Subspace Clustering using Ensembles of $K$-Subspaces (1709.04744v3)

Abstract: Subspace clustering is the unsupervised grouping of points lying near a union of low-dimensional linear subspaces. Algorithms based directly on geometric properties of such data tend to either provide poor empirical performance, lack theoretical guarantees, or depend heavily on their initialization. We present a novel geometric approach to the subspace clustering problem that leverages ensembles of the K-subspaces (KSS) algorithm via the evidence accumulation clustering framework. Our algorithm, referred to as ensemble K-subspaces (EKSS), forms a co-association matrix whose (i,j)th entry is the number of times points i and j are clustered together by several runs of KSS with random initializations. We prove general recovery guarantees for any algorithm that forms an affinity matrix with entries close to a monotonic transformation of pairwise absolute inner products. We then show that a specific instance of EKSS results in an affinity matrix with entries of this form, and hence our proposed algorithm can provably recover subspaces under similar conditions to state-of-the-art algorithms. The finding is, to the best of our knowledge, the first recovery guarantee for evidence accumulation clustering and for KSS variants. We show on synthetic data that our method performs well in the traditionally challenging settings of subspaces with large intersection, subspaces with small principal angles, and noisy data. Finally, we evaluate our algorithm on six common benchmark datasets and show that unlike existing methods, EKSS achieves excellent empirical performance when there are both a small and large number of points per subspace.