Timezone: »
Robust principal component analysis (RPCA) is a critical tool in modern machine learning, which detects outliers in the task of low-rank matrix reconstruction. In this paper, we propose a scalable and learnable non-convex approach for high-dimensional RPCA problems, which we call Learned Robust PCA (LRPCA). LRPCA is highly efficient, and its free parameters can be effectively learned to optimize via deep unfolding. Moreover, we extend deep unfolding from finite iterations to infinite iterations via a novel feedforward-recurrent-mixed neural network model. We establish the recovery guarantee of LRPCA under mild assumptions for RPCA. Numerical experiments show that LRPCA outperforms the state-of-the-art RPCA algorithms, such as ScaledGD and AltProj, on both synthetic datasets and real-world applications.
Author Information
HanQin Cai (University of California, Los Angeles)
Jialin Liu (Alibaba DAMO Academy)
Wotao Yin (Alibaba US, DAMO Academy)
More from the Same Authors
-
2021 Spotlight: Closing the Gap: Tighter Analysis of Alternating Stochastic Gradient Methods for Bilevel Problems »
Tianyi Chen · Yuejiao Sun · Wotao Yin -
2021 : Practice-Consistent Analysis of Adam-Style Methods »
Zhishuai Guo · Yi Xu · Wotao Yin · Rong Jin · Tianbao Yang -
2021 Poster: Closing the Gap: Tighter Analysis of Alternating Stochastic Gradient Methods for Bilevel Problems »
Tianyi Chen · Yuejiao Sun · Wotao Yin -
2021 Poster: Hyperparameter Tuning is All You Need for LISTA »
Xiaohan Chen · Jialin Liu · Zhangyang Wang · Wotao Yin -
2021 Poster: Exponential Graph is Provably Efficient for Decentralized Deep Training »
Bicheng Ying · Kun Yuan · Yiming Chen · Hanbin Hu · PAN PAN · Wotao Yin -
2021 Poster: An Improved Analysis and Rates for Variance Reduction under Without-replacement Sampling Orders »
Xinmeng Huang · Kun Yuan · Xianghui Mao · Wotao Yin -
2020 Poster: An Improved Analysis of Stochastic Gradient Descent with Momentum »
Yanli Liu · Yuan Gao · Wotao Yin -
2020 Poster: An Improved Analysis of (Variance-Reduced) Policy Gradient and Natural Policy Gradient Methods »
Yanli Liu · Kaiqing Zhang · Tamer Basar · Wotao Yin -
2020 Poster: Provably Efficient Exploration for Reinforcement Learning Using Unsupervised Learning »
Fei Feng · Ruosong Wang · Wotao Yin · Simon Du · Lin Yang -
2020 Spotlight: Provably Efficient Exploration for Reinforcement Learning Using Unsupervised Learning »
Fei Feng · Ruosong Wang · Wotao Yin · Simon Du · Lin Yang -
2018 Poster: Theoretical Linear Convergence of Unfolded ISTA and Its Practical Weights and Thresholds »
Xiaohan Chen · Jialin Liu · Zhangyang Wang · Wotao Yin -
2018 Spotlight: Theoretical Linear Convergence of Unfolded ISTA and Its Practical Weights and Thresholds »
Xiaohan Chen · Jialin Liu · Zhangyang Wang · Wotao Yin