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arXiv 1202.3772cs.LGcs.NAmath.NAstat.ML
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具有闭式解的秩/范数正则化:应用于子空间聚类

Rank/Norm Regularization with Closed-Form Solutions: Application to Subspace Clustering

University of Alberta(阿尔伯塔大学)

Yao-Liang Yu, Dale Schuurmans

AI总结:

本文通过推广Eckart-Young-Mirsky定理到所有酉不变范数,得到秩/范数正则化问题的闭式解,并应用于子空间聚类,获得新理论见解和实验效果。

摘要:

当数据从未知子空间采样时,主成分分析(PCA)提供了一种有效的方法来估计子空间,从而降低数据的维度。PCA的核心是Eckart-Young-Mirsky定理,该定理刻画了矩阵的最佳秩k近似。在本文中,我们证明了Eckart-Young-Mirsky定理在所有酉不变范数下的推广。利用这一结果,我们得到了一组秩/范数正则化问题的闭式解,并推导出一类通用子空间聚类问题(其中数据由未知子空间的并集建模)的闭式解。从这些结果中,我们获得了新的理论见解和有希望的实验结果。

英文摘要:

When data is sampled from an unknown subspace, principal component analysis (PCA) provides an effective way to estimate the subspace and hence reduce the dimension of the data. At the heart of PCA is the Eckart-Young-Mirsky theorem, which characterizes the best rank k approximation of a matrix. In this paper, we prove a generalization of the Eckart-Young-Mirsky theorem under all unitarily invariant norms. Using this result, we obtain closed-form solutions for a set of rank/norm regularized problems, and derive closed-form solutions for a general class of subspace clustering problems (where data is modelled by unions of unknown subspaces). From these results we obtain new theoretical insights and promising experimental results.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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