Clustering-based Low Rank Approximation Method
Yujun Zhu, Jie Zhu, Hizba Arshad, Zhongming Wang, Ju Ming
TL;DR
This work tackles the challenge of scalable, accurate dimensionality reduction for high-dimensional matrix-structured data. It introduces CGLRAM, a clustering-enhanced generalization of GLRAM that learns cluster-specific left-right projections $(\mathbb{L}_j, \mathbb{R}_j)$ and assigns matrices to generalized clusters via a Frobenius-based distance. The method offers convergence guarantees and demonstrates superior reconstruction accuracy over GLRAM and competitive performance relative to SVD, as shown in image compression and SPDE simulations. The approach provides a practical, memory-conscious tool for reduced-order modeling in applications like image processing and stochastic PDEs.
Abstract
We propose a clustering-based generalized low rank approximation method, which takes advantage of appealing features from both the generalized low rank approximation of matrices (GLRAM) and cluster analysis. It exploits a