Evolutionary Self-Expressive Models for Subspace Clustering

The problem of organizing data that evolves over time into clusters is encountered in a number of practical settings. We introduce evolutionary subspace clustering, a method whose objective is to cluster a collection of evolving data points that lie on a union of low-dimensional evolving subspaces. To learn the parsimonious representation of the data points at each time step, we propose a non-convex optimization framework that exploits the self-expressiveness property of the evolving data while taking into account representation from the preceding time step. To find an approximate solution to the aforementioned non-convex optimization problem, we develop a scheme based on alternating minimization that both learns the parsimonious representation as well as adaptively tunes and infers a smoothing parameter reflective of the rate of data evolution. The latter addresses a fundamental challenge in evolutionary clustering -- determining if and to what extent one should consider previous clustering solutions when analyzing an evolving data collection. Our experiments on both synthetic and real-world datasets demonstrate that the proposed framework outperforms state-of-the-art static subspace clustering algorithms and existing evolutionary clustering schemes in terms of both accuracy and running time, in a range of scenarios

Efficient Least Residual Greedy Algorithms for Sparse Recovery

We present a novel stagewise strategy for improving greedy algorithms for sparse recovery. We demonstrate its efficiency both for synthesis and analysis sparse priors, where in both cases we demonstrate its computational efficiency and competitive reconstruction accuracy. In the synthesis case, we also provide theoretical guarantees for the signal recovery that are on par with the existing perfect reconstruction bounds for the relaxation-based solvers and other sophisticated greedy algorithms.Comment: accepted to IEEE Transactions on Signal Processin