A Combinatorial Approach to Robust PCA

We study the problem of recovering Gaussian data under adversarial corruptions when the noises are low-rank and the corruptions are on the coordinate level. Concretely, we assume that the Gaussian noises lie in an unknown k-dimensional subspace U ⊆ ℝ^d, and s randomly chosen coordinates of each data point fall into the control of an adversary. This setting models the scenario of learning from high-dimensional yet structured data that are transmitted through a highly-noisy channel, so that the data points are unlikely to be entirely clean. Our main result is an efficient algorithm that, when ks² = O(d), recovers every single data point up to a nearly-optimal 𝓁₁ error of Õ(ks/d) in expectation. At the core of our proof is a new analysis of the well-known Basis Pursuit (BP) method for recovering a sparse signal, which is known to succeed under additional assumptions (e.g., incoherence or the restricted isometry property) on the underlying subspace U. In contrast, we present a novel approach via studying a natural combinatorial problem and show that, over the randomness in the support of the sparse signal, a high-probability error bound is possible even if the subspace U is arbitrary.