Exact Decomposition of Joint Low Rankness and Local Smoothness Plus
Sparse Matrices
- URL: http://arxiv.org/abs/2201.12592v1
- Date: Sat, 29 Jan 2022 13:58:03 GMT
- Title: Exact Decomposition of Joint Low Rankness and Local Smoothness Plus
Sparse Matrices
- Authors: Jiangjun Peng, Yao Wang, Hongying Zhang, Jianjun Wang, and Deyu Meng
- Abstract summary: We propose a new RPCA model based on three-dimensional correlated total variation regularization (3DCTV-RPCA for short)
We prove that under some mild assumptions, the proposed 3DCTV-RPCA model can decompose both components exactly.
- Score: 39.47324019377441
- License: http://creativecommons.org/publicdomain/zero/1.0/
- Abstract: It is known that the decomposition in low-rank and sparse matrices
(\textbf{L+S} for short) can be achieved by several Robust PCA techniques.
Besides the low rankness, the local smoothness (\textbf{LSS}) is a vitally
essential prior for many real-world matrix data such as hyperspectral images
and surveillance videos, which makes such matrices have low-rankness and local
smoothness properties at the same time. This poses an interesting question: Can
we make a matrix decomposition in terms of \textbf{L\&LSS +S } form exactly? To
address this issue, we propose in this paper a new RPCA model based on
three-dimensional correlated total variation regularization (3DCTV-RPCA for
short) by fully exploiting and encoding the prior expression underlying such
joint low-rank and local smoothness matrices. Specifically, using a
modification of Golfing scheme, we prove that under some mild assumptions, the
proposed 3DCTV-RPCA model can decompose both components exactly, which should
be the first theoretical guarantee among all such related methods combining low
rankness and local smoothness. In addition, by utilizing Fast Fourier Transform
(FFT), we propose an efficient ADMM algorithm with a solid convergence
guarantee for solving the resulting optimization problem. Finally, a series of
experiments on both simulations and real applications are carried out to
demonstrate the general validity of the proposed 3DCTV-RPCA model.
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