Robust PCA by Manifold Optimization

1 Aug 2017 Teng Zhang Yi Yang

Robust PCA is a widely used statistical procedure to recover a underlying low-rank matrix with grossly corrupted observations. This work considers the problem of robust PCA as a nonconvex optimization problem on the manifold of low-rank matrices, and proposes two algorithms (for two versions of retractions) based on manifold optimization... (read more)

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Dimensionality Reduction