Deep Unrolling for Nonconvex Robust Principal Component Analysis - Archive ouverte HAL
Conference Papers Year : 2023

Deep Unrolling for Nonconvex Robust Principal Component Analysis

Caroline Chaux
Emmanuel Soubies
Vincent y F Tan

Abstract

We design algorithms for Robust Principal Component Analysis (RPCA) which consists in decomposing a matrix into the sum of a low rank matrix and a sparse matrix. We propose a deep unrolled algorithm based on an accelerated alternating projection algorithm which aims to solve RPCA in its nonconvex form. The proposed procedure combines benefits of deep neural networks and the interpretability of the original algorithm and it automatically learns hyperparameters. We demonstrate the unrolled algorithm's effectiveness on synthetic datasets and also on a face modeling problem, where it leads to both better numerical and visual performances.
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Dates and versions

hal-04160961 , version 1 (13-07-2023)

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Elizabeth Z. C. Tan, Caroline Chaux, Emmanuel Soubies, Vincent y F Tan. Deep Unrolling for Nonconvex Robust Principal Component Analysis. IEEE MLSP 2023, Sep 2023, Rome, France. ⟨10.1109/MLSP55844.2023.10285962⟩. ⟨hal-04160961⟩
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