When a probabilistic model and its prior are given, Bayesian learning offers inference with automatic parameter tuning. However, Bayesian learning is often obstructed by computational difficulty: the rigorous Bayesian learning is intractable in many models, and its variational Bayesian (VB) approximation is prone to suffer from local minima. In this paper, we overcome this difficulty for low-rank subspace clustering (LRSC) by providing an exact global solver and its efficient approximation. LRSC extracts a low-dimensional structure of data by embedding samples into the union of low-dimensional subspaces, and its variational Bayesian variant has shown good performance. We first prove a key property that the VB-LRSC model is highly redundant. Thanks to this property, the optimization problem of VB-LRSC can be separated into small subproblems, each of which has only a small number of unknown variables. Our exact global solver relies on another key property that the stationary condition of each subproblem is written as a set of polynomial equations, which is solvable with the homotopy method. For further computational efficiency, we also propose an efficient approximate variant, of which the stationary condition can be written as a polynomial equation with a single variable. Experimental results show the usefulness of our approach.

When a probabilistic model and its prior are given, Bayesian learning offers inference with automatic parameter tuning. However, Bayesian learning is often obstructed by computational difficulty: the rigorous Bayesian learning is intractable in many models, and its variational Bayesian (VB) approximation is prone to suffer from local minima. In this paper, we overcome this difficulty for low-rank subspace clustering (LRSC) by providing an exact global solver and its efficient approximation. LRSC extracts a low-dimensional structure of data by embedding samples into the union of low-dimensional subspaces, and its variational Bayesian variant has shown good performance. We first prove a key property that the VB-LRSC model is highly redundant.

Spatial perception is the backbone of many robotics applications, and spans a broad range of research problems, including localization and mapping, point cloud alignment, and relative pose estimation from camera images. Robust spatial perception is jeopardized by the presence of incorrect data association, and in general, outliers. Although techniques to handle outliers do exist, they can fail in unpredictable manners (e.g., RANSAC, robust estimators), or can have exponential runtime (e.g., branch-and-bound). In this paper, we advance the state of the art in outlier rejection by making three contributions. First, we show that even a simple linear instance of outlier rejection is inapproximable: in the worst-case one cannot design a quasi-polynomial time algorithm that computes an approximate solution efficiently. Our second contribution is to provide the first per-instance sub-optimality bounds to assess the approximation quality of a given outlier rejection outcome. Our third contribution is to propose a simple general-purpose algorithm, named adaptive trimming, to remove outliers. Our algorithm leverages recently-proposed global solvers that are able to solve outlier-free problems, and iteratively removes measurements with large errors. We demonstrate the proposed algorithm on three spatial perception problems: 3D registration, two-view geometry, and SLAM. The results show that our algorithm outperforms several state-of-the-art methods across applications while being a general-purpose method.