L1-Norm Low-Rank Matrix Factorization by Variational Bayesian Method

The L-1-norm low-rank matrix factorization (LRMF) has been attracting much attention due to its wide applications to computer vision and pattern recognition. In this paper, we construct a new hierarchical Bayesian generative model for the L-1-norm LRMF problem and design a mean-field variational method to automatically infer all the parameters involved in the model by closed-form equations. The variational Bayesian inference in the proposed method can be understood as solving a weighted LRMF problem with different weights on matrix elements based on their significance and with L-2-regularization penalties on parameters. Throughout the inference process of our method, the weights imposed on the matrix elements can be adaptively fitted so that the adverse influence of noises and outliers embedded in data can be largely suppressed, and the parameters can be appropriately regularized so that the generalization capability of the problem can be statistically guaranteed. The robustness and the efficiency of the proposed method are substantiated by a series of synthetic and real data experiments, as compared with the state-of-the-art L-1-norm LRMF methods. Especially, attributed to the intrinsic generalization capability of the Bayesian methodology, our method can always predict better on the unobserved ground truth data than existing methods.