Fast Robust Matrix Completion via Entry-Wise l0 -Norm Minimization.

Abstract

Matrix completion (MC) aims at recovering missing entries, given an incomplete matrix. Existing algorithms for MC are mainly designed for noiseless or Gaussian noise scenarios and, thus, they are not robust to impulsive noise. For outlier resistance, entry-wise lp -norm with and M-estimation are two popular approaches. Yet the optimum selection of p for the entrywise lp -norm-based methods is still an open problem. Besides, M-estimation is limited by a breakdown point, that is, the largest proportion of outliers. In this article, we adopt entrywise l0 -norm, namely, the number of nonzero entries in a matrix, to separate anomalies from the observed matrix. Prior to separation, the Laplacian kernel is exploited for outlier detection, which provides a strategy to automatically update the entrywise l0 -norm penalty parameter. The resultant multivariable optimization problem is addressed by block coordinate descent (BCD), yielding l0 -BCD and l0 -BCD-F. The former detects and separates outliers, as well as its convergence is guaranteed. In contrast, the latter attempts to treat outlier-contaminated elements as missing entries, which leads to higher computational efficiency. Making use of majorization-minimization (MM), we further propose l0 -BCD-MM and l0 -BCD-MM-F for robust non-negative MC where the nonnegativity constraint is handled by a closed-form update. Experimental results of image inpainting and hyperspectral image recovery demonstrate that the suggested algorithms outperform several state-of-the-art methods in terms of recovery accuracy and computational efficiency.