Best Pair Formulation & Accelerated Scheme for Non-convex Principal Component Pursuit

Aritra Dutta, Filip Hanzely, Jingwei Liang, Peter Richtarik

Research output: Contribution to journalArticlepeer-review

Abstract

Given two disjoint sets, the best pair problem aims to find a point in one set and another point in the other set with minimal distance between them. In this paper, we formulate the classical robust principal component analysis (RPCA) problem as a best pair problem and design an accelerated proximal gradient algorithm to solve it. We prove that the method enjoys global convergence with a local linear rate. Our extensive numerical experiments on both real and synthetic data sets suggest that our proposed algorithm outperforms relevant baseline algorithms in the literature.
Original languageEnglish (US)
Pages (from-to)1-1
Number of pages1
JournalIEEE Transactions on Signal Processing
DOIs
StatePublished - 2020

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