Low Rank Representation –
Theories and Applications
林宙辰
北京大学
April 13, 2012
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Outline
• Low Rank Representation
• Some Theoretical Analysis
• Applications
• Generalizations
¼minrank(A);s:t:D=¼(A):
Sparse Subspace Clustering
• Sparse Representation
• Sparse Subspace Clustering
Elhamifar and Vidal. Sparse Subspace Clustering. CVPR2009.
minjjxjj0;s:t:y=Ax:(1)minjjzijj0;s:t:xi=X^izi;8i:(2)whereX^i=[x1;¢¢¢;xi¡1;xi+1;¢¢¢;xn].minjjZjj0;s:t:X=XZ;diag(Z)=0:(3)minjjZjj1;s:t:X=XZ;diag(Z)=0:(4)
Sparse Subspace Clustering
• Construct a graph
• Normalized cut on the graph
Elhamifar and Vidal. Sparse Subspace Clustering. CVPR2009.
W=(jZ¤j+j(Z¤)Tj)=2
Sparse Subspace Clustering
Elhamifar and Vidal. Sparse Subspace Clustering. CVPR2009.
Theorem.Assumethedataiscleanandisdrawnfromindependentsubspaces,thenZ¤isblockdiagonal.dim(PiSi)=Pidim(Si):
Drawback of SSC
• Sensitive to noise: no cross validation among coefficients
Elhamifar and Vidal. Sparse Subspace Clustering. CVPR2009.
minjjzijj1;s:t:xi=Xzi;(zi)i=0:(5)minjjZjj1;s:t:X=XZ;diag(Z)=0:(4)
Hints from 2D Sparsity
• Rank is a good measure of 2D sparsity
– Real data usually lie on low-dim manifolds
> 1B dim
low-dim subspaces → low rank data matrices
– Low rank ↔ high correlation among rows/columns
Low Rank Representation
no additional
constraint!
Liu, Lin, and Yu. Robust Subspace Segmentation by Low-Rank Representation, ICML 2010.
minjjZjj1;s:t:X=XZ;diag(Z)=0:(4)minjjZjj¤;s:t:X=XZ:(6)jjZjj¤=Pj¾j(Z),nuclearnorm,aconvexsurrogateofrank.