Multi-view clustering has attracted intensive attention due to the effectiveness of exploiting multiple views of data. However, most existing multi-view clustering methods only aim to explore the consistency or enhance the diversity of different views. In this paper, we propose a novel multi-view subspace clustering method (CSMSC), where consistency and specificity are jointly exploited for subspace representation learning. We formulate the multi-view self-representation property using a shared consistent representation and a set of specific representations, which better fits the real-world datasets. Specifically, consistency models the common properties among all views, while specificity captures the inherent difference in each view. In addition, to optimize the non-convex problem, we introduce a convex relaxation and develop an alternating optimization algorithm to recover the corresponding data representations. Experimental evaluations on four benchmark datasets demonstrate that the proposed approach achieves better performance over several state-of-the-arts.

Spectral Clustering (SC) is a widely used data clustering method which first learns a low-dimensional embedding U of data by computing the eigenvectors of the normalized Laplacian matrix, and then performs k-means on U T to get the final clustering result. The Sparse Spectral Clustering (SSC) method extends SC with a sparse regularization on UU T by using the block diagonal structure prior of UU T in the ideal case. However, encouraging UU T to be sparse leads to a heavily nonconvex problem which is challenging to solve and the work (Lu, Yan, and Lin 2016) proposes a convex relaxation in the pursuit of this aim indirectly. However, the convex relaxation generally leads to a loose approximation and the quality of the solution is not clear. This work instead considers to solve the nonconvex formulation of SSC which directly encourages UU T to be sparse. We propose an efficient Alternating Direction Method of Multipliers (ADMM) to solve the nonconvex SSC and provide the convergence guarantee. In particular, we prove that the sequences generated by ADMM always exist a limit point and any limit point is a stationary point. Our analysis does not impose any assumptions on the iterates and thus is practical. Our proposed ADMM for nonconvex problems allows the stepsize to be increasing but upper bounded, and this makes it very efficient in practice. Experimental analysis on several real data sets verifies the effectiveness of our method.

This paper presents an acceleration framework for packing linear programming problems where the amount of data available is limited, i.e., where the number of constraints m is small compared to the variable dimension n. The framework can be used as a black box to speed up linear programming solvers dramatically, by two orders of magnitude in our experiments. We present worst-case guarantees on the quality of the solution and the speedup provided by the algorithm, showing that the framework provides an approximately optimal solution while running the original solver on a much smaller problem. The framework can be used to accelerate exact solvers, approximate solvers, and parallel/distributed solvers. Further, it can be used for both linear programs and integer linear programs.

Sparse representation based classification (SRC) has gained great success in image recognition. Motivated by the fact that kernel trick can capture the nonlinear similarity of features, which may help improve the separability and margin between nearby data points, we propose Euler SRC for image classification, which is essentially the SRC with Euler sparse representation. To be specific, it first maps the images into the complex space by Euler representation, which has a negligible effect for outliers and illumination, and then performs complex SRC with Euler representation. The major advantage of our method is that Euler representation is explicit with no increase of the image space dimensionality, thereby enabling this technique to be easily deployed in real applications. To solve Euler SRC, we present an efficient algorithm, which is fast and has good convergence. Extensive experimental results illustrate that Euler SRC outperforms traditional SRC and achieves better performance for image classification.

Nonparametric classification models, such as K-Nearest Neighbor (KNN), have become particularly powerful tools in machine learning and data mining, due to their simplicity and flexibility. However, the testing time of the KNN classifier becomes unacceptable and the KNN's performance deteriorates significantly when applied to data sets with millions of dimensions. We observe that state-of-the-art approximate nearest neighbor (ANN) methods aim to either reduce the number of distance comparisons based on tree structure or decrease the cost of distance computation by dimension reduction methods. In this paper, we propose a doubly approximate nearest neighbor classification strategy, which marries the two branches which compress the dimensions for decreasing distance computation cost as well as reduce the number of distance comparison instead of full scan. Under this strategy, we build a compressed dimensional tree (CD-Tree) to avoid unnecessary distance calculations. In each decision node, we propose a novel feature selection paradigm by optimizing the feature selection vector as well as the separator (indicator variables for splitting instances) with the maximum margin. An efficient algorithm is then developed to find the globally optimal solution with convergence guarantee. Furthermore, we also provide a data-dependent generalization error bound for our model, which reveals a new insight for the design of ANN classification algorithms. Our empirical studies show that our algorithm consistently obtains competitive or better classification results on all data sets, yet we can also achieve three orders of magnitude faster than state-of-the-art libraries on very high dimensions.

