Canyi Lu

Canyi Lu

The tensor-tensor product (t-product) [M. E. Kilmer and C. D. Martin, 2011] is a natural generalization of matrix multiplication. Based on t-product, many operations on matrix can be extended to tensor cases, including tensor SVD, tensor spectral norm, tensor nuclear norm [C. Lu, et al., 2018] and many others. The linear algebraic structure of tensors are similar to the matrix cases. We develop a Matlab toolbox to implement several basic operations on tensors based on t-product. The toolbox is available at https://github.com/canyilu/tproduct.

Canyi Lu, Jiashi Feng, Shuicheng Yan et al.

Accompanied with the rising popularity of compressed sensing, the Alternating Direction Method of Multipliers (ADMM) has become the most widely used solver for linearly constrained convex problems with separable objectives. In this work, we observe that many previous variants of ADMM update the primal variable by minimizing different majorant functions with their convergence proofs given case by case. Inspired by the principle of majorization minimization, we respectively present the unified frameworks and convergence analysis for the Gauss-Seidel ADMMs and Jacobian ADMMs, which use different historical information for the current updating. Our frameworks further generalize previous ADMMs to the ones capable of solving the problems with non-separable objectives by minimizing their separable majorant surrogates. We also show that the bound which measures the convergence speed of ADMMs depends on the tightness of the used majorant function. Then several techniques are introduced to improve the efficiency of ADMMs by tightening the majorant functions. In particular, we propose the Mixed Gauss-Seidel and Jacobian ADMM (M-ADMM) which alleviates the slow convergence issue of Jacobian ADMMs by absorbing merits of the Gauss-Seidel ADMMs. M-ADMM can be further improved by using backtracking, wise variable partition and fully exploiting the structure of the constraint. Beyond the guarantee in theory, numerical experiments on both synthesized and real-world data further demonstrate the superiority of our new ADMMs in practice. Finally, we release a toolbox at https://github.com/canyilu/LibADMM that implements efficient ADMMs for many problems in compressed sensing.

Hao Kong, Canyi Lu, Zhouchen Lin

Recently, the \textit{Tensor Nuclear Norm~(TNN)} regularization based on t-SVD has been widely used in various low tubal-rank tensor recovery tasks. However, these models usually require smooth change of data along the third dimension to ensure their low rank structures. In this paper, we propose a new definition of data dependent tensor rank named \textit{tensor Q-rank} by a learnable orthogonal matrix $\mathbf{Q}$, and further introduce a unified data dependent low rank tensor recovery model. According to the low rank hypothesis, we introduce two explainable selection method of $\mathbf{Q}$, under which the data tensor may have a more significant low tensor Q-rank structure than that of low tubal-rank structure. Specifically, maximizing the variance of singular value distribution leads to Variance Maximization Tensor Q-Nuclear norm~(VMTQN), while minimizing the value of nuclear norm through manifold optimization leads to Manifold Optimization Tensor Q-Nuclear norm~(MOTQN). Moreover, we apply these two models to the low rank tensor completion problem, and then give an effective algorithm and briefly analyze why our method works better than TNN based methods in the case of complex data with low sampling rate. Finally, experimental results on real-world datasets demonstrate the superiority of our proposed model in the tensor completion problem with respect to other tensor rank regularization models.

Canyi Lu, Pan Zhou

This work studies the Tensor Robust Principal Component Analysis (TRPCA) problem, which aims to exactly recover the low-rank and sparse components from their sum. Our model is motivated by the recently proposed linear transforms based tensor-tensor product and tensor SVD. We define a new transforms depended tensor rank and the corresponding tensor nuclear norm. Then we solve the TRPCA problem by convex optimization whose objective is a weighted combination of the new tensor nuclear norm and the $\ell_1$-norm. In theory, we show that under certain incoherence conditions, the convex program exactly recovers the underlying low-rank and sparse components. It is of great interest that our new TRPCA model generalizes existing works. In particular, if the studied tensor reduces to a matrix, our TRPCA model reduces to the known matrix RPCA. Our new TRPCA which is allowed to use general linear transforms can be regarded as an extension of our former TRPCA work which uses the discrete Fourier transform. But their proof of the recovery guarantee is different. Numerical experiments verify our results and the application on image recovery demonstrates the superiority of our method.

