Weiwei Li, Jan Hannig, Sayan Mukherjee.
Year: 2021, Volume: 22, Issue: 53, Pages: 1−37
The problem of dimension reduction is of increasing importance in modern data analysis. In this paper, we consider modeling the collection of points in a high dimensional space as a union of low dimensional subspaces. In particular we propose a highly scalable sampling based algorithm that clusters the entire data via first spectral clustering of a small random sample followed by classifying or labeling the remaining out-of-sample points. The key idea is that this random subset borrows information across the entire dataset and that the problem of clustering points can be replaced with the more efficient problem of "clustering sub-clusters". We provide theoretical guarantees for our procedure. The numerical results indicate that for large datasets the proposed algorithm outperforms other state-of-the-art subspace clustering algorithms with respect to accuracy and speed.