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A Closed Form Solution to Robust Subspace Estimation and Clustering

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A Closed Form Solution to Robust Subspace Estimation and Clustering
We consider the problem of fitting one or more subspaces to a collection of data points drawn from the subspaces and corrupted by noise/outliers. We pose this problem as a rank minimization problem, where the goal is to decompose the corrupted data matrix as the sum of a clean, self-expressive, low-rank dictionary plus a matrix of noise/outliers. Our key contribution is to show that, for noisy data, this non-convex problem can be solved very efficiently and in closed form from the SVD of the noisy data matrix. Remarkably, this is true for both one or more subspaces. An important difference with respect to existing methods is that our framework results in a polynomial thresholding of the singular values with minimal shrinkage. Indeed, a particular case of our framework in the case of a single subspace leads to classical PCA, which requires no shrinkage. In the case of multiple subspaces, our framework provides an affinity matrix that can be used to cluster the data according to the ...
Paolo Favaro, René, Vidal, Avinash Ravichandran
Added 30 Apr 2011
Updated 30 Apr 2011
Type Journal
Year 2011
Where CVPR
Authors Paolo Favaro, René, Vidal, Avinash Ravichandran
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