Robust Subspace Clustering by Logarithmic Hyperbolic Cosine Function

doi:10.1109/LSP.2023.3271828

Robust Subspace Clustering by Logarithmic Hyperbolic Cosine Function

2023-01-01

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DOI：10.1109/LSP.2023.3271828

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As an important category of clustering methods, subspace clustering algorithms have arisen particular attention during the last decade. Most subspace clustering algorithms are designed by first constructing a similarity matrix and then using spectral clustering algorithms to perform clustering. How to learn a suitable representation matrix to construct the similarity matrix is essential to the clustering performance. In most existing algorithms, the representation matrix is solved by norm-minimization, which commonly enforces the error matrix with nuclear norm or sparsity norm. However, these methods may fail to achieve satisfactory performance for real data contaminated by complex noise. To this end, we propose a novel robust subspace clustering method based on the Logarithmic Hyperbolic Cosine Function (LHCF). We theoretically analyze the grouping effect, as well as the convergence behavior, which illustrates that highly correlated samples can be grouped into the same cluster. Experimental results conducted on the Extended Yale B dataset show that the newly proposed algorithm yields better clustering performance compared with some advanced methods.

Keywords:

Clustering algorithms

Signal processing algorithms

Sparse matrices

Convergence

Behavioral sciences

Robustness

Correlation

Complex noise

convergence behavior

grouping effect

logarithmic cosine function

subspace clustering

Robust Subspace Clustering by Logarithmic Hyperbolic Cosine Function

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