Supplementary Material for Robust Regression - CiteSeerX
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Supplementary Material for Robust Regression Dong Huang, Ricardo Cabral and Fernando De la Torre Robotics Institute, Carnegie Mellon University
Abstract. This supplementary material derives Algorithm 1 in the paper to solve Robust Regression (RR) using the Augmented Lagrange Multiplier (ALM) method.
1
Solving RR as subproblems
As shown in the paper, using Augmented Lagrange Multiplier (ALM) method the original cost function of RR is transformed to:
2 η
ˆ min L = W(Y − TD)
+ kDk∗ + λkEk1 + hΓ1 , X − D − Ei (1) ˆ 2 F T,D,E,D µ1 ˆ − DHi + µ2 kD ˆ − DHk2 , (2) + kX − D − Ek2F + hΓ2 , D F 2 2 where Γ1 ∈
