Principal Component Pursuit in Python

This is a Python implementation of the Principal Component Pursuit <http://arxiv.org/abs/0912.3599>_ algorithm for robust PCA.

This implementation uses the fbpca <http://fbpca.readthedocs.org/>_ implementation of approximate partial SVD for speed so you'll need to install that first.

Usage

TODO

Demo

Applied to the 'Escalator' dataset <http://perception.i2r.a-star.edu.sg/bk_model/bk_index.html>_ (using the code in the demo.py script, this algorithm produces a video with frames that look like:

.. image:: https://raw.githubusercontent.com/dfm/pcp/master/demo.png

Author & License

Copyright 2015 Daniel Foreman-Mackey

This is open source software written by Dan Foreman-Mackey and released under the terms of the MIT license (see LICENSE).