Large-Scale Spectral Clustering with Stochastic Nyström Approximation
Résumé
In spectral clustering, Nyström approximation is a powerful technique to reduce the time and space cost of matrix decomposition. However, in order to ensure the accurate approximation, a sufficient number of samples are needed. In very large datasets, the internal singular value decomposition (SVD) of Nyström will also spend a large amount of calculation and almost impossible. To solve this problem, this paper proposes a large-scale spectral clustering algorithm with stochastic Nyström approximation. This algorithm uses the stochastic low rank matrix approximation technique to decompose the sampled sub-matrix within the Nyström procedure, losing a slight of accuracy in exchange for a significant improvement of the algorithm efficiency. The performance of the proposed algorithm is tested on benchmark data sets and the clustering results demonstrate its effectiveness.
Domaines
Informatique [cs]Origine | Fichiers produits par l'(les) auteur(s) |
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