Robust Matrix Factorization with Unknown Noise

Deyu Meng, Fernando De La Torre; Proceedings of the IEEE International Conference on Computer Vision (ICCV), 2013, pp. 1337-1344

Many problems in computer vision can be posed as recovering a low-dimensional subspace from highdimensional visual data. Factorization approaches to lowrank subspace estimation minimize a loss function between an observed measurement matrix and a bilinear factorization. Most popular loss functions include the L 2 and L 1 losses. L 2 is optimal for Gaussian noise, while L 1 is for Laplacian distributed noise. However, real data is often corrupted by an unknown noise distribution, which is unlikely to be purely Gaussian or Laplacian. To address this problem, this paper proposes a low-rank matrix factorization problem with a Mixture of Gaussians (MoG) noise model. The MoG model is a universal approximator for any continuous distribution, and hence is able to model a wider range of noise distributions. The parameters of the MoG model can be estimated with a maximum likelihood method, while the subspace is computed with standard approaches. We illustrate the benefits of our approach in extensive synthetic and real-world experiments including structure from motion, face modeling and background subtraction.