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New Coresets for Projective Clustering and Applications
Proceedings of The 25th International Conference on Artificial Intelligence and Statistics, PMLR 151:5391-5415, 2022.
Abstract
(j,k)-projective clustering is the natural generalization of the family of k-clustering and j-subspace clustering problems. Given a set of points P in Rd, the goal is to find k flats of dimension j, i.e., affine subspaces, that best fit P under a given distance measure. In this paper, we propose the first algorithm that returns an L∞ coreset of size polynomial in d. Moreover, we give the first strong coreset construction for general M-estimator regression. Specifically, we show that our construction provides efficient coreset constructions for Cauchy, Welsch, Huber, Geman-McClure, Tukey, L1−L2, and Fair regression, as well as general concave and power-bounded loss functions. Finally, we provide experimental results based on real-world datasets, showing the efficacy of our approach.