Neighborhood selection for thresholding-based subspace clustering

Subspace clustering refers to the problem of clustering high-dimensional data points into a union of low-dimensional linear subspaces, where the number of subspaces, their dimensions and orientations are all unknown. In this paper, we propose a variation of the recently introduced thresholding-based subspace clustering (TSC) algorithm, which applies spectral clustering to an adjacency matrix constructed from the nearest neighbors of each data point with respect to the spherical distance measure. The new element resides in an individual and data-driven choice of the number of nearest neighbors. Previous performance results for TSC, as well as for other subspace clustering algorithms based on spectral clustering, come in terms of an intermediate performance measure, which does not address the clustering error directly. Our main analytical contribution is a performance analysis of the modified TSC algorithm (as well as the original TSC algorithm) in terms of the clustering error directly.