Grassmann Averages for Scalable Robust PCA

As the collection of large datasets becomes increasingly automated, the occurrence of outliers will increase – “big data ” implies “big outliers”. While principal component analysis (PCA) is often used to reduce the size of data, and scalable solutions exist, it is well-known that outliers can ar-bitrarily corrupt the results. Unfortunately, state-of-the-art approaches for robust PCA do not scale beyond small-to-medium sized datasets. To address this, we introduce the Grassmann Average (GA), which expresses dimensionality reduction as an average of the subspaces spanned by the data. Because averages can be efficiently computed, we immediately gain scalability. GA is inherently more robust than PCA, but we show that they coincide for Gaussian data. We exploit that averages can be made robust to formulate the Robust Grassmann Average (RGA) as a form of robust PCA. Robustness can be with respect to vectors (subspaces) or el-ements of vectors; we focus on the latter and use a trimmed average. The resulting Trimmed Grassmann Average (TGA) is particularly appropriate for computer vision because it is robust to pixel outliers. The algorithm has low computa-tional complexity and minimal memory requirements, mak-ing it scalable to “big noisy data. ” We demonstrate TGA for background modeling, video restoration, and shadow removal. We show scalability by performing robust PCA on the entire Star Wars IV movie. 1