Compressive Spectral Clustering

Spectral clustering has become a popular technique due to its high performance in many contexts. It comprises three main steps: create a similarity graph between N objects to cluster, compute the first k eigenvectors of its Laplacian matrix to define a feature vector for each object, and run k-means on these features to separate objects into k classes. Each of these three steps becomes computationally intensive for large N and/or k. We propose to speed up the last two steps based on recent results in the emerging field of graph signal processing: graph filtering of random signals, and random sampling of bandlimited graph signals. We prove that our method, with a gain in computation time that can reach several orders of magnitude, is in fact an approximation of spectral clustering, for which we are able to control the error. We test the performance of our method on artificial and real-world network data.Comment: 12 pages, 2 figure

Accelerated Spectral Clustering Using Graph Filtering Of Random Signals

We build upon recent advances in graph signal processing to propose a faster spectral clustering algorithm. Indeed, classical spectral clustering is based on the computation of the first k eigenvectors of the similarity matrix' Laplacian, whose computation cost, even for sparse matrices, becomes prohibitive for large datasets. We show that we can estimate the spectral clustering distance matrix without computing these eigenvectors: by graph filtering random signals. Also, we take advantage of the stochasticity of these random vectors to estimate the number of clusters k. We compare our method to classical spectral clustering on synthetic data, and show that it reaches equal performance while being faster by a factor at least two for large datasets

Consistency of spectral clustering in stochastic block models

We analyze the performance of spectral clustering for community extraction in stochastic block models. We show that, under mild conditions, spectral clustering applied to the adjacency matrix of the network can consistently recover hidden communities even when the order of the maximum expected degree is as small as $\log n$, with $n$ the number of nodes. This result applies to some popular polynomial time spectral clustering algorithms and is further extended to degree corrected stochastic block models using a spherical $k$-median spectral clustering method. A key component of our analysis is a combinatorial bound on the spectrum of binary random matrices, which is sharper than the conventional matrix Bernstein inequality and may be of independent interest.Comment: Published in at http://dx.doi.org/10.1214/14-AOS1274 the Annals of Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical Statistics (http://www.imstat.org