Emergent Mind

Abstract

Tensor principal component analysis (TPCA) is a multi-linear extension of principal component analysis which converts a set of correlated measurements into several principal components. In this paper, we propose a new robust TPCA method to extract the princi- pal components of the multi-way data based on tensor singular value decomposition. The tensor is split into a number of blocks of the same size. The low rank component of each block tensor is extracted using iterative tensor singular value thresholding method. The prin- cipal components of the multi-way data are the concatenation of all the low rank components of all the block tensors. We give the block tensor incoherence conditions to guarantee the successful decom- position. This factorization has similar optimality properties to that of low rank matrix derived from singular value decomposition. Ex- perimentally, we demonstrate its effectiveness in two applications, including motion separation for surveillance videos and illumination normalization for face images.

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