论文标题

投影亚级别方法的隐式偏差可证明可证明的未知子空间的稳健恢复

Implicit Bias of Projected Subgradient Method Gives Provable Robust Recovery of Subspaces of Unknown Codimension

论文作者

Giampouras, Paris V., Haeffele, Benjamin D., Vidal, René

论文摘要

强大的子空间恢复(RSR)是强大表示学习中的基本问题。在这里,我们关注最近提出的称为双主要成分Pursuit(DPCP)方法的RSR方法,该方法旨在恢复子空间的正交补体的基础,并且可以处理高度相对维度的子空间。先前的工作表明,只要知道子空间的真实维度,DPCP就可以在存在异常值的情况下恢复正确的子空间。我们表明,DPCP可以证明在{\ IT未知}子空间维度方案中解决RSR问题,只要正交性约束(在先前的DPCP公式中采用)是放宽的,并且使用随机初始化而不是光谱。也就是说,我们提出了一种非常简单的算法,基于运行投影次级下降方法(PSGM)的多个实例,每个问题实例都试图在子空间的空空间中找到一个向量。从理论上讲,我们证明在轻度条件下,这种方法将以很高的可能性成功。特别是,我们表明1)所有问题实例都将收敛到子空间的零空间中的向量; 2)问题实例解决方案的集合将足够多样化,以完全跨越子空间的零空间,从而揭示了其真实的未知编码。我们提供的经验结果证实了我们的理论结果,并展示了PSGM算法的显着隐式等级正规化行为,该行为使我​​们能够执行RSR而不意识到子空间维度。

Robust subspace recovery (RSR) is a fundamental problem in robust representation learning. Here we focus on a recently proposed RSR method termed Dual Principal Component Pursuit (DPCP) approach, which aims to recover a basis of the orthogonal complement of the subspace and is amenable to handling subspaces of high relative dimension. Prior work has shown that DPCP can provably recover the correct subspace in the presence of outliers, as long as the true dimension of the subspace is known. We show that DPCP can provably solve RSR problems in the {\it unknown} subspace dimension regime, as long as orthogonality constraints -- adopted in previous DPCP formulations -- are relaxed and random initialization is used instead of spectral one. Namely, we propose a very simple algorithm based on running multiple instances of a projected sub-gradient descent method (PSGM), with each problem instance seeking to find one vector in the null space of the subspace. We theoretically prove that under mild conditions this approach will succeed with high probability. In particular, we show that 1) all of the problem instances will converge to a vector in the nullspace of the subspace and 2) the ensemble of problem instance solutions will be sufficiently diverse to fully span the nullspace of the subspace thus also revealing its true unknown codimension. We provide empirical results that corroborate our theoretical results and showcase the remarkable implicit rank regularization behavior of PSGM algorithm that allows us to perform RSR without being aware of the subspace dimension.

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