Skip to main content
Log in

Low-rank and sparse matrix decomposition via the truncated nuclear norm and a sparse regularizer

  • Original Article
  • Published:
The Visual Computer Aims and scope Submit manuscript

Abstract

Recovering the low-rank and sparse components from a given matrix is a challenging problem that has many real applications. This paper proposes a novel algorithm to address this problem by introducing a sparse prior on the low-rank component. Specifically, the low-rank component is assumed to be sparse in a transform domain and a sparse regularizer formulated as an \(\ell _1\)-norm term is employed to promote the sparsity. The truncated nuclear norm is used to model the low-rank prior, rather than the nuclear norm used in most existing methods, to achieve a better approximation to the rank of the considered matrix. Furthermore, an efficient solving method based on a two-stage iterative scheme is developed to address the raised optimization problem. The proposed algorithm is applied to deal with synthetic data and real applications including face image shadow removal and video background subtraction, and the experimental results validate the effectiveness and accuracy of the proposed approach as compared with other methods.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Fig. 1
Fig. 2
Fig. 3
Fig. 4
Fig. 5
Fig. 6

Similar content being viewed by others

Notes

  1. The code of our algorithm is available from https://github.com/xuezc/LRSD-TNNSR.

  2. As the code of LRSD-TNN is not available, we implemented it by ourselves. The codes of IALM and EALM [25] were downloaded from http://perception.csl.illinois.edu/matrix-rank/sample_code.html. The code of FALM [14] is available in the LRSLibrary [40] which can be downloaded from https://github.com/andrewssobral/lrslibrary. The experiments were all performed with MATLAB 2014a in Windows 7 running on an Intel i5-6500 CPU and 8G memory.

  3. The code of noncvxRPCA was downloaded from https://github.com/sckangz/noncvx-PRCA.

  4. The code of incPCP was downloaded from https://sites.google.com/a/istec.net/prodrig/Home/en/pubs/incpcp. The code of GRASTA was downloaded from https://github.com/andrewssobral/lrslibrary. The code of Prac-ReProCS was downloaded from http://www.ece.iastate.edu/~hanguo/PracReProCS.html. We thank the authors of [41] for sharing their code via email.

  5. http://bmc.iut-auvergne.com/

  6. The BMC Wizard can be downloaded from http://bmc.iut-auvergne.com/.

  7. The results of MOG-RPCA, PCA and DRMF are obtained from [3].

References

  1. Beck, A., Teboulle, M.: A fast iterative shrinkage-thresholding algorithm for linear inverse problems. SIAM J. Imaging Sci. 2(1), 183–202 (2009)

    Article  MathSciNet  Google Scholar 

  2. Bhardwaj, A., Raman, S.: Robust PCA-based solution to image composition using augmented lagrange multiplier (ALM). Vis. Comput. 32(5), 591–600 (2016)

    Article  Google Scholar 

  3. Bouwmans, T., Sobral, A., Javed, S., Jung, S.K., Zahzah, E.H.: Decomposition into low-rank plus additive matrices for background/foreground separation: a review for a comparative evaluation with a large-scale dataset. Comput. Sci. Rev. 23, 1–71 (2017)

    Article  Google Scholar 

  4. Bouwmans, T., Zahzah, E.H.: Robust PCA via principal component pursuit: a review for a comparative evaluation in video surveillance. Comput. Vis. Image Underst. 122, 22–34 (2014)

    Article  Google Scholar 

  5. Boyd, S., Parikh, N., Chu, E., Peleato, B., Eckstein, J.: Distributed optimization and statistical learning via the alternating direction method of multipliers. Found. Trends Mach. Learn. 3(1), 1–122 (2011)

    Article  Google Scholar 

  6. Cai, J.F., Candès, E.J., Shen, Z.: A singular value thresholding algorithm for matrix completion. SIAM J. Optim. 20(4), 1956–1982 (2010)

