC model can be efficiently solved by the alternating direction method of multipliers Furthermore, we propose the pairwise SSC that extends SSC to boost the clustering performance by using the multi-view information of data. Experimental comparisons with several baselines on real-world datasets testify to the efficacy of our proposed methods.

This work studies the Generalized Singular Value Thresholding (GSVT) operator associated with a nonconvex function g defined on the singular values of X. We prove that GSVT can be obtained by performing the proximal operator of g on the singular values since Proxg(.) is monotone when g is lower bounded. If the nonconvex g satisfies some conditions (many popular nonconvex surrogate functions, e.g., lp-norm, 0 < p < 1, of l0-norm are special cases), a general solver to find Proxg(b) is proposed for any b ≥ 0. GSVT greatly generalizes the known Singular Value Thresholding (SVT) which is a basic subroutine in many convex low rank minimization methods. We are able to solve the nonconvex low rank minimization problem by using GSVT in place of SVT.

In recent years, thanks to the efforts of individual scientists and research consortiums, a huge amount of chromatin immunoprecipitation followed by high-throughput sequencing (ChIP-seq) experimental data have been accumulated. Although several recent studies have demonstrated that a wealth of insights can be gained by integrative analysis of these data, owing to cost, time or sample material availability, it is not always possible for researchers to obtain binding profiles for every proteins in every sample of interest, which considerably limits the power of integrative studies. In this paper, we propose a novel method called Low Rank Convex Co-Embedding (LRCCE) for imputing new ChIP-seq datasets. In LRCCE, a diverse collection of available ChIP-seq data are fused together by mapping proteins, samples, and genomic positions simultaneously into the Euclidean space, thereby making their underling associations directly evaluable using simple calculations. In contrast with previous approaches which mainly use of the local correlations between available datasets, LRCCE can better estimate the overall data structure by formulating the representation learning of all involved entities as a single unified optimization problem. Experimental evaluations on the ENCODE data illustrate the usefulness of the proposed model.

In this paper, we present an adaptive nonparametric solution to the image parsing task, namely, annotating each image pixel with its corresponding category label. For a given test image, first, a locality-aware retrieval set is extracted from the training data based on superpixel matching similarities, which are augmented with feature extraction for better differentiation of local superpixels. Then, the category of each superpixel is initialized by the majority vote of the k -nearest-neighbor superpixels in the retrieval set. Instead of fixing k as in traditional nonparametric approaches, here, we propose a novel adaptive nonparametric approach that determines the sample-specific k for each test image. In particular, k is adaptively set to be the number of the fewest nearest superpixels that the images in the retrieval set can use to get the best category prediction. Finally, the initial superpixel labels are further refined by contextual smoothing. Extensive experiments on challenging data sets demonstrate the superiority of the new solution over other state-of-the-art nonparametric solutions.

To efficiently deal with the complex nonlinear variations of face images, a novel Lie group (LG) kernel is proposed in this paper to address the facial analysis problems. First, we present a linear dynamic model (LDM)-based face representation to capture both the appearance and spatial information of the face image. Second, the derived LDM can be parameterized as a specially structured upper triangular matrix, the space of which is proved to constitute an LG. An LG kernel is then designed to characterize the similarity between the LDMs for any two face images and the kernel can be fed into classical kernel-based classifiers for different types of facial analysis. Finally, experimental evaluations on face recognition and head pose estimation are conducted on several challenging data sets and the results show that the proposed algorithm outperforms other facial analysis methods.

In this paper, we study discriminative analysis of symmetric positive definite (SPD) matrices on Lie groups (LGs), namely, transforming an LG into a dimension-reduced one by optimizing data separability. In particular, we take the space of SPD matrices, e.g., covariance matrices, as a concrete example of LGs, which has proved to be a powerful tool for high-order image feature representation. The discriminative transformation of an LG is achieved by optimizing the within-class compactness as well as the between-class separability based on the popular graph embedding framework. A new kernel based on the geodesic distance between two samples in the dimension-reduced LG is then defined and fed into classical kernel-based classifiers, e.g., support vector machine, for various visual classification tasks. Extensive experiments on five public datasets, i.e., Scene-15, Caltech101, UIUC-Sport, MIT-Indoor, and VOC07, well demonstrate the effectiveness of discriminative analysis for SPD matrices on LGs, and the state-of-the-art performances are reported.

This paper presents a general framework for solving the low-rank and/or sparse matrix minimization problems, which may involve multiple nonsmooth terms. The iteratively reweighted least squares (IRLSs) method is a fast solver, which smooths the objective function and minimizes it by alternately updating the variables and their weights. However, the traditional IRLS can only solve a sparse only or low rank only minimization problem with squared loss or an affine constraint. This paper generalizes IRLS to solve joint/mixed low-rank and sparse minimization problems, which are essential formulations for many tasks. As a concrete example, we solve the Schatten-p norm and l2,q-norm regularized low-rank representation problem by IRLS, and theoretically prove that the derived solution is a stationary point (globally optimal if p,q ≥ 1). Our convergence proof of IRLS is more general than previous one that depends on the special properties of the Schatten-p norm and l2,q-norm. Extensive experiments on both synthetic and real data sets demonstrate that our IRLS is much more efficient.