Canyi Lu, Jiashi Feng, Zhouchen Lin et al.

The recent proposed Tensor Nuclear Norm (TNN) [Lu et al., 2016; 2018a] is an interesting convex penalty induced by the tensor SVD [Kilmer and Martin, 2011]. It plays a similar role as the matrix nuclear norm which is the convex surrogate of the matrix rank. Considering that the TNN based Tensor Robust PCA [Lu et al., 2018a] is an elegant extension of Robust PCA with a similar tight recovery bound, it is natural to solve other low rank tensor recovery problems extended from the matrix cases. However, the extensions and proofs are generally tedious. The general atomic norm provides a unified view of low-complexity structures induced norms, e.g., the $\ell_1$-norm and nuclear norm. The sharp estimates of the required number of generic measurements for exact recovery based on the atomic norm are known in the literature. In this work, with a careful choice of the atomic set, we prove that TNN is a special atomic norm. Then by computing the Gaussian width of certain cone which is necessary for the sharp estimate, we achieve a simple bound for guaranteed low tubal rank tensor recovery from Gaussian measurements. Specifically, we show that by solving a TNN minimization problem, the underlying tensor of size $n_1\times n_2\times n_3$ with tubal rank $r$ can be exactly recovered when the given number of Gaussian measurements is $O(r(n_1+n_2-r)n_3)$. It is order optimal when comparing with the degrees of freedom $r(n_1+n_2-r)n_3$. Beyond the Gaussian mapping, we also give the recovery guarantee of tensor completion based on the uniform random mapping by TNN minimization. Numerical experiments verify our theoretical results.

Canyi Lu, Jiashi Feng, Zhouchen Lin et al.

This paper studies the subspace clustering problem. Given some data points approximately drawn from a union of subspaces, the goal is to group these data points into their underlying subspaces. Many subspace clustering methods have been proposed and among which sparse subspace clustering and low-rank representation are two representative ones. Despite the different motivations, we observe that many existing methods own the common block diagonal property, which possibly leads to correct clustering, yet with their proofs given case by case. In this work, we consider a general formulation and provide a unified theoretical guarantee of the block diagonal property. The block diagonal property of many existing methods falls into our special case. Second, we observe that many existing methods approximate the block diagonal representation matrix by using different structure priors, e.g., sparsity and low-rankness, which are indirect. We propose the first block diagonal matrix induced regularizer for directly pursuing the block diagonal matrix. With this regularizer, we solve the subspace clustering problem by Block Diagonal Representation (BDR), which uses the block diagonal structure prior. The BDR model is nonconvex and we propose an alternating minimization solver and prove its convergence. Experiments on real datasets demonstrate the effectiveness of BDR.

Canyi Lu, Jiashi Feng, Yudong Chen et al.

In this paper, we consider the Tensor Robust Principal Component Analysis (TRPCA) problem, which aims to exactly recover the low-rank and sparse components from their sum. Our model is based on the recently proposed tensor-tensor product (or t-product). Induced by the t-product, we first rigorously deduce the tensor spectral norm, tensor nuclear norm, and tensor average rank, and show that the tensor nuclear norm is the convex envelope of the tensor average rank within the unit ball of the tensor spectral norm. These definitions, their relationships and properties are consistent with matrix cases. Equipped with the new tensor nuclear norm, we then solve the TRPCA problem by solving a convex program and provide the theoretical guarantee for the exact recovery. Our TRPCA model and recovery guarantee include matrix RPCA as a special case. Numerical experiments verify our results, and the applications to image recovery and background modeling problems demonstrate the effectiveness of our method.

Canyi Lu, Jiashi Feng, Zhouchen Lin et al.

