Bilinear Parameterization for Non-Separable Singular Value Penalties

Paper i proceeding, 2021

Low rank inducing penalties have been proven to successfully uncover fundamental structures considered in computer vision and machine learning; however, such methods generally lead to non-convex optimization problems. Since the resulting objective is non-convex one often resorts to using standard splitting schemes such as Alternating Direction Methods of Multipliers (ADMM), or other subgradient methods, which exhibit slow convergence in the neighbourhood of a local minimum. We propose a method using second order methods, in particular the variable projection method (VarPro), by replacing the nonconvex penalties with a surrogate capable of converting the original objectives to differentiable equivalents. In this way we benefit from faster convergence.The bilinear framework is compatible with a large family of regularizers, and we demonstrate the benefits of our approach on real datasets for rigid and non-rigid structure from motion. The qualitative difference in reconstructions show that many popular non-convex objectives enjoy an advantage in transitioning to the proposed framework.