We study a data model in which the data matrix D can be expressed as D = L + S + C, where L is a low rank matrix, S an element-wise sparse matrix and C a matrix whose non-zero columns are outlying data points. To date, robust PCA algorithms have solely considered models with either S or C, but not both. As such, existi…
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New methods tackle robust reinforcement learning in sparse, corrupted data.
Robust Lasso-Zero handles missing covariates and sparse corruptions.
This work presents a new robust PCA method for foreground-background separation on freely moving camera video with possible dense and sparse corruptions. Our proposed method registers the frames of the corrupted video and then encodes the varying perspective arising from camera motion as missing data in a global model.…
New algorithm robustly estimates sparse models in high dimensions with corrupted data.
We study the problem of corrupted sensing, a generalization of compressed sensing in which one aims to recover a signal from a collection of corrupted or unreliable measurements. While an arbitrary signal cannot be recovered in the face of arbitrary corruption, tractable recovery is possible when both signal and corrup…
We provide a novel -- and to the best of our knowledge, the first -- algorithm for high dimensional sparse regression with constant fraction of corruptions in explanatory and/or response variables. Our algorithm recovers the true sparse parameters with sub-linear sample complexity, in the presence of a constant fractio…
Robust testing of sparse signals in corrupted data.
Conventional sampling techniques fall short of drawing descriptive sketches of the data when the data is grossly corrupted as such corruptions break the low rank structure required for them to perform satisfactorily. In this paper, we present new sampling algorithms which can locate the informative columns in presence …
We study high-dimensional sparse estimation tasks in a robust setting where a constant fraction of the dataset is adversarially corrupted. Specifically, we focus on the fundamental problems of robust sparse mean estimation and robust sparse PCA. We give the first practically viable robust estimators for these problems.…
We consider the robust phase retrieval problem of recovering the unknown signal from the magnitude-only measurements, where the measurements can be contaminated by both sparse arbitrary corruption and bounded random noise. We propose a new nonconvex algorithm for robust phase retrieval, namely Robust Wirtinger Flow to …
New method estimates sparse mean from noisy data without knowing sparsity level.
This paper examines a general class of noisy matrix completion tasks where the goal is to estimate a matrix from observations obtained at a subset of its entries, each of which is subject to random noise or corruption. Our specific focus is on settings where the matrix to be estimated is well-approximated by a product …
We consider high dimensional sparse regression, and develop strategies able to deal with arbitrary -- possibly, severe or coordinated -- errors in the covariance matrix . These may come from corrupted data, persistent experimental errors, or malicious respondents in surveys/recommender systems, etc. Such non-stochas…
New method improves deep learning models robustness to label noise.
Efficiently recovers data corrupted by adversarial noise in structured settings.
Paper tackles robust Euclidean distance estimation with sparse outliers.
New algorithm improves PPS for multi-object matching.
We consider the problem of sparsity-constrained -estimation when both explanatory and response variables have heavy tails (bounded 4-th moments), or a fraction of arbitrary corruptions. We focus on the -sparse, high-dimensional regime where the number of variables and the sample size are related through $…
DSF improves EEG model robustness to missing channels and noise.
We improve existing results in the field of compressed sensing and matrix completion when sampled data may be grossly corrupted. We introduce three new theorems. 1) In compressed sensing, we show that if the m \times n sensing matrix has independent Gaussian entries, then one can recover a sparse signal x exactly by tr…
Recovering low-rank and sparse matrices from incomplete or corrupted observations is an important problem in machine learning, statistics, bioinformatics, computer vision, as well as signal and image processing. In theory, this problem can be solved by the natural convex joint/mixed relaxations (i.e., l_{1}-norm and tr…
Robust principal component analysis (RPCA) can recover low-rank matrices when they are corrupted by sparse noises. In practice, many matrices are, however, of high-rank and hence cannot be recovered by RPCA. We propose a novel method called robust kernel principal component analysis (RKPCA) to decompose a partially cor…
New method tackles tensor regression with robust Kaczmarz approach.
Gradient descent recovers low-rank matrices from corrupted measurements with double over-parameterization.
This paper conducts a rigorous analysis for provable estimation of multidimensional arrays, in particular third-order tensors, from a random subset of its corrupted entries. Our study rests heavily on a recently proposed tensor algebraic framework in which we can obtain tensor singular value decomposition (t-SVD) that …
High-dimensional data often lie in low-dimensional subspaces corresponding to different classes they belong to. Finding sparse representations of data points in a dictionary built using the collection of data helps to uncover low-dimensional subspaces and address problems such as clustering, classification, subset sele…
New method for robust PCA with exponential family distributions.
This work presents a novel approach for robust PCA with total variation regularization for foreground-background separation and denoising on noisy, moving camera video. Our proposed algorithm registers the raw (possibly corrupted) frames of a video and then jointly processes the registered frames to produce a decomposi…
New method decomposes corrupted data matrices into sparse and low-rank components.
Class selectivity affects robustness to corruptions but not to adversarial attacks.
Study robust recovery of low-rank matrices from corrupted measurements without rank prior.
In presence of sparse noise we propose kernel regression for predicting output vectors which are smooth over a given graph. Sparse noise models the training outputs being corrupted either with missing samples or large perturbations. The presence of sparse noise is handled using appropriate use of -norm along-wi…
The performance of sparse signal recovery from noise corrupted, underdetermined measurements can be improved if both sparsity and correlation structure of signals are exploited. One typical correlation structure is the intra-block correlation in block sparse signals. To exploit this structure, a framework, called block…
We study the problem of robust linear regression with response variable corruptions. We consider the oblivious adversary model, where the adversary corrupts a fraction of the responses in complete ignorance of the data. We provide a nearly linear time estimator which consistently estimates the true regression vector, e…
New algorithms reduce communication for sparse mean estimation in noisy distributed systems.
Robust GP model detects and corrects sparse outliers.
Blind source separation (BSS) aims at recovering signals from mixtures. This problem has been extensively studied in cases where the mixtures are contaminated with additive Gaussian noise. However, it is not well suited to describe data that are corrupted with Poisson measurements such as in low photon count optics or …
Proposes a method to handle sparse multiway count data with false zeros using zero-truncated Poisson regression.
We consider the problem of the recovery of a k-sparse vector from compressed linear measurements when data are corrupted by a quantization noise. When the number of measurements is not sufficiently large, different -sparse solutions may be present in the feasible set, and the classical l1 approach may be unsuccessfu…
New algorithm learns PTFs with noisy data efficiently.
New analysis enables inversion of deep generative models with unique solutions.
This paper solves tensor robust principal component analysis via scaled gradient descent.
Robust estimators for Gaussian sparse tasks with optimal error under contamination.
Koopman Regularization learns governing equations from sparse data.
A simple self-supervised model for tensor RPCA using deep unfolding.
We consider the problem of robust compressed sensing whose objective is to recover a high-dimensional sparse signal from compressed measurements corrupted by outliers. A new sparse Bayesian learning method is developed for robust compressed sensing. The basic idea of the proposed method is to identify and remove the ou…
The paper analyzes how adversarial attacks affect sparse regression models.