Spectral Clustering (SC) is a widely used data clustering method which first learns a low-dimensional embedding $U$ of data by computing the eigenvectors of the normalized Laplacian matrix, and then performs k-means on $U^\top$ to get the final clustering result. The Sparse Spectral Clustering (SSC) method extends SC with a sparse regularization on $UU^\top$ by using the block diagonal structure prior of $UU^\top$ in the ideal case. However, encouraging $UU^\top$ to be sparse leads to a heavily nonconvex problem which is challenging to solve and the work (Lu, Yan, and Lin 2016) proposes a convex relaxation in the pursuit of this aim indirectly. However, the convex relaxation generally leads to a loose approximation and the quality of the solution is not clear. This work instead considers to solve the nonconvex formulation of SSC which directly encourages $UU^\top$ to be sparse. We propose an efficient Alternating Direction Method of Multipliers (ADMM) to solve the nonconvex SSC and provide the convergence guarantee. In particular, we prove that the sequences generated by ADMM always exist a limit point and any limit point is a stationary point. Our analysis does not impose any assumptions on the iterates and thus is practical. Our proposed ADMM for nonconvex problems allows the stepsize to be increasing but upper bounded, and this makes it very efficient in practice. Experimental analysis on several real data sets verifies the effectiveness of our method.

Canyi Lu, Jiashi Feng, Yudong Chen et al.

This paper studies the Tensor Robust Principal Component (TRPCA) problem which extends the known Robust PCA (Candes et al. 2011) to the tensor case. Our model is based on a new tensor Singular Value Decomposition (t-SVD) (Kilmer and Martin 2011) and its induced tensor tubal rank and tensor nuclear norm. Consider that we have a 3-way tensor ${\mathcal{X}}\in\mathbb{R}^{n_1\times n_2\times n_3}$ such that ${\mathcal{X}}={\mathcal{L}}_0+{\mathcal{E}}_0$, where ${\mathcal{L}}_0$ has low tubal rank and ${\mathcal{E}}_0$ is sparse. Is that possible to recover both components? In this work, we prove that under certain suitable assumptions, we can recover both the low-rank and the sparse components exactly by simply solving a convex program whose objective is a weighted combination of the tensor nuclear norm and the $\ell_1$-norm, i.e., $\min_{\mathcal{L},\ {\mathcal{E}}} \ \|{\mathcal{L}}\|_*+λ\|{\mathcal{E}}\|_1, \ \text{s.t.} \ {\mathcal{X}}={\mathcal{L}}+{\mathcal{E}}$, where $λ= {1}/{\sqrt{\max(n_1,n_2)n_3}}$. Interestingly, TRPCA involves RPCA as a special case when $n_3=1$ and thus it is a simple and elegant tensor extension of RPCA. Also numerical experiments verify our theory and the application for the image denoising demonstrates the effectiveness of our method.

Le Thi Khanh Hien, Cuong V. Nguyen, Huan Xu et al.

We consider the problem of minimizing the sum of an average function of a large number of smooth convex components and a general, possibly non-differentiable, convex function. Although many methods have been proposed to solve this problem with the assumption that the sum is strongly convex, few methods support the non-strongly convex case. Adding a small quadratic regularization is a common devise used to tackle non-strongly convex problems; however, it may cause loss of sparsity of solutions or weaken the performance of the algorithms. Avoiding this devise, we propose an accelerated randomized mirror descent method for solving this problem without the strongly convex assumption. Our method extends the deterministic accelerated proximal gradient methods of Paul Tseng and can be applied even when proximal points are computed inexactly. We also propose a scheme for solving the problem when the component functions are non-smooth.

Canyi Lu, Shuicheng Yan, Zhouchen Lin

Spectral Clustering (SC) is one of the most widely used methods for data clustering. It first finds a low-dimensonal embedding $U$ of data by computing the eigenvectors of the normalized Laplacian matrix, and then performs k-means on $U^\top$ to get the final clustering result. In this work, we observe that, in the ideal case, $UU^\top$ should be block diagonal and thus sparse. Therefore we propose the Sparse Spectral Clustering (SSC) method which extends SC with sparse regularization on $UU^\top$. To address the computational issue of the nonconvex SSC model, we propose a novel convex relaxation of SSC based on the convex hull of the fixed rank projection matrices. Then the convex SSC model can be efficiently solved by the Alternating Direction Method of \canyi{Multipliers} (ADMM). Furthermore, we propose the Pairwise Sparse Spectral Clustering (PSSC) which extends SSC to boost the clustering performance by using the multi-view information of data. Experimental comparisons with several baselines on real-world datasets testify to the efficacy of our proposed methods.

