Enhancing Pure-Pixel Identification Performance via Preconditioning
  In this paper, we analyze different preconditionings designed to enhance robustness of pure-pixel search algorithms, which are used for blind hyperspectral unmixing and which are equivalent to near-separable nonnegative matrix factorization algorithms. Our analysis focuses on the successive projection algorithm (SPA), a simple, efficient and provably robust algorithm in the pure-pixel algorithm class. Recently, a provably robust preconditioning was proposed by Gillis and Vavasis (arXiv:1310.2273) which requires the resolution of a semidefinite program (SDP) to find a data points-enclosing minimum volume ellipsoid. Since solving the SDP in high precisions can be time consuming, we generalize the robustness analysis to approximate solutions of the SDP, that is, solutions whose objective function values are some multiplicative factors away from the optimal value. It is shown that a high accuracy solution is not crucial for robustness, which paves the way for faster preconditionings (e.g., based on first-order optimization methods). This first contribution also allows us to provide a robustness analysis for two other preconditionings. The first one is pre-whitening, which can be interpreted as an optimal solution of the same SDP with additional constraints. We analyze robustness of pre-whitening which allows us to characterize situations in which it performs competitively with the SDP-based preconditioning. The second one is based on SPA itself and can be interpreted as an optimal solution of a relaxation of the SDP. It is extremely fast while competing with the SDP-based preconditioning on several synthetic data sets. 
Nicolas Gillis, Wing-Kin Ma
stat.ML cs.LG math.NA math.OC