Fast Extended Inductive Robust Principal Component Analysis With Optimal Mean

Inspired by the mean calculation of RPCA_OM and inductiveness of IRPCA, we first propose an inductive robust principal component analysis method with removing the optimal mean automatically, which is shorted as IRPCA_OM. Furthermore, IRPCA_OM is extended to Schatten-p norm and a more general framework (i.e., EIRPCA_OM) is presented. The objective function of EIRPCA_OM includes two terms, the first term is a robust reconstruction error term constrained by an l(2,1) -norm and the second term is a regularization term constrained by a Schatten-p norm. The proposed EIRPCA_OM method is robust, inductive and accurate. However, on the high-dimensional data, it would spend a large computation cost in training stage. To this end, a fast version of EIRPCA_OM called as FEIRPCA_OM is proposed, and its basic idea is to eliminate the zero eigenvalues of data matrix. More importantly, an effective theoretical proof is presented to ensure that FEIRPCA_OM has faster processing speed than EIRPCA_OM when processing high-dimensional data, but without any performance loss. Based on it, we also can exchange the less performance loss for the higher computation efficiency by removing the small eigenvalues of data matrix. Experimental results on the public datasets demonstrate that FEIRPCA_OM works efficiently on the high-dimensional data.

Automated summary

The paper presents an inductive robust principal component analysis method IRPCA_OM, extended to a more general EIRPCA_OM framework. Furthermore, a faster version FEIRPCA_OM is proposed by eliminating zero eigenvalues of the data matrix to improve processing speed.