Skip to main content
Log in

Improved nonconvex optimization model for low-rank matrix recovery

  • Published:
Journal of Central South University Aims and scope Submit manuscript

Abstract

Low-rank matrix recovery is an important problem extensively studied in machine learning, data mining and computer vision communities. A novel method is proposed for low-rank matrix recovery, targeting at higher recovery accuracy and stronger theoretical guarantee. Specifically, the proposed method is based on a nonconvex optimization model, by solving the low-rank matrix which can be recovered from the noisy observation. To solve the model, an effective algorithm is derived by minimizing over the variables alternately. It is proved theoretically that this algorithm has stronger theoretical guarantee than the existing work. In natural image denoising experiments, the proposed method achieves lower recovery error than the two compared methods. The proposed low-rank matrix recovery method is also applied to solve two real-world problems, i.e., removing noise from verification code and removing watermark from images, in which the images recovered by the proposed method are less noisy than those of the two compared methods.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

References

  1. DEERWESTER S, DUMAIS S T, FURNAS G W, LANDAUER T K, HARSHMAN R. Indexing by latent semantic analysis [J]. Journal of the American Society for Information Science, 1990, 41(6): 391–407.

    Article  Google Scholar 

  2. MAZUMDER R, HASTIE T, TIBSHIRANI R. Spectral regularization algorithms for learning large incomplete matrices [J]. Journal of Machine Learning Research, 2010, 11(2): 2287–2322.

    MATH  MathSciNet  Google Scholar 

  3. MCFARLANE N, SCHOFIELD C. Segmentation and tracking of piglets in images [J]. British Machine Vision and Applications, 1995: 187–193.

    Google Scholar 

  4. ELGAMMAL A, HARWOOD D, DAVIS L. Non-parametric model for background subtraction [C]// European Conference on Computer Vision. London, UK, 2000: 751–767.

    Google Scholar 

  5. LIU G, LIN Z, YU Y. Robust subspace segmentation by low-rank representation [C]// International Conference on Machine Learning. Haifa, Israel, 2010: 663–670.

    Google Scholar 

  6. WANG S, ZHANG Z. Colorization by matrix completion [C]// AAAI Conference on Artificial Intelligence. Toronto, Canada, 2012: 1169–1175.

    Google Scholar 

  7. CANDÈS E, LI X, MA Y, WRIGHT J. Robust principal component analysis [J]. Journal of the ACM, 2011, 58(3): 1–31.

    Article  Google Scholar 

  8. WANG N, YAO T, WANG J, YEUNG D-Y. A probabilistic approach to robust matrix factorization [C]// European Conference on Computer Vision. 2012.

    Google Scholar 

  9. WANG S, LIU D, ZHANG Z. Nonconvex relaxation approaches to robust matrix recovery [C]// International Joint Conference on Artificial Intelligence. Beijing, China, 2013: 1764–1770.

    Google Scholar 

  10. SALAKHUTDINOV R, A MNIH. Bayesian probabilistic matrix factorization using Markov chain Monte Carlo [C]// International Conference on Machine Learning. Helsinki, Finland, 2008: 880–887.

    Google Scholar 

  11. SALAKHUTDINOV R, MNIH A. Probabilistic matrix factorization [C]// Advances in Neural Information Processing Systems. Vancouver, B.C., Canada, 2008: 1257–1264.

    Google Scholar 

  12. CHENG B, LIU G, WANG J, HUANG Z, YAN S. Multi-task low-rank affinity pursuit for image segmentation [C]// IEEE Conference on Computer Vision and Pattern Recognition. Barcelona, Spain, 2011: 2439–2446.

    Google Scholar 

  13. KYRILLIDIS A, CEVHER V. Matrix Alps: Accelerated low rank and sparse matrix reconstruction [R]. Preprint arXiv: 1203. 3864, 2012.

    Google Scholar 

  14. LIN Z, CHEN M, WU L, MA Y. The augmented Lagrange multiplier method for exact recovery of corrupted low-rank matrices [R]. UIUC Technical Report, 2009.