    Article  MathSciNet  Google Scholar 

  7. Candès, E.J., Li, X., Ma, Y., Wright, J.: Robust principal component analysis? J. ACM (JACM) 58(3), 11 (2011)

    Article  MathSciNet  Google Scholar 

  8. Candès, E.J., Recht, B.: Exact matrix completion via convex optimization. Found. Comput. Math. 9(6), 717 (2009)

    Article  MathSciNet  Google Scholar 

  9. Cao, F., Chen, J., Ye, H., Zhao, J., Zhou, Z.: Recovering low-rank and sparse matrix based on the truncated nuclear norm. Neural Netw. 85, 10–20 (2017)

    Article  Google Scholar 

  10. Chandrasekaran, V., Sanghavi, S., Parrilo, P.A., Willsky, A.S.: Rank-sparsity incoherence for matrix decomposition. SIAM J. Optim. 21(2), 572–596 (2011)

    Article  MathSciNet  Google Scholar 

  11. Fazel, M.: Matrix rank minimization with applications. Ph.D. thesis, Stanford University (2002)

  12. Fei, L., Xu, Y., Fang, X., Yang, J.: Low rank representation with adaptive distance penalty for semi-supervised subspace classification. Pattern Recognit. 67, 252–262 (2017)

    Article  Google Scholar 

  13. Giraldo-Zuluaga, J.H., Salazar, A., Gomez, A., Diaz-Pulido, A.: Camera-trap images segmentation using multi-layer robust principal component analysis. Vis. Comput. (2017). https://doi.org/10.1007/s00371-017-1463-9

  14. Goldfarb, D., Ma, S., Scheinberg, K.: Fast alternating linearization methods for minimizing the sum of two convex functions. Math. Program. 141(1–2), 349–382 (2013)

    Article  MathSciNet  Google Scholar 

  15. Grant, M., Boyd, S.: CVX: Matlab software for disciplined convex programming, version 1.21. Glob. Optim. pp. 155–210 (2008)

  16. Guo, H., Qiu, C., Vaswani, N.: Practical ReProCS for separating sparse and lowdimensional signal sequences from their sum. Preprint (2013)

  17. He, J., Balzano, L., Szlam, A.: Incremental gradient on the Grassmannian for online foreground and background separation in subsampled video. In: Computer Vision and Pattern Recognition (CVPR), 2012 IEEE Conference on, pp. 1568–1575. IEEE (2012)

  18. Hu, Y., Zhang, D., Ye, J., Li, X., He, X.: Fast and accurate matrix completion via truncated nuclear norm regularization. IEEE Trans. Pattern Anal. Mach. Intell. 35(9), 2117–2130 (2013)

    Article  Google Scholar 

  19. Javed, S., Bouwmans, T., Jung, S.K.: Combining ARF and OR-PCA for robust background subtraction of noisy videos. In: International Conference on Image Analysis and Processing, pp. 340–351. Springer (2015)

  20. Javed, S., Mahmood, A., Bouwmans, T., Jung, S.K.: Spatiotemporal low-rank modeling for complex scene background initialization. IEEE Trans. Circuits Syst. Video Technol. pp(99), 1–1 (2016)

    Google Scholar 

  21. Javed, S., Mahmood, A., Bouwmans, T., Jung, S.K.: Background-foreground modeling based on spatiotemporal sparse subspace clustering. IEEE Trans. Image Process. 26(12), 5840–5854 (2017)

    Article  MathSciNet  Google Scholar 

  22. Kang, Z., Peng, C., Cheng, Q.: Robust PCA via nonconvex rank approximation. In: Data Mining (ICDM), 2015 IEEE International Conference on pp. 211–220. IEEE (2015)

  23. Lee, K.C., Ho, J., Kriegman, D.J.: Acquiring linear subspaces for face recognition under variable lighting. IEEE Trans. Pattern Anal. Mach. Intell. 27(5), 684–698 (2005)

    Article  Google Scholar 

  24. Li, L., Huang, W., Gu, I.Y.H., Tian, Q.: Statistical modeling of complex backgrounds for foreground object detection. IEEE Trans. Image Process. 13(11), 1459–1472 (2004)

    Article  Google Scholar 

  25. Lin, Z., Chen, M., Ma, Y.: The Augmented Lagrange Multiplier Method for Exact Recovery Of Corrupted Low-Rank Matrices. arXiv preprint arXiv:1009.5055 (2010)

