Non-convex Penalty for Tensor Completion and Robust PCA

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Authors: Tao Li,Jinwen Ma
ArXiv: 1904.10165
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Abstract URL: http://arxiv.org/abs/1904.10165v1


In this paper, we propose a novel non-convex tensor rank surrogate function and a novel non-convex sparsity measure for tensor. The basic idea is to sidestep the bias of $\ell_1-$norm by introducing concavity. Furthermore, we employ the proposed non-convex penalties in tensor recovery problems such as tensor completion and tensor robust principal component analysis, which has various real applications such as image inpainting and denoising. Due to the concavity, the models are difficult to solve. To tackle this problem, we devise majorization minimization algorithms, which optimize upper bounds of original functions in each iteration, and every sub-problem is solved by alternating direction multiplier method. Finally, experimental results on natural images and hyperspectral images demonstrate the effectiveness and efficiency of the proposed methods.

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