    Google Scholar 

  15. FAN J, LI R. Variable selection via nonconcave penalized likelihood and its Oracle properties [J]. Journal of the American Statistical Association, 2001, 96: 1348–1361.

    Article  MATH  MathSciNet  Google Scholar 

  16. ZOU H, LI R. One-step sparse estimates in nonconcave penalized likelihood models [J]. The Annals of Statistics, 2008, 36(4): 1509–1533.

    Article  MATH  MathSciNet  Google Scholar 

  17. ZHANG C H. Nearly unbiased variable selection under minimax concave penalty [J]. The Annals of Statistics, 2010, 38: 894–942.

    Article  MATH  MathSciNet  Google Scholar 

  18. GAO C, WANG N, YU Q, ZHANG Z. A feasible nonconvex relaxation approach to feature selection [C]// AAAI Conference on Artificial Intelligence. San Francisco, USA, 2011: 356–361.

    Google Scholar 

  19. GONG P, YE J, ZHANG C. Multi-stage multi-task feature learning [C]// Advances in Neural Information Processing Systems. Beijing, China, 2012: 895–903.

    Google Scholar 

  20. SHI J, REN X, DAI G, WANG J, ZHANG Z. A non-convex relaxation approach to sparse dictionary learning [C]// IEEE Conference on Computer Vision and Pattern Recognition. Colorado, USA, 2011: 1809–1816.

    Google Scholar 

  21. ZHANG Z, TU B. Nonconvex penalization using Laplace exponents and concave conjugates [C]// Advances in Neural Information Processing Systems. Lake Tahoe, USA, 2012: 611–619.

    Google Scholar 

  22. ZHANG Z, WANG S, LIU D, JORDAN M I. EP-GIG priors and applications in Bayesian sparse learning [J]. Journal of Machine Learning Research, 2012, 13: 2031–2061.

    MATH  MathSciNet  Google Scholar 

  23. HUNTER R, LI R. Variable selection using MM algorithm [J]. Annals of Statistics, 2005, 33(4): 1617–1642.

    Article  MATH  MathSciNet  Google Scholar 

  24. ZHANG Z, MATSUSHITA Y, MA Y. Camera calibration with lens distortion from low-rank textures [C]// IEEE Conference on Computer Vision and Pattern Recognition, Colorado, USA, 2011: 2321–2328.

    Google Scholar 

  25. PENG Y, GANESH A, WRIGHT J, XU W, MA Y. Rasl: Robust alignment by sparse and low-rank decomposition for linearly correlated images [J]. Pattern Analysis and Machine Intelligence, IEEE Transactions on, 2012, 34(11): 2233–2246.

    Article  Google Scholar 

  26. TIBSHIRANI R. Regression shrinkage and selection via the lasso [J]. Journal of the Royal Statistical Society: Series B. Methodological, 1996, 58(1): 267–288.

    MATH  MathSciNet  Google Scholar 

  27. MARTIN D, FOWLKES C, TAL D, MALIK J. A database of human segmented natural images and its application to evaluating segmentation algorithms and measuring ecological statistics [C]// IEEE International Conference on Computer Vision. Vancouver, Canada, 2001: 416–423.

    Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Bei-ji Zou  (邹北骥).

Additional information

Foundation item: Projects(61173122, 61262032) supported by the National Natural Science Foundation of China; Projects(11JJ3067, 12JJ2038) supported by the Natural Science Foundation of Hunan Province, China

Rights and permissions

Reprints and permissions

About this article

Check for updates. Verify currency and authenticity via CrossMark

Cite this article

Li, Lz., Zou, Bj. & Zhu, Cz. Improved nonconvex optimization model for low-rank matrix recovery. J. Cent. South Univ. 22, 984–991 (2015). https://doi.org/10.1007/s11771-015-2609-4

Download citation

  • Received:

  • Accepted:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s11771-015-2609-4

Key words

Navigation