Many problems in signal processing, machine learning and computer vision can be solved by learning low rank models from data. In computer vision, problems such as rigid structure from motion have been formulated as an optimization over subspaces with fixed rank. These hard-rank constraints have traditionally been imposed by a factorization that parameterizes subspaces as a product of two matrices of fixed rank. Whilst factorization approaches lead to efficient and kernelizable optimization algorithms, they have been shown to be NP-Hard in presence of missing data. Inspired by recent work in compressed sensing, hard-rank constraints have been replaced by soft-rank constraints, such as the nuclear norm regularizer. Vis-a-vis hard-rank approaches, soft-rank models are convex even in presence of missing data: but how is convex optimization solving a NP-Hard problem? This thesis addresses this question by analyzing the relationship between hard and soft rank constraints in the unsupervised factorization with missing data problem. Moreover, we extend soft rank models to weakly supervised and fully supervised learning problems in computer vision. There are four main contributions of our work: (1) The analysis of a new unified low-rank model for matrix factorization with missing data. Our model subsumes soft and hard-rank approaches and merges advantages from previous formulations, such as efficient algorithms and kernelization. It also provides justifications on the choice of algorithms and regions that guarantee convergence to global minima. (2) A deterministic \rank continuation" strategy for the NP-hard unsupervised factorization with missing data problem, that is highly competitive with the state-of-the-art and often achieves globally optimal solutions. In preliminary work, we show that this optimization strategy is applicable to other NP-hard problems which are typically relaxed to convex semidentite programs (e.g., MAX-CUT, quadratic assignment problem). (3) A new soft-rank fully supervised robust regression model. This convex model is able to deal with noise, outliers and missing data in the input variables. (4) A new soft-rank model for weakly supervised image classification and localization. Unlike existing multiple-instance approaches for this problem, our model is convex.

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