Mixed linear regression involves the recovery of two (or more) unknown vectors from unlabeled linear measurements; that is, where each sample comes from exactly one of the vectors, but we do not know which one. It is a classic problem, and the natural and empirically most popular approach to its solution has been the EM algorithm. As in other settings, this is prone to bad local minima; however, each iteration is very fast (alternating between guessing labels, and solving with those labels). In this paper we provide a new initialization procedure for EM, based on finding the leading two eigenvectors of an appropriate matrix. We then show that with this, a re-sampled version of the EM algorithm provably converges to the correct vectors, under natural assumptions on the sampling distribution, and with nearly optimal (unimprovable) sample complexity. This provides not only the first characterization of EM's performance, but also much lower sample complexity as compared to both standard (randomly initialized) EM, and other methods for this problem.
A quite similar problem that attracts extensive attention is subspace clustering, where the goal is to learn an unknown number of linear subspaces of varying dimensions from sample points. Putting our problem in this setting, each sample @math is a vector in @math ; the points from @math correspond to one @math -dimensional subspace, and from @math to another @math -dimensional subspace. Note that this makes for a very hard instance of subspace clustering, as not only are the dimensions of each subspace very high (only one less than ambient), but the projections of the points in the first @math coordinates are exactly the same. Even without the latter restriction, one typical method @cite_4 , @cite_7 -- as an example -- requires @math to have unique solution.
@cite_4 @cite_7
2187667697 2964169360 2185081213 2951854417
Subspace clustering is an unsupervised learning problem that aims at grouping data points into multiple "clusters" so that data points in a single cluster lie approximately on a low-dimensional linear subspace. It is originally motivated by 3D motion segmentation in computer vision, but has recently been generically applied to a wide range of statistical machine learning problems, which often involves sensitive datasets about human subjects. This raises a dire concern for data privacy. In this work, we build on the framework of differential privacy and present two provably private subspace clustering algorithms. We demonstrate via both theory and experiments that one of the presented methods enjoys formal privacy and utility guarantees; the other one asymptotically preserves differential privacy while having good performance in practice. Along the course of the proof, we also obtain two new provable guarantees for the agnostic subspace clustering and the graph connectivity problem which might be of independent interests. Subspace clustering is the problem of clustering data that lie close to a union of linear subspaces. Existing algebraic subspace clustering methods are based on fitting the data with an algebraic variety and decomposing this variety into its constituent subspaces. Such methods are well suited to the case of a known number of subspaces of known and equal dimensions, where a single polynomial vanishing in the variety is sufficient to identify the subspaces. While subspaces of unknown and arbitrary dimensions can be handled using multiple vanishing polynomials, current approaches are not robust to corrupted data due to the difficulty of estimating the number of polynomials. As a consequence, the current practice is to use a single polynomial to fit the data with a union of hyperplanes containing the union of subspaces, an approach that works well only when the dimensions of the subspaces are high enough. In this paper, we propose a new algebraic subspace clustering algorithm, which can identify the subspace ... In subspace clustering, a group of data points belonging to a union of subspaces are assigned membership to their respective subspaces. This paper presents a new approach dubbed Innovation Pursuit (iPursuit) to the problem of subspace clustering using a new geometrical idea whereby subspaces are identified based on their relative novelties. We present two frameworks in which the idea of innovation pursuit is used to distinguish the subspaces. Underlying the first framework is an iterative method that finds the subspaces consecutively by solving a series of simple linear optimization problems, each searching for a direction of innovation in the span of the data potentially orthogonal to all subspaces except for the one to be identified in one step of the algorithm. A detailed mathematical analysis is provided establishing sufficient conditions for iPursuit to correctly cluster the data. The proposed approach can provably yield exact clustering even when the subspaces have significant intersections. It is shown that the complexity of the iterative approach scales only linearly in the number of data points and subspaces, and quadratically in the dimension of the subspaces. The second framework integrates iPursuit with spectral clustering to yield a new variant of spectral-clustering-based algorithms. The numerical simulations with both real and synthetic data demonstrate that iPursuit can often outperform the state-of-the-art subspace clustering algorithms, more so for subspaces with significant intersections, and that it significantly improves the state-of-the-art result for subspace-segmentation-based face clustering. We consider the problem of subspace clustering: given points that lie on or near the union of many low-dimensional linear subspaces, recover the subspaces. To this end, one first identifies sets of points close to the same subspace and uses the sets to estimate the subspaces. As the geometric structure of the clusters (linear subspaces) forbids proper performance of general distance based approaches such as K-means, many model-specific methods have been proposed. In this paper, we provide new simple and efficient algorithms for this problem. Our statistical analysis shows that the algorithms are guaranteed exact (perfect) clustering performance under certain conditions on the number of points and the affinity between subspaces. These conditions are weaker than those considered in the standard statistical literature. Experimental results on synthetic data generated from the standard unions of subspaces model demonstrate our theory. We also show that our algorithm performs competitively against state-of-the-art algorithms on real-world applications such as motion segmentation and face clustering, with much simpler implementation and lower computational cost.