Canyi Lu, Huan Li, Zhouchen Lin et al.

The Augmented Lagragian Method (ALM) and Alternating Direction Method of Multiplier (ADMM) have been powerful optimization methods for general convex programming subject to linear constraint. We consider the convex problem whose objective consists of a smooth part and a nonsmooth but simple part. We propose the Fast Proximal Augmented Lagragian Method (Fast PALM) which achieves the convergence rate $O(1/K^2)$, compared with $O(1/K)$ by the traditional PALM. In order to further reduce the per-iteration complexity and handle the multi-blocks problem, we propose the Fast Proximal ADMM with Parallel Splitting (Fast PL-ADMM-PS) method. It also partially improves the rate related to the smooth part of the objective function. Experimental results on both synthesized and real world data demonstrate that our fast methods significantly improve the previous PALM and ADMM.

Canyi Lu, Jinhui Tang, Shuicheng Yan et al.

The nuclear norm is widely used as a convex surrogate of the rank function in compressive sensing for low rank matrix recovery with its applications in image recovery and signal processing. However, solving the nuclear norm based relaxed convex problem usually leads to a suboptimal solution of the original rank minimization problem. In this paper, we propose to perform a family of nonconvex surrogates of $L_0$-norm on the singular values of a matrix to approximate the rank function. This leads to a nonconvex nonsmooth minimization problem. Then we propose to solve the problem by Iteratively Reweighted Nuclear Norm (IRNN) algorithm. IRNN iteratively solves a Weighted Singular Value Thresholding (WSVT) problem, which has a closed form solution due to the special properties of the nonconvex surrogate functions. We also extend IRNN to solve the nonconvex problem with two or more blocks of variables. In theory, we prove that IRNN decreases the objective function value monotonically, and any limit point is a stationary point. Extensive experiments on both synthesized data and real images demonstrate that IRNN enhances the low-rank matrix recovery compared with state-of-the-art convex algorithms.

Canyi Lu, Huan Li, Zhouchen Lin

Compressed Sensing (CS) is a novel technique for simultaneous signal sampling and compression based on the existence of a sparse representation of signal and a projected dictionary $PD$, where $P\in\mathbb{R}^{m\times d}$ is the projection matrix and $D\in\mathbb{R}^{d\times n}$ is the dictionary. To exactly recover the signal with a small number of measurements $m$, the projected dictionary $PD$ is expected to be of low mutual coherence. Several previous methods attempt to find the projection $P$ such that the mutual coherence of $PD$ can be as low as possible. However, they do not minimize the mutual coherence directly and thus their methods are far from optimal. Also the solvers they used lack of the convergence guarantee and thus there has no guarantee on the quality of their obtained solutions. This work aims to address these issues. We propose to find an optimal projection by minimizing the mutual coherence of $PD$ directly. This leads to a nonconvex nonsmooth minimization problem. We then approximate it by smoothing and solve it by alternate minimization. We further prove the convergence of our algorithm. To the best of our knowledge, this is the first work which directly minimizes the mutual coherence of the projected dictionary with a convergence guarantee. Numerical experiments demonstrate that the proposed method can recover sparse signals better than existing methods.

Tam V. Nguyen, Canyi Lu, Jose Sepulveda et al.

In this paper, we present an adaptive nonparametric solution to the image parsing task, namely annotating each image pixel with its corresponding category label. For a given test image, first, a locality-aware retrieval set is extracted from the training data based on super-pixel matching similarities, which are augmented with feature extraction for better differentiation of local super-pixels. Then, the category of each super-pixel is initialized by the majority vote of the $k$-nearest-neighbor super-pixels in the retrieval set. Instead of fixing $k$ as in traditional non-parametric approaches, here we propose a novel adaptive nonparametric approach which determines the sample-specific k for each test image. In particular, $k$ is adaptively set to be the number of the fewest nearest super-pixels which the images in the retrieval set can use to get the best category prediction. Finally, the initial super-pixel labels are further refined by contextual smoothing. Extensive experiments on challenging datasets demonstrate the superiority of the new solution over other state-of-the-art nonparametric solutions.

