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A Combinatorial Approach to Robust PCA

Authors: Weihao Kong, Mingda Qiao, and Rajat Sen

Published in: LIPIcs, Volume 287, 15th Innovations in Theoretical Computer Science Conference (ITCS 2024)


Abstract
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.

Cite as

Weihao Kong, Mingda Qiao, and Rajat Sen. A Combinatorial Approach to Robust PCA. In 15th Innovations in Theoretical Computer Science Conference (ITCS 2024). Leibniz International Proceedings in Informatics (LIPIcs), Volume 287, pp. 70:1-70:22, Schloss Dagstuhl – Leibniz-Zentrum für Informatik (2024)


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@InProceedings{kong_et_al:LIPIcs.ITCS.2024.70,
  author =	{Kong, Weihao and Qiao, Mingda and Sen, Rajat},
  title =	{{A Combinatorial Approach to Robust PCA}},
  booktitle =	{15th Innovations in Theoretical Computer Science Conference (ITCS 2024)},
  pages =	{70:1--70:22},
  series =	{Leibniz International Proceedings in Informatics (LIPIcs)},
  ISBN =	{978-3-95977-309-6},
  ISSN =	{1868-8969},
  year =	{2024},
  volume =	{287},
  editor =	{Guruswami, Venkatesan},
  publisher =	{Schloss Dagstuhl -- Leibniz-Zentrum f{\"u}r Informatik},
  address =	{Dagstuhl, Germany},
  URL =		{https://drops.dagstuhl.de/entities/document/10.4230/LIPIcs.ITCS.2024.70},
  URN =		{urn:nbn:de:0030-drops-195984},
  doi =		{10.4230/LIPIcs.ITCS.2024.70},
  annote =	{Keywords: Robust PCA, Sparse Recovery, Robust Statistics}
}
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