This paper proposes the Proximal Iteratively REweighted (PIRE) algorithm for solving a general problem, which involves a large body of nonconvex sparse and structured sparse related problems. Comparing with previous iterative solvers for nonconvex sparse problem, PIRE is much more general and efficient. The computational cost of PIRE in each iteration is usually as low as the state-of-the-art convex solvers. We further propose the PIRE algorithm with Parallel Splitting (PIRE-PS) and PIRE algorithm with Alternative Updating (PIRE-AU) to handle the multi-variable problems. In theory, we prove that our proposed methods converge and any limit solution is a stationary point. Extensive experiments on both synthesis and real data sets demonstrate that our methods achieve comparative learning performance, but are much more efficient, by comparing with previous nonconvex solvers.

As surrogate functions of L0-norm, many nonconvex penalty functions have been proposed to enhance the sparse vector recovery. It is easy to extend these nonconvex penalty functions on singular values of a matrix to enhance low-rank matrix recovery. However, different from convex optimization, solving the nonconvex low-rank minimization problem is much more challenging than the nonconvex sparse minimization problem. We observe that all the existing nonconvex penalty functions are concave and monotonically increasing on [0, ∞). Thus their gradients are decreasing functions. Based on this property, we propose an Iteratively Reweighted Nuclear Norm (IRNN) algorithm to solve the nonconvex nonsmooth low-rank minimization problem. IRNN iteratively solves a Weighted Singular Value Thresholding (WSVT) problem. By setting the weight vector as the gradient of the concave penalty function, the WSVT problem has a closed form solution. In theory, we prove that IRNN decreases the objective function value monotonically, and any limit point is a stationary point. Extensive experiments on both synthetic data and real images demonstrate that IRNN enhances the low-rank matrix recovery compared with state-of-the-art convex algorithms.

Sparse representation (or coding)-based classification (SRC) has gained great success in face recognition in recent years. However, SRC emphasizes the sparsity too much and overlooks the correlation information which has been demonstrated to be critical in real-world face recognition problems. Besides, some paper considers the correlation but overlooks the discriminative ability of sparsity. Different from these existing techniques, in this paper, we propose a framework called adaptive sparse representation-based classification (ASRC) in which sparsity and correlation are jointly considered. Specifically, when the samples are of low correlation, ASRC selects the most discriminative samples for representation, like SRC; when the training samples are highly correlated, ASRC selects most of the correlated and discriminative samples for representation, rather than choosing some related samples randomly. In general, the representation model is adaptive to the correlation structure that benefits from both l1-norm and l2-norm. Extensive experiments conducted on publicly available data sets verify the effectiveness and robustness of the proposed algorithm by comparing it with the state-of-the-art methods.

This paper studies the subspace segmentation problem. Given a set of data points drawn from a union of subspaces, the goal is to partition them into their underlying subspaces they were drawn from. The spectral clustering method is used as the framework. It requires to find an affinity matrix which is close to block diagonal, with nonzero entries corresponding to the data point pairs from the same subspace. In this work, we argue that both sparsity and the grouping effect are important for subspace segmentation. A sparse affinity matrix tends to be block diagonal, with less connections between data points from different subspaces. The grouping effect ensures that the highly corrected data which are usually from the same subspace can be grouped together. Sparse Subspace Clustering (SSC), by using ell^1-minimization, encourages sparsity for data selection, but it lacks of the grouping effect. On the contrary, Low-Rank Representation (LRR), by rank minimization, and Least Squares Regression (LSR), by ell^2-regularization, exhibit strong grouping effect, but they are short in subset selection. Thus the obtained affinity matrix is usually very sparse by SSC, yet very dense by LRR and LSR. In this work, we propose the Correlation Adaptive Subspace Segmentation (CASS) method by using trace Lasso. CASS is a data correlation dependent method which simultaneously performs automatic data selection and groups correlated data together. It can be regarded as a method which adaptively balances SSC and LSR. Both theoretical and experimental results show the effectiveness of CASS.

In this paper, we study the robust subspace clustering problem, which aims to cluster the given possibly noisy data points into their underlying subspaces. A large pool of previous subspace clustering methods focus on the graph construction by different regularization of the representation coefficient. We instead focus on the robustness of the model to non-Gaussian noises. We propose a new robust clustering method by using the correntropy induced metric, which is robust for handling the non-Gaussian and impulsive noises. Also we further extend the method for handling the data with outlier rows/features. The multiplicative form of half-quadratic optimization is used to optimize the non-convex correntropy objective function of the proposed models. Extensive experiments on face datasets well demonstrate that the proposed methods are more robust to corruptions and occlusions.