5.7ITMay 14
Fast and Provable Nonconvex Robust Matrix CompletionYichen Fu, Tianming Wang, Ke Wei
We study the robust matrix completion (RMC) problem subject to both sparse outliers and stochastic noise. A non-convex method termed Accelerated Robust Matrix Completion (ARMC) is proposed, which accelerates a prior non-convex approach by incorporating an explicit subspace projection step into the low-rank update, leading to significantly improved computational efficiency. Through a delicate analysis based on the leave-one-out technique, the entrywise linear convergence guarantee of ARMC has been established. Notably, the derived bounds for sample complexity and outlier sparsity improve upon existing guarantees of the convex relaxation approach that also accounts for both sparse outliers and stochastic noise. Moreover, numerical experiments on synthetic and real data show that ARMC is superior to existing non-convex RMC methods.
2.3MLOct 16, 2023
Outlier Detection Using Generative Models with Theoretical Performance GuaranteesJirong Yi, Jingchao Gao, Tianming Wang et al.
This paper considers the problem of recovering signals modeled by generative models from linear measurements contaminated with sparse outliers. We propose an outlier detection approach for reconstructing the ground-truth signals modeled by generative models under sparse outliers. We establish theoretical recovery guarantees for reconstruction of signals using generative models in the presence of outliers, giving lower bounds on the number of correctable outliers. Our results are applicable to both linear generator neural networks and the nonlinear generator neural networks with an arbitrary number of layers. We propose an iterative alternating direction method of multipliers (ADMM) algorithm for solving the outlier detection problem via $\ell_1$ norm minimization, and a gradient descent algorithm for solving the outlier detection problem via squared $\ell_1$ norm minimization. We conduct extensive experiments using variational auto-encoder and deep convolutional generative adversarial networks, and the experimental results show that the signals can be successfully reconstructed under outliers using our approach. Our approach outperforms the traditional Lasso and $\ell_2$ minimization approach.
Accelerated Structured Alternating Projections for Robust Spectrally Sparse Signal RecoveryHanQin Cai, Jian-Feng Cai, Tianming Wang et al.
Consider a spectrally sparse signal $\boldsymbol{x}$ that consists of $r$ complex sinusoids with or without damping. We study the robust recovery problem for the spectrally sparse signal under the fully observed setting, which is about recovering $\boldsymbol{x}$ and a sparse corruption vector $\boldsymbol{s}$ from their sum $\boldsymbol{z}=\boldsymbol{x}+\boldsymbol{s}$. In this paper, we exploit the low-rank property of the Hankel matrix formed by $\boldsymbol{x}$, and formulate the problem as the robust recovery of a corrupted low-rank Hankel matrix. We develop a highly efficient non-convex algorithm, coined Accelerated Structured Alternating Projections (ASAP). The high computational efficiency and low space complexity of ASAP are achieved by fast computations involving structured matrices, and a subspace projection method for accelerated low-rank approximation. Theoretical recovery guarantee with a linear convergence rate has been established for ASAP, under some mild assumptions on $\boldsymbol{x}$ and $\boldsymbol{s}$. Empirical performance comparisons on both synthetic and real-world data confirm the advantages of ASAP, in terms of computational efficiency and robustness aspects.
6.2ROJul 10, 2019
DOB-Net: Actively Rejecting Unknown Excessive Time-Varying DisturbancesTianming Wang, Wenjie Lu, Zheng Yan et al.
This paper presents an observer-integrated Reinforcement Learning (RL) approach, called Disturbance OBserver Network (DOB-Net), for robots operating in environments where disturbances are unknown and time-varying, and may frequently exceed robot control capabilities. The DOB-Net integrates a disturbance dynamics observer network and a controller network. Originated from conventional DOB mechanisms, the observer is built and enhanced via Recurrent Neural Networks (RNNs), encoding estimation of past values and prediction of future values of unknown disturbances in RNN hidden state. Such encoding allows the controller generate optimal control signals to actively reject disturbances, under the constraints of robot control capabilities. The observer and the controller are jointly learned within policy optimization by advantage actor critic. Numerical simulations on position regulation tasks have demonstrated that the proposed DOB-Net significantly outperforms a conventional feedback controller and classical RL algorithms.
4.1CVFeb 21, 2019
Blind Hyperspectral-Multispectral Image Fusion via Graph Laplacian RegularizationChandrajit Bajaj, Tianming Wang
Fusing a low-resolution hyperspectral image (HSI) and a high-resolution multispectral image (MSI) of the same scene leads to a super-resolution image (SRI), which is information rich spatially and spectrally. In this paper, we super-resolve the HSI using the graph Laplacian defined on the MSI. Unlike many existing works, we don't assume prior knowledge about the spatial degradation from SRI to HSI, nor a perfectly aligned HSI and MSI pair. Our algorithm progressively alternates between finding the blur kernel and fusing HSI with MSI, generating accurate estimations of the blur kernel and the SRI at convergence. Experiments on various datasets demonstrate the advantages of the proposed algorithm in the quality of fusion and its capability in dealing with unknown spatial degradation.
5.1ITOct 26, 2018
Outlier Detection using Generative Models with Theoretical Performance GuaranteesJirong Yi, Anh Duc Le, Tianming Wang et al.
This paper considers the problem of recovering signals from compressed measurements contaminated with sparse outliers, which has arisen in many applications. In this paper, we propose a generative model neural network approach for reconstructing the ground truth signals under sparse outliers. We propose an iterative alternating direction method of multipliers (ADMM) algorithm for solving the outlier detection problem via $\ell_1$ norm minimization, and a gradient descent algorithm for solving the outlier detection problem via squared $\ell_1$ norm minimization. We establish the recovery guarantees for reconstruction of signals using generative models in the presence of outliers, and give an upper bound on the number of outliers allowed for recovery. Our results are applicable to both the linear generator neural network and the nonlinear generator neural network with an arbitrary number of layers. We conduct extensive experiments using variational auto-encoder and deep convolutional generative adversarial networks, and the experimental results show that the signals can be successfully reconstructed under outliers using our approach. Our approach outperforms the traditional Lasso and $\ell_2$ minimization approach.