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Dual Principal Component Pursuit for Robust Subspace Learning: Theory and Algorithms for a Holistic Approach

ICML 2021 · Learning theory and algorithms › Matrix and tensor methods · approach: Nonconvex low-rank and sparse optimization

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
holistic DPCP (simultaneous Grassmannian basis) instead of recursive single-normal DPCPDPCP for codimension-c subspace · Synthetic D=1000, c=50, N=10Drunning time: 1.78s vs 79.74sHelped
holistic DPCP instead of recursive DPCPDPCP for codimension-c subspace · Synthetic D=1000, c=50, N=10D, high noise and outlier ratiosubspace estimation accuracyHelped
PCA and REAPER baselines instead of holistic DPCProbust subspace recovery · Synthetic D=1000, c=50, N=10Dsubspace estimation accuracyHurt
holistic DPCP performs similarly to GGD and GGD-dual in accuracy but runs much fasterrobust subspace recovery · Synthetic D=1000, c=50, N=10Drunning time: 1.78s vs 24.78s (GGD)Helped
noise level sigma from 0 to 1e-6 effect on RSGM convergenceholistic DPCP with RSGM · Synthetic D=30, N=500, outlier ratio 0.7convergence to S-perp neighborhoodNo clear effect
holistic DPCP tolerates O(N^2) outliers (theory) vs O(N) for other RSR methodsrobust subspace recovery · theoretical analysis, noiseless and noisyoutlier toleranceHelped

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