A proximal point algorithm for sequential feature extraction applications

DOI10.1137/110843381MaRDI QIDQ4917147zbMATH OpenOpenAlexFDO

Authors Xuan Vinh Doan, Kim-Chuan Toh, Stephen A. Vavasis

Publication date 29 April 2013

Published in SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1108.0986

zbMATH Keywords

algorithmfeature extractionimage recognitionlarge approximately rank-one submatrixnuclear normnumerical resultproximal point algrotihmrank-one optimal solutionstopping criteria

Mathematics Subject Classification ID

Numerical aspects of computer graphics, image analysis, and computational geometry (65D18) Numerical mathematical programming methods (65K05) Convex programming (90C25)

Abstract: We propose a proximal point algorithm to solve LAROS problem, that is the problem of finding a "large approximately rank-one submatrix". This LAROS problem is used to sequentially extract features in data. We also develop a new stopping criterion for the proximal point algorithm, which is based on the duality conditions of eps-optimal solutions of the LAROS problem, with a theoretical guarantee. We test our algorithm with two image databases and show that we can use the LAROS problem to extract appropriate common features from these images.

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Cited in

(3)

• Low-rank matrix recovery with Ky Fan 2-\(k\)-norm
• Extreme point inequalities and geometry of the rank sparsity ball
• Finding the largest low-rank clusters with Ky Fan 2-k-norm and _1-norm

Describes a project that uses

Uses Software

• PROPACK

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