Weiran Wang, Canyi Lu

We provide a simple and efficient algorithm for computing the Euclidean projection of a point onto the capped simplex---a simplex with an additional uniform bound on each coordinate---together with an elementary proof. Both the MATLAB and C++ implementations of the proposed algorithm can be downloaded at https://eng.ucmerced.edu/people/wwang5.

Xi Peng, Canyi Lu, Zhang Yi et al.

A lot of works have shown that frobenius-norm based representation (FNR) is competitive to sparse representation and nuclear-norm based representation (NNR) in numerous tasks such as subspace clustering. Despite the success of FNR in experimental studies, less theoretical analysis is provided to understand its working mechanism. In this paper, we fill this gap by building the theoretical connections between FNR and NNR. More specially, we prove that: 1) when the dictionary can provide enough representative capacity, FNR is exactly NNR even though the data set contains the Gaussian noise, Laplacian noise, or sample-specified corruption, 2) otherwise, FNR and NNR are two solutions on the column space of the dictionary.

Canyi Lu, Jinhui Tang, Min Lin et al.

In this paper, we study the robust subspace clustering problem, which aims to cluster the given possibly noisy data points into their underlying subspaces. A large pool of previous subspace clustering methods focus on the graph construction by different regularization of the representation coefficient. We instead focus on the robustness of the model to non-Gaussian noises. We propose a new robust clustering method by using the correntropy induced metric, which is robust for handling the non-Gaussian and impulsive noises. Also we further extend the method for handling the data with outlier rows/features. The multiplicative form of half-quadratic optimization is used to optimize the non-convex correntropy objective function of the proposed models. Extensive experiments on face datasets well demonstrate that the proposed methods are more robust to corruptions and occlusions.

Canyi Lu, Jiashi Feng, Zhouchen Lin et al.

This paper studies the subspace segmentation problem. Given a set of data points drawn from a union of subspaces, the goal is to partition them into their underlying subspaces they were drawn from. The spectral clustering method is used as the framework. It requires to find an affinity matrix which is close to block diagonal, with nonzero entries corresponding to the data point pairs from the same subspace. In this work, we argue that both sparsity and the grouping effect are important for subspace segmentation. A sparse affinity matrix tends to be block diagonal, with less connections between data points from different subspaces. The grouping effect ensures that the highly corrected data which are usually from the same subspace can be grouped together. Sparse Subspace Clustering (SSC), by using $\ell^1$-minimization, encourages sparsity for data selection, but it lacks of the grouping effect. On the contrary, Low-Rank Representation (LRR), by rank minimization, and Least Squares Regression (LSR), by $\ell^2$-regularization, exhibit strong grouping effect, but they are short in subset selection. Thus the obtained affinity matrix is usually very sparse by SSC, yet very dense by LRR and LSR. In this work, we propose the Correlation Adaptive Subspace Segmentation (CASS) method by using trace Lasso. CASS is a data correlation dependent method which simultaneously performs automatic data selection and groups correlated data together. It can be regarded as a method which adaptively balances SSC and LSR. Both theoretical and experimental results show the effectiveness of CASS.

Canyi Lu, Changbo Zhu, Chunyan Xu et al.

This work studies the Generalized Singular Value Thresholding (GSVT) operator ${\text{Prox}}_{g}^{σ}(\cdot)$, \begin{equation*} {\text{Prox}}_{g}^{σ}(B)=\arg\min\limits_{X}\sum_{i=1}^{m}g(σ_{i}(X)) + \frac{1}{2}||X-B||_{F}^{2}, \end{equation*} associated with a nonconvex function $g$ defined on the singular values of $X$. We prove that GSVT can be obtained by performing the proximal operator of $g$ (denoted as $\text{Prox}_g(\cdot)$) on the singular values since $\text{Prox}_g(\cdot)$ is monotone when $g$ is lower bounded. If the nonconvex $g$ satisfies some conditions (many popular nonconvex surrogate functions, e.g., $\ell_p$-norm, $0<p<1$, of $\ell_0$-norm are special cases), a general solver to find $\text{Prox}_g(b)$ is proposed for any $b\geq0$. GSVT greatly generalizes the known Singular Value Thresholding (SVT) which is a basic subroutine in many convex low rank minimization methods. We are able to solve the nonconvex low rank minimization problem by using GSVT in place of SVT.