  26. Lin, Z., Ganesh, A., Wright, J., Wu, L., Chen, M., Ma, Y.: Fast convex optimization algorithms for exact recovery of a corrupted low-rank matrix. Comput. Adv. Multi Sens. Adapt. Process. (CAMSAP) 61(6) (2009)

  27. Liu, Y., Cao, L., Liu, C., Pu, Y., Cheng, H.: Recovering shape and motion by a dynamic system for low-rank matrix approximation in l1 norm. Vis. Comput. Int. J. Comput. Graph. 29(5), 421–431 (2013)

    Google Scholar 

  28. Liu, Y., Jiao, L., Shang, F., Yin, F., Liu, F.: An efficient matrix bi-factorization alternative optimization method for low-rank matrix recovery and completion. Neural Netw. 48, 8–18 (2013)

    Article  Google Scholar 

  29. Luan, X., Fang, B., Liu, L., Yang, W., Qian, J.: Extracting sparse error of robust PCA for face recognition in the presence of varying illumination and occlusion. Pattern Recognit. 47(2), 495–508 (2014)

    Article  Google Scholar 

  30. Mansour, H., Jiang, X.: A robust online subspace estimation and tracking algorithm. In: Acoustics, Speech and Signal Processing (ICASSP), 2015 IEEE International Conference on, pp. 4065–4069. IEEE (2015)

  31. Merhav, N., Kresch, R.: Approximate convolution using DCT coefficient multipliers. IEEE Trans. Circuits Syst. Video Technol. 8(4), 378–385 (1998)

    Article  Google Scholar 

  32. Mu, Y., Dong, J., Yuan, X., Yan, S.: Accelerated low-rank visual recovery by random projection. In: Computer Vision and Pattern Recognition (CVPR), 2011 IEEE Conference on, pp. 2609–2616. IEEE (2011)

  33. Oliver, N., Rosario, B., Pentland, A.: A bayesian computer vision system for modeling human interactions. In: International Conference on Computer Vision Systems, pp. 255–272. Springer (1999)

  34. Porwik, P., Lisowska, A.: The Haar-wavelet transform in digital image processing: its status and achievements. Mach. Graph. Vis. 13(1/2), 79–98 (2004)

    MATH  Google Scholar 

  35. Rahmani, M., Atia, G.K.: High dimensional low rank plus sparse matrix decomposition. IEEE Trans. Signal Process. 65(8), 2004–2019 (2017)

    Article  MathSciNet  Google Scholar 

  36. Recht, B., Fazel, M., Parrilo, P.A.: Guaranteed minimum-rank solutions of linear matrix equations via nuclear norm minimization. SIAM Rev. 52(3), 471–501 (2010)

    Article  MathSciNet  Google Scholar 

  37. Rodriguez, P., Wohlberg, B.: Incremental principal component pursuit for video background modeling. J. Math. Imaging Vis. 55(1), 1–18 (2016)

    Article  MathSciNet  Google Scholar 

  38. Seidel, F., Hage, C., Kleinsteuber, M.: pROST: a smoothed \(\ell _p \) robust online subspace tracking method for background subtraction in video. Mach. Vis. Appl. 25(5), 1227–1240 (2014)

    Google Scholar 

  39. Shan, G.: Color image denoising via monogenic matrix-based sparse representation. Vis. Comput. 2, 1–14 (2017)

    Google Scholar 

  40. Sobral, A., Bouwmans, T., Zahzah, E.H.: LRSLibrary: Low-rank and sparse tools for background modeling and subtraction in videos. In: Robust Low-Rank and Sparse Matrix Decomposition: Applications in Image and Video Processing. CRC Press, Taylor and Francis Group

  41. Sobral, A., Bouwmans, T., ZahZah, E.H.: Double-constrained RPCA based on saliency maps for foreground detection in automated maritime surveillance. In: Advanced Video and Signal Based Surveillance (AVSS), 2015 12th IEEE International Conference on, pp. 1–6. IEEE (2015)

  42. Sobral, A., Vacavant, A.: A comprehensive review of background subtraction algorithms evaluated with synthetic and real videos. Comput. Vis. Image Underst. 122, 4–21 (2014)

    Article  Google Scholar 

  43. Sun, Q., Xiang, S., Ye, J.: Robust principal component analysis via capped norms. In: Proceedings of the 19th ACM SIGKDD International Conference on Knowledge Discovery and Data Mining, pp. 311–319. ACM (2013)

