Subspace tracking from missing and corrupted data using NORST and its heuristic extensions
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The Department of Electrical and Computer Engineering (ECpE) contains two focuses. The focus on Electrical Engineering teaches students in the fields of control systems, electromagnetics and non-destructive evaluation, microelectronics, electric power & energy systems, and the like. The Computer Engineering focus teaches in the fields of software systems, embedded systems, networking, information security, computer architecture, etc.
History
The Department of Electrical Engineering was formed in 1909 from the division of the Department of Physics and Electrical Engineering. In 1985 its name changed to Department of Electrical Engineering and Computer Engineering. In 1995 it became the Department of Electrical and Computer Engineering.
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1909-present
Historical Names
- Department of Electrical Engineering (1909-1985)
- Department of Electrical Engineering and Computer Engineering (1985-1995)
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- College of Engineering (parent college)
- Department of Physics and Electrical Engineering (predecessor)
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Abstract
We study the problem of subspace tracking (ST) in the presence of missing and corrupted data. We are able to show that, under assumptions on only the algorithm inputs (input data and/or initialization), the output subspace estimates are close to the true data subspaces at all times. The guarantees hold under mild and easily interpretable assumptions and handle time-varying subspaces. We also show that our algorithm and its extensions are fast and have competitive experimental performance when compared with existing methods. Finally, this solution can be interpreted as a provably correct mini-batch and memory-efficient solution to low rank Matrix Completion (MC).