Subspace clustering of high-dimensional data: a predictive approach

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Publication:740601

DOI10.1007/S10618-013-0317-YzbMATH Open1294.68119arXiv1203.1065OpenAlexW2025391886MaRDI QIDQ740601FDOQ740601


Authors: Brian McWilliams, Giovanni Montana Edit this on Wikidata


Publication date: 3 September 2014

Published in: Data Mining and Knowledge Discovery (Search for Journal in Brave)

Abstract: In several application domains, high-dimensional observations are collected and then analysed in search for naturally occurring data clusters which might provide further insights about the nature of the problem. In this paper we describe a new approach for partitioning such high-dimensional data. Our assumption is that, within each cluster, the data can be approximated well by a linear subspace estimated by means of a principal component analysis (PCA). The proposed algorithm, Predictive Subspace Clustering (PSC) partitions the data into clusters while simultaneously estimating cluster-wise PCA parameters. The algorithm minimises an objective function that depends upon a new measure of influence for PCA models. A penalised version of the algorithm is also described for carrying our simultaneous subspace clustering and variable selection. The convergence of PSC is discussed in detail, and extensive simulation results and comparisons to competing methods are presented. The comparative performance of PSC has been assessed on six real gene expression data sets for which PSC often provides state-of-art results.


Full work available at URL: https://arxiv.org/abs/1203.1065




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