Kernel learning is a fundamental technique that has been intensively studied in the past decades. For the complicated practical tasks, the traditional "shallow" kernels (e.g., Gaussian kernel and sigmoid kernel) are not flexible enough to produce satisfactory performance. To address this shortcoming, this paper introduces a nonlinear layer in kernel learning to enhance the model flexibility. This layer is pairwise, which fully considers the coupling information among examples. So our model contains a fixed single mapping layer (i.e. a Gaussian kernel) as well as a nonlinear pairwise layer, thereby achieving better flexibility than the existing kernel structures. Moreover, the proposed structure can be seamlessly embedded to Support Vector Machines (SVM), of which the training process can be formulated as a joint optimization problem including nonlinear function learning and standard SVM optimization. We theoretically prove that the objective function is gradient-Lipschitz continuous, which further guides us how to accelerate the optimization process in a deep kernel architecture. Experimentally, we find that the proposed structure outperforms other state-ofthe-art kernel-based algorithms on various benchmark datasets, and thus the effectiveness of the incorporated pairwise layer with its training approach is demonstrated.

In this paper, we propose a new learning framework named dual set multi-label learning, where there are two sets of labels, and an object has one and only one positive label in each set. Compared to general multi-label learning, the exclusive relationship among labels within the same set, and the pairwise inter-set label relationship are much more explicit and more likely to be fully exploited. To handle such kind of problems, a novel boosting style algorithm with model-reuse and distribution adjusting mechanisms is proposed to make the two label sets help each other. In addition, theoretical analyses are presented to show the superiority of learning from dual label sets to learning directly from all labels. To empirically evaluate the performance of our approach, we conduct experiments on two manually collected real-world datasets along with an adapted dataset. Experimental results validate the effectiveness of our approach for dual set multi-label learning.

We develop Riemannian Stein Variational Gradient Descent (RSVGD), a Bayesian inference method that generalizes Stein Variational Gradient Descent (SVGD) to Riemann manifold. The benefits are two-folds: (i) for inference tasks in Euclidean spaces, RSVGD has the advantage over SVGD of utilizing information geometry, and (ii) for inference tasks on Riemann manifolds, RSVGD brings the unique advantages of SVGD to the Riemannian world. To appropriately transfer to Riemann manifolds, we conceive novel and non-trivial techniques for RSVGD, which are required by the intrinsically different characteristics of general Riemann manifolds from Euclidean spaces. We also discover Riemannian Stein's Identity and Riemannian Kernelized Stein Discrepancy. Experimental results show the advantages over SVGD of exploring distribution geometry and the advantages of particle-efficiency, iteration-effectiveness and approximation flexibility over other inference methods on Riemann manifolds.

Co-clustering computes clusters of data items and the related features concurrently, and it has been used in many applications such as community detection, product recommendation, computer vision, and pricing optimization. In this paper, we propose a new co-clustering method, called CoDiNMF, which improves the clustering quality and finds directional patterns among co-clusters by using multiple directed and undirected graphs. We design the objective function of co-clustering by using min-cut criterion combined with an additional term which controls the sum of net directional flow between different co-clusters. In addition, we show that a variant of Nonnegative Matrix Factorization (NMF) can solve the proposed objective function effectively. We run experiments on the US patents and BlogCatalog data sets whose ground truth have been known, and show that CoDiNMF improves clustering results compared to other co-clustering methods in terms of average F1 score, Rand index, and adjusted Rand index (ARI). Finally, we compare CoDiNMF and other co-clustering methods on the Wikipedia data set of philosophers, and we can find meaningful directional flow of influence among co-clusters of philosophers.

Clustering is an effective technique in data mining to generate groups that are the matter of interest.Among various clustering approaches, the family of k-means algorithms and min-cut algorithms gain most popularity due to their simplicity and efficacy. The classical k-means algorithm partitions a number of data points into several subsets by iteratively updating the clustering centers and the associated data points. By contrast, a weighted undirected graph is constructed in min-cut algorithms which partition the vertices of the graph into two sets. However, existing clustering algorithms tend to cluster minority of data points into a subset, which shall be avoided when the target dataset is balanced. To achieve more accurate clustering for balanced dataset, we propose to leverage exclusive lasso on k-means and min-cut to regulate the balance degree of the clustering results. By optimizing our objective functions that build atop the exclusive lasso, we can make the clustering result as much balanced as possible. Extensive experiments on several large-scale datasets validate the advantage of the proposed algorithms compared to the state-of-the-art clustering algorithms.