This paper presents a remarkably simple, yet powerful, algorithm termed
Coherence Pursuit (CoP) to robust Principal Component Analysis (PCA). As
inliers lie in a low dimensional subspace and are mostly correlated, an inlier
is likely to have strong mutual coherence with a large number of data points.
By contrast, outliers either do not admit low dimensional structures or form
small clusters. In either case, an outlier is unlikely to bear strong
resemblance to a large number of data points. Given that, CoP sets an outlier
apart from an inlier by comparing their coherence with the rest of the data
points. The mutual coherences are computed by forming the Gram matrix of the
normalized data points. Subsequently, the sought subspace is recovered from the
span of the subset of the data points that exhibit strong coherence with the
rest of the data. As CoP only involves one simple matrix multiplication, it is
significantly faster than the state-of-the-art robust PCA algorithms. We derive
analytical performance guarantees for CoP under different models for the
distributions of inliers and outliers in both noise-free and noisy settings.
CoP is the first robust PCA algorithm that is simultaneously non-iterative,
provably robust to both unstructured and structured outliers, and can tolerate
a large number of unstructured outliers
scite is a Brooklyn-based organization that helps researchers better discover and understand research articles through Smart Citations–citations that display the context of the citation and describe whether the article provides supporting or contrasting evidence. scite is used by students and researchers from around the world and is funded in part by the National Science Foundation and the National Institute on Drug Abuse of the National Institutes of Health.