ShapeFit: Exact location recovery from corrupted pairwise directions
This addresses a robust estimation problem in machine learning and signal processing, offering theoretical guarantees for exact recovery from adversarial corruptions, though it is incremental in extending existing methods to handle corruptions.
The paper tackles the location recovery problem from corrupted pairwise direction observations by proposing a convex program that exactly recovers Gaussian locations with high probability under certain conditions, such as large enough dimensions or specific corruption bounds in 3D.
Let $t_1,\ldots,t_n \in \mathbb{R}^d$ and consider the location recovery problem: given a subset of pairwise direction observations $\{(t_i - t_j) / \|t_i - t_j\|_2\}_{i<j \in [n] \times [n]}$, where a constant fraction of these observations are arbitrarily corrupted, find $\{t_i\}_{i=1}^n$ up to a global translation and scale. We propose a novel algorithm for the location recovery problem, which consists of a simple convex program over $dn$ real variables. We prove that this program recovers a set of $n$ i.i.d. Gaussian locations exactly and with high probability if the observations are given by an \erdosrenyi graph, $d$ is large enough, and provided that at most a constant fraction of observations involving any particular location are adversarially corrupted. We also prove that the program exactly recovers Gaussian locations for $d=3$ if the fraction of corrupted observations at each location is, up to poly-logarithmic factors, at most a constant. Both of these recovery theorems are based on a set of deterministic conditions that we prove are sufficient for exact recovery.