Fast Robust Tensor Principal Component Analysis via Fiber CUR Decomposition


Abstract in English

We study the problem of tensor robust principal component analysis (TRPCA), which aims to separate an underlying low-multilinear-rank tensor and a sparse outlier tensor from their sum. In this work, we propose a fast non-convex algorithm, coined Robust Tensor CUR (RTCUR), for large-scale TRPCA problems. RTCUR considers a framework of alternating projections and utilizes the recently developed tensor Fiber CUR decomposition to dramatically lower the computational complexity. The performance advantage of RTCUR is empirically verified against the state-of-the-arts on the synthetic datasets and is further demonstrated on the real-world application such as color video background subtraction.

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