Canyi Lu, Jinhui Tang, Shuicheng Yan et al.

As surrogate functions of $L_0$-norm, many nonconvex penalty functions have been proposed to enhance the sparse vector recovery. It is easy to extend these nonconvex penalty functions on singular values of a matrix to enhance low-rank matrix recovery. However, different from convex optimization, solving the nonconvex low-rank minimization problem is much more challenging than the nonconvex sparse minimization problem. We observe that all the existing nonconvex penalty functions are concave and monotonically increasing on $[0,\infty)$. Thus their gradients are decreasing functions. Based on this property, we propose an Iteratively Reweighted Nuclear Norm (IRNN) algorithm to solve the nonconvex nonsmooth low-rank minimization problem. IRNN iteratively solves a Weighted Singular Value Thresholding (WSVT) problem. By setting the weight vector as the gradient of the concave penalty function, the WSVT problem has a closed form solution. In theory, we prove that IRNN decreases the objective function value monotonically, and any limit point is a stationary point. Extensive experiments on both synthetic data and real images demonstrate that IRNN enhances the low-rank matrix recovery compared with state-of-the-art convex algorithms.

Canyi Lu, Yunchao Wei, Zhouchen Lin et al.

This paper proposes the Proximal Iteratively REweighted (PIRE) algorithm for solving a general problem, which involves a large body of nonconvex sparse and structured sparse related problems. Comparing with previous iterative solvers for nonconvex sparse problem, PIRE is much more general and efficient. The computational cost of PIRE in each iteration is usually as low as the state-of-the-art convex solvers. We further propose the PIRE algorithm with Parallel Splitting (PIRE-PS) and PIRE algorithm with Alternative Updating (PIRE-AU) to handle the multi-variable problems. In theory, we prove that our proposed methods converge and any limit solution is a stationary point. Extensive experiments on both synthesis and real data sets demonstrate that our methods achieve comparative learning performance, but are much more efficient, by comparing with previous nonconvex solvers.

Jing Wang, Canyi Lu, Meng Wang et al.

Sparse Representation (or coding) based Classification (SRC) has gained great success in face recognition in recent years. However, SRC emphasizes the sparsity too much and overlooks the correlation information which has been demonstrated to be critical in real-world face recognition problems. Besides, some work considers the correlation but overlooks the discriminative ability of sparsity. Different from these existing techniques, in this paper, we propose a framework called Adaptive Sparse Representation based Classification (ASRC) in which sparsity and correlation are jointly considered. Specifically, when the samples are of low correlation, ASRC selects the most discriminative samples for representation, like SRC; when the training samples are highly correlated, ASRC selects most of the correlated and discriminative samples for representation, rather than choosing some related samples randomly. In general, the representation model is adaptive to the correlation structure, which benefits from both $\ell_1$-norm and $\ell_2$-norm. Extensive experiments conducted on publicly available data sets verify the effectiveness and robustness of the proposed algorithm by comparing it with state-of-the-art methods.

Canyi Lu, Zhouchen Lin, Shuicheng Yan

This work presents a general framework for solving the low rank and/or sparse matrix minimization problems, which may involve multiple non-smooth terms. The Iteratively Reweighted Least Squares (IRLS) method is a fast solver, which smooths the objective function and minimizes it by alternately updating the variables and their weights. However, the traditional IRLS can only solve a sparse only or low rank only minimization problem with squared loss or an affine constraint. This work generalizes IRLS to solve joint/mixed low rank and sparse minimization problems, which are essential formulations for many tasks. As a concrete example, we solve the Schatten-$p$ norm and $\ell_{2,q}$-norm regularized Low-Rank Representation (LRR) problem by IRLS, and theoretically prove that the derived solution is a stationary point (globally optimal if $p,q\geq1$). Our convergence proof of IRLS is more general than previous one which depends on the special properties of the Schatten-$p$ norm and $\ell_{2,q}$-norm. Extensive experiments on both synthetic and real data sets demonstrate that our IRLS is much more efficient.