  44. Tütüncü, R.H., Toh, K.C., Todd, M.J.: Solving semidefinite-quadratic-linear programs using SDPT3. Math. Programm. 95(2), 189–217 (2003)

    Article  MathSciNet  Google Scholar 

  45. Vacavant, A., Chateau, T., Wilhelm, A., Lequièvre, L.: A benchmark dataset for outdoor foreground/background extraction. In: Asian Conference on Computer Vision, pp. 291–300. Springer (2012)

  46. Vaswani, N., Bouwmans, T., Javed, S., Narayanamurthy, P.: Robust PCA and Robust Subspace Tracking. arXiv preprint arXiv:1711.09492 (2017)

  47. Wright, J., Ganesh, A., Rao, S., Peng, Y., Ma, Y.: Robust principal component analysis: exact recovery of corrupted low-rank matrices via convex optimization. In: Advances in Neural Information Processing Systems, pp. 2080–2088 (2009)

  48. Wright, J., Ma, Y., Mairal, J., Sapiro, G., Huang, T.S., Yan, S.: Sparse representation for computer vision and pattern recognition. Proc. IEEE 98(6), 1031–1044 (2010)

    Article  Google Scholar 

  49. Wright, J., Yang, A.Y., Ganesh, A., Sastry, S.S., Ma, Y.: Robust face recognition via sparse representation. IEEE Trans. Pattern Anal. Mach. Intell. 31(2), 210–227 (2009)

    Article  Google Scholar 

  50. Xiong, L., Chen, X., Schneider, J.: Direct robust matrix factorizatoin for anomaly detection. In: Data Mining (ICDM), 2011 IEEE 11th International Conference on, pp. 844–853. IEEE (2011)

  51. Xu, J., Ithapu, V.K., Mukherjee, L., Rehg, J.M., Singh, V.: GOSUS: Grassmannian online subspace updates with structured-sparsity. In: Computer Vision (ICCV), 2013 IEEE International Conference on, pp. 3376–3383. IEEE (2013)

  52. Yang, J., Wright, J., Huang, T.S., Ma, Y.: Image super-resolution via sparse representation. IEEE Trans. Image Process. 19(11), 2861–2873 (2010)

    Article  MathSciNet  Google Scholar 

  53. Yin, W., Osher, S., Goldfarb, D., Darbon, J.: Bregman iterative algorithms for \(\ell _1\)-minimization with applications to compressed sensing. SIAM J. Imaging Sci. 1(1), 143–168 (2008)

    Google Scholar 

  54. Yuan, X., Yang, J.: Sparse and low-rank matrix decomposition via alternating direction methods. preprint 12 (2009)

  55. Zhang, H., Lin, Z., Zhang, C., Gao, J.: Relations among some low-rank subspace recovery models. Neural Comput. 27(9), 1915–1950 (2015)

    Article  MathSciNet  Google Scholar 

  56. Zhao, Q., Meng, D., Xu, Z., Zuo, W., Zhang, L.: Robust principal component analysis with complex noise. In: International Conference on Machine Learning, pp. 55–63 (2014)

  57. Zhou, T., Tao, D.: Godec: Randomized low-rank and sparse matrix decomposition in noisy case. In: International Conference on Machine Learning. Omnipress (2011)

Download references

Funding

This work was supported by the Natural Science Foundation of the Higher Education Institutions of Jiangsu Province of China (17KJB510025), the Natural Science Foundation of China (41676088) and the Major Basic Research Program for National Security of China (973 Program for National Defence, No. 613317).

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Jing Dong.

Ethics declarations

Conflict of interest

The authors declare that they have no conflict of interest.

Rights and permissions

Reprints and permissions

About this article

Check for updates. Verify currency and authenticity via CrossMark

Cite this article

Xue, Z., Dong, J., Zhao, Y. et al. Low-rank and sparse matrix decomposition via the truncated nuclear norm and a sparse regularizer. Vis Comput 35, 1549–1566 (2019). https://doi.org/10.1007/s00371-018-1555-1

Download citation

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s00371-018-1555-1

Keywords

Navigation