Robust Multi-Dimensional Scaling via Accelerated Alternating Projections
Tong Deng, Tianming Wang
TL;DR
This work tackles robust multi-dimensional scaling (RMDS) where pairwise distances are corrupted by outliers. It introduces RMDS-AAP, an accelerated alternating projections algorithm that iteratively refines a sparse outlier matrix S^k and a low-rank Gram matrix L^k, using a tangent-space projection to speed up updates and a decaying threshold to isolate outliers. Under standard RPCA-like assumptions—incoherence of L^* and sparsity of S^*—the authors prove linear convergence of the reconstructed centered coordinates X_c up to a rotation, with explicit bounds depending on problem parameters. Empirically, RMDS-AAP achieves state-of-the-art performance in both noiseless and noisy-outlier scenarios on synthetic data, demonstrating robustness and computational efficiency for RMDS in practical applications.
Abstract
We consider the robust multi-dimensional scaling (RMDS) problem in this paper. The goal is to localize point locations from pairwise distances that may be corrupted by outliers. Inspired by classic MDS theories, and nonconvex works for the robust principal component analysis (RPCA) problem, we propose an alternating projection based algorithm that is further accelerated by the tangent space projection technique. For the proposed algorithm, if the outliers are sparse enough, we can establish linear convergence of the reconstructed points to the original points after centering and rotation alignment. Numerical experiments verify the state-of-the-art performances of the proposed algorithm.
