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Neighborhood Regularized $\ell^1$-Graph
Proceedings of the 33rd Conference on Uncertainty in Artificial Intelligence, PMLR R15:581-590, 2017.
Abstract
$\ell$1-Graph, which learns a sparse graph over the data by sparse representation, has been demonstrated to be effective in clustering es- pecially for high dimensional data. Although it achieves compelling performance, the sparse graph generated by $\ell$1-Graph ignores the geo- metric information of the data by sparse rep- resentation for each datum separately. To ob- tain a sparse graph that is aligned to the un- derlying manifold structure of the data, we propose the novel Neighborhood Regularized $\ell$1-Graph (NR$\ell$1-Graph). NR$\ell$1-Graph learns sparse graph with locally consistent neigh- borhood by encouraging nearby data to have similar neighbors in the constructed sparse graph. We present the optimization algorithm of NR$\ell$1-Graph with theoretical guarantee on the convergence and the gap between the sub- optimal solution and the globally optimal so- lution in each step of the coordinate descent, which is essential for the overall optimiza- tion of NR$\ell$1-Graph. Its provable acceler- ated version, NR$\ell$1-Graph by Random Projec- tion (NR$\ell$1-Graph-RP) that employs random- ized data matrix decomposition, is also pre- sented to improve the efficiency of the opti- mization of NR$\ell$1-Graph. Experimental re- sults on various real data sets demonstrate the effectiveness of both NR$\ell$1-Graph and NR$\ell$1- Graph-RP. This work is supported in part by US Army Research Of- fice grant W911NF-15-1-0317. The work of Jiashi Feng was supported by NUS startup R-263-000-C08-133, MOE R-263- 000-C21-112 and IDS R-263-000-C67-646. Pushmeet Kohli was at Microsoft Research during this project.