Abstract: I will motivate the problem of robust PCA through some examples, followed by a brief introduction to the existing approaches to solve this problem. I will describe the recently proposed Non-Convex algorithm in some detail. I also intend to go over the proof outline for demonstrating the performance guarantees by discussing a few key points in detail. If time permits I will show some results of the proposed algorithm obtained on simulated data.
Praneeth from Dr. Vaswani’s group will be the giving the final presentation for this semester for our data science reading group. Here are the details as forwarded by Praneeth for the following:
Slides can be found here: RPCA
Paper available at: “https://arxiv.org/pdf/1410.7660v1.pdf“.
Date: 2nd December
Time: 3:00pm to 4:00pm
Venue: 3138, Coover Hall (2222 is unavailable this week)