Nonconvex Sparse Spectral Clustering by Alternating Direction Method of Multipliers and Its Convergence Analysis

Authors

  • Canyi Lu National University of Singapore
  • Jiashi Feng National University of Singapore
  • Zhouchen Lin Peking University
  • Shuicheng Yan National University of Singapore

Keywords:

sparse spectral clustering, nonconvex ADMM, convergence analysis

Abstract

Spectral Clustering (SC) is a widely used data clustering method which first learns a low-dimensional embedding U of data by computing the eigenvectors of the normalized Laplacian matrix, and then performs k-means on UT to get the final clustering result. The Sparse Spectral Clustering (SSC) method extends SC with a sparse regularization on UUT by using the block diagonal structure prior of UUT in the ideal case. However, encouraging UUT to be sparse leads to a heavily nonconvex problem which is challenging to solve and the work (Lu, Yan, and Lin 2016) proposes a convex relaxation in the pursuit of this aim indirectly. However, the convex relaxation generally leads to a loose approximation and the quality of the solution is not clear. This work instead considers to solve the nonconvex formulation of SSC which directly encourages UUT to be sparse. We propose an efficient Alternating Direction Method of Multipliers (ADMM) to solve the nonconvex SSC and provide the convergence guarantee. In particular, we prove that the sequences generated by ADMM always exist a limit point and any limit point is a stationary point. Our analysis does not impose any assumptions on the iterates and thus is practical. Our proposed ADMM for nonconvex problems allows the stepsize to be increasing but upper bounded, and this makes it very efficient in practice. Experimental analysis on several real data sets verifies the effectiveness of our method.

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Published

2018-04-29

How to Cite

Lu, C., Feng, J., Lin, Z., & Yan, S. (2018). Nonconvex Sparse Spectral Clustering by Alternating Direction Method of Multipliers and Its Convergence Analysis. Proceedings of the AAAI Conference on Artificial Intelligence, 32(1). Retrieved from https://ojs.aaai.org/index.php/AAAI/article/view/11658