Greedy Feature Selection for Subspace Clustering

TL;DR

This paper develops a greedy orthogonal matching pursuit method for feature selection in subspace clustering, demonstrating it outperforms nearest neighbor approaches especially with sparse sampling.

Contribution

It introduces sufficient conditions for exact feature selection using OMP and compares its effectiveness to nearest neighbor methods in subspace clustering.

Findings

OMP provides reliable exact feature recovery in sparse sampling regimes.

Sparse recovery methods outperform nearest neighbor approaches.

OMP's advantages are pronounced when subspace sampling is sparse.

Abstract

Unions of subspaces provide a powerful generalization to linear subspace models for collections of high-dimensional data. To learn a union of subspaces from a collection of data, sets of signals in the collection that belong to the same subspace must be identified in order to obtain accurate estimates of the subspace structures present in the data. Recently, sparse recovery methods have been shown to provide a provable and robust strategy for exact feature selection (EFS)--recovering subsets of points from the ensemble that live in the same subspace. In parallel with recent studies of EFS with L1-minimization, in this paper, we develop sufficient conditions for EFS with a greedy method for sparse signal recovery known as orthogonal matching pursuit (OMP). Following our analysis, we provide an empirical study of feature selection strategies for signals living on unions of subspaces and characterize the gap between sparse recovery methods and nearest neighbor (NN)-based approaches. In particular, we demonstrate that sparse recovery methods provide significant advantages over NN methods and the gap between the two approaches is particularly pronounced when the sampling of subspaces in the dataset is sparse. Our results suggest that OMP may be employed to reliably recover exact feature sets in a number of regimes where NN approaches fail to reveal the subspace membership of points in the ensemble.