Robust Principal Component Analysis: A Construction Error Minimization Perspective

2021/11/23 by Liu, Kai, Cao, Yarui
#FOS: Computer and information sciences #I.2 #Machine Learning (cs.LG)

paper · doi:10.48550/arxiv.2111.12132

Abstract

In this paper we propose a novel optimization framework to systematically solve robust PCA problem with rigorous theoretical guarantee, based on which we investigate very computationally economic updating algorithms.

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