针对鲁棒矩阵补全的加权幂分解方法

Weighted Power Factorization for Robust Matrix Completion

  • 摘要: 矩阵补全旨在对部分观测的矩阵进行填充,在图像修复、推荐系统等领域有着十分广泛的研究。随着核范数启发式理论的提出,大量基于这一理论的方法被提出来更好地解决矩阵补全问题。其中一系列基于奇异值分解(SVD)的方法在求解矩阵补全问题中获得了较好的性能,但SVD的操作也带来了较大的计算复杂度。为了解决这一问题,幂分解(Power Factorization(PF))模型被提出并应用于矩阵补全问题。基于PF的方法预先将矩阵分解为两个秩为r的矩阵的乘积,其也可以视为将矩阵分解为r个秩为1的矩阵分量的和。矩阵低秩特征自然地得到了满足,从而避免了SVD操作带来的高计算复杂度。然而,PF模型需要估计一个精确的秩参数r,这在现实中是困难的。并且它等价于给每一个秩1分量赋予相等的权重,这有可能会影响补全的性能。在本论文中,提出了一种加权PF(WPF)的模型来解决上述的两个问题。在构建WPF模型时,我们引入了一个带有稀疏约束的辅助变量,其目的有两个方面。第一,它可以区分不同秩1分量间的重要性并赋予不同的权重。第二,它可以定位一些不必要的秩1分量并将其摈弃。更进一步,考虑观测元素受到非高斯噪声污染的情况,我们结合信息论理论并利用相关熵来建模WPF模型以使其能够应对含非高斯噪声的矩阵补全问题。先用半二次(HQ)理论对WPF模型的建模进行转换,而后采用交替梯度下降(AGD)算法进行优化。利用仿真数据与真实图像数据上的实验结果验证了WPF方法的自动秩选择机制,并且在噪声环境下表明了WPF方法相比于基于SVD和PF的方法有更好的性能。此外,还探索了WPF在图像修复中的应用。

     

    Abstract: ‍ ‍Matrix completion was a problem of filling up the missing elements of a partially observed matrix. It had attracted a lot of research interests in many fields, including image inpainting and recommendation systems. After the introduction of the nuclear norm heuristic theory, various methods were proposed to solve matrix completion problems. A line of works utilizing singular value decomposition (SVD) worked well but suffered from the high computational complexity of SVD. To tackle this problem, the power factorization (PF) model was proposed and applied in matrix completion problems. PF-based methods factorized the matrix into the product of two rank-r matrices in advance, which could also be viewed as factorizing the matrix into the sum of r rank-1 components. In this way, the low-rank characteristic of the matrix was naturally satisfied. Thus, the computationally expensive SVD operations could be avoided. However, the PF-based model had to estimate a relatively exact rank parameter r, which was realistically difficult. Besides, it assigned equal weights to those rank-1 components, which might limit the performance of PF. In this paper, to address the aforementioned problems, we proposed a weighted power factorization (WPF) model for matrix completion problems. Introduced an auxiliary weight variable with sparsity constraint whose role was twofold. First, it could capture the importance and assign different weights to those rank-1 components. Second, it could locate and drop out the unnecessary rank-1 components. This approach could overcome the limitations of the PF-based models and improve the performance of the matrix completion problem. Furthermore, considered the circumstances where entities observed of the matrix are contaminated with non-Gaussian noises. In this circumstance, we combined the information theory and utilized correntropy to formulate the WPF model for robust matrix completion. First transformed the formulation of WPF model with half-quadratic (HQ) theory and then optimized it through alternating gradient descent (AGD). Revealed the automatic rank selection advantage of our proposed WPF method and demonstrated its superior performance compared with SVD-based and PF-based methods under noisy conditions through experiments on synthetic data and real image data. Moreover, explored the wider applications of WPF method in image inpainting.

     

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