A Convex Formulation for Spectral Shrunk Clustering

Spectral clustering is a fundamental technique in the field of data mining and information processing. Most existing spectral clustering algorithms integrate dimensionality reduction into the clustering process assisted by manifold learning in the original space. However, the manifold in reduced-dimensional subspace is likely to exhibit altered properties in contrast with the original space. Thus, applying manifold information obtained from the original space to the clustering process in a low-dimensional subspace is prone to inferior performance. Aiming to address this issue, we propose a novel convex algorithm that mines the manifold structure in the low-dimensional subspace. In addition, our unified learning process makes the manifold learning particularly tailored for the clustering. Compared with other related methods, the proposed algorithm results in more structured clustering result. To validate the efficacy of the proposed algorithm, we perform extensive experiments on several benchmark datasets in comparison with some state-of-the-art clustering approaches. The experimental results demonstrate that the proposed algorithm has quite promising clustering performance.Comment: AAAI201

A convex formulation for spectral shrunk clustering

Copyright © 2015, Association for the Advancement of Artificial Intelligence (www.aaai.org). All rights reserved. Spectral clustering is a fundamental technique in the field of data mining and information processing. Most existing spectral clustering algorithms integrate dimensionality reduction into the clustering process assisted by manifold learning in the original space. However, the manifold in reduced-dimensional subspace is likely to exhibit altered properties in contrast with the original space. Thus, applying manifold information obtained from the original space to the clustering process in a low-dimensional subspace is prone to inferior performance. Aiming to address this issue, we propose a novel convex algorithm that mines the manifold structure in the low-dimensional subspace. In addition, our unified learning process makes the manifold learning particularly tailored for the clustering. Compared with other related methods, the proposed algorithm results in more structured clustering result. To validate the efficacy of the proposed algorithm, we perform extensive experiments on several benchmark datasets in comparison with some state-of-the-art clustering approaches. The experimental results demonstrate that the proposed algorithm has quite promising clustering performance

Convex Subspace Clustering by Adaptive Block Diagonal Representation

Subspace clustering is a class of extensively studied clustering methods and the spectral-type approaches are its important subclass whose key first step is to learn a coefficient matrix with block diagonal structure. To realize this step, sparse subspace clustering (SSC), low rank representation (LRR) and block diagonal representation (BDR) were successively proposed and have become the state-of-the-arts (SOTAs). Among them, the former two minimize their convex objectives by imposing sparsity and low rankness on the coefficient matrix respectively, but so-desired block diagonality cannot neccesarily be guaranteed practically while the latter designs a block diagonal matrix induced regularizer but sacrifices convexity. For solving this dilemma, inspired by Convex Biclustering, in this paper, we propose a simple yet efficient spectral-type subspace clustering method named Adaptive Block Diagonal Representation (ABDR) which strives to pursue so-desired block diagonality as BDR by coercively fusing the columns/rows of the coefficient matrix via a specially designed convex regularizer, consequently, ABDR naturally enjoys their merits and can adaptively form more desired block diagonality than the SOTAs without needing to prefix the number of blocks as done in BDR. Finally, experimental results on synthetic and real benchmarks demonstrate the superiority of ABDR.Comment: 13 pages, 11 figures, 8 table

Local Component Analysis

Kernel density estimation, a.k.a. Parzen windows, is a popular density estimation method, which can be used for outlier detection or clustering. With multivariate data, its performance is heavily reliant on the metric used within the kernel. Most earlier work has focused on learning only the bandwidth of the kernel (i.e., a scalar multiplicative factor). In this paper, we propose to learn a full Euclidean metric through an expectation-minimization (EM) procedure, which can be seen as an unsupervised counterpart to neighbourhood component analysis (NCA). In order to avoid overfitting with a fully nonparametric density estimator in high dimensions, we also consider a semi-parametric Gaussian-Parzen density model, where some of the variables are modelled through a jointly Gaussian density, while others are modelled through Parzen windows. For these two models, EM leads to simple closed-form updates based on matrix inversions and eigenvalue decompositions. We show empirically that our method leads to density estimators with higher test-likelihoods than natural competing methods, and that the metrics may be used within most unsupervised learning techniques that rely on such metrics, such as spectral clustering or manifold learning methods. Finally, we present a stochastic approximation scheme which allows for the use of this method in a large-scale setting