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|Title:||Robust and efficient subspace segmentation via least squares regression|
|Citation:||Lu, C.-Y.,Min, H.,Zhao, Z.-Q.,Zhu, L.,Huang, D.-S.,Yan, S. (2012). Robust and efficient subspace segmentation via least squares regression. Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics) 7578 LNCS (PART 7) : 347-360. ScholarBank@NUS Repository. https://doi.org/10.1007/978-3-642-33786-4_26|
|Abstract:||This paper studies the subspace segmentation problem which aims to segment data drawn from a union of multiple linear subspaces. Recent works by using sparse representation, low rank representation and their extensions attract much attention. If the subspaces from which the data drawn are independent or orthogonal, they are able to obtain a block diagonal affinity matrix, which usually leads to a correct segmentation. The main differences among them are their objective functions. We theoretically show that if the objective function satisfies some conditions, and the data are sufficiently drawn from independent subspaces, the obtained affinity matrix is always block diagonal. Furthermore, the data sampling can be insufficient if the subspaces are orthogonal. Some existing methods are all special cases. Then we present the Least Squares Regression (LSR) method for subspace segmentation. It takes advantage of data correlation, which is common in real data. LSR encourages a grouping effect which tends to group highly correlated data together. Experimental results on the Hopkins 155 database and Extended Yale Database B show that our method significantly outperforms state-of-the-art methods. Beyond segmentation accuracy, all experiments demonstrate that LSR is much more efficient. © 2012 Springer-Verlag.|
|Source Title:||Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)|
|Appears in Collections:||Staff Publications|
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