Algorithms and Hardness for Robust Subspace Recovery

author: Moritz Hardt, Google, Inc.
published: Aug. 9, 2013,   recorded: June 2013,   views: 3810


Related content

Report a problem or upload files

If you have found a problem with this lecture or would like to send us extra material, articles, exercises, etc., please use our ticket system to describe your request and upload the data.
Enter your e-mail into the 'Cc' field, and we will keep you updated with your request's status.
Lecture popularity: You need to login to cast your vote.
  Delicious Bibliography


We consider a fundamental problem in unsupervised learning called subspace recovery: given a collection of m points in Rn, if many but not necessarily all of these points are contained in a d-dimensional subspace T can we find it? The points contained in T are called inliers and the remaining points are outliers. This problem has received considerable attention in computer science and in statistics. Yet efficient algorithms from computer science are not robust to adversarial outliers, and the estimators from robust statistics are hard to compute in high dimensions. This is a serious and persistent issue not just in this application, but for many other problems in unsupervised learning. Are there algorithms for subspace recovery that are both robust to outliers and efficient? We give an algorithm that finds T when it contains more than a d/n fraction of the points. Hence, for say d=n/2 this estimator is both easy to compute and well-behaved when there are a constant fraction of outliers. We prove that it is small set expansion hard to find T when the fraction of errors is any larger and so our estimator is an optimal compromise between efficiency and robustness. In fact, this basic problem has a surprising number of connections to other areas including small set expansion, matroid theory and functional analysis that we make use of here.

See Also:

Download slides icon Download slides: colt2013_hardt_algorithms_01.pdf (987.5┬áKB)

Help icon Streaming Video Help

Link this page

Would you like to put a link to this lecture on your homepage?
Go ahead! Copy the HTML snippet !

Write your own review or comment:

make sure you have javascript enabled or clear this field: