Subspace Clustering with Priors via Sparse Quadratically Constrained Quadratic Programming
This paper considers the problem of recovering a subspace arrangement from noisy samples, potentially corrupted with outliers. Our main result shows that this problem can be formulated as a convex semi-definite optimization problem subject to an additional rank constrain that involves only a very sm...
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Published in | 2016 IEEE Conference on Computer Vision and Pattern Recognition (CVPR) pp. 5204 - 5212 |
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Main Authors | , , , |
Format | Conference Proceeding |
Language | English |
Published |
IEEE
01.06.2016
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Subjects | |
Online Access | Get full text |
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Summary: | This paper considers the problem of recovering a subspace arrangement from noisy samples, potentially corrupted with outliers. Our main result shows that this problem can be formulated as a convex semi-definite optimization problem subject to an additional rank constrain that involves only a very small number of variables. This is established by first reducing the problem to a quadratically constrained quadratic problem and then using its special structure to find conditions guaranteeing that a suitably built convex relaxation is indeed exact. When combined with the standard nuclear norm relaxation for rank, the results above lead to computationally efficient algorithms with optimality guarantees. A salient feature of the proposed approach is its ability to incorporate existing a-priori information about the noise, co-ocurrences, and percentage of outliers. These results are illustrated with several examples. |
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ISSN: | 1063-6919 |
DOI: | 10.1109/CVPR.2016.562 |