Parallel Active Subspace Decomposition for Scalable and Efficient Tensor Robust Principal Component Analysis
This addresses scalability issues in TRPCA for fields like data analysis, though it is an incremental improvement over existing methods.
The paper tackles the high computational cost of tensor robust principal component analysis (TRPCA) by proposing Parallel Active Subspace Decomposition (PASD), which divides tensor unfoldings into smaller matrices to reduce nuclear norm minimization scale, resulting in orders of magnitude faster performance and higher accuracy than state-of-the-art methods.
Tensor robust principal component analysis (TRPCA) has received a substantial amount of attention in various fields. Most existing methods, normally relying on tensor nuclear norm minimization, need to pay an expensive computational cost due to multiple singular value decompositions (SVDs) at each iteration. To overcome the drawback, we propose a scalable and efficient method, named Parallel Active Subspace Decomposition (PASD), which divides the unfolding along each mode of the tensor into a columnwise orthonormal matrix (active subspace) and another small-size matrix in parallel. Such a transformation leads to a nonconvex optimization problem in which the scale of nulcear norm minimization is generally much smaller than that in the original problem. Furthermore, we introduce an alternating direction method of multipliers (ADMM) method to solve the reformulated problem and provide rigorous analyses for its convergence and suboptimality. Experimental results on synthetic and real-world data show that our algorithm is more accurate than the state-of-the-art approaches, and is orders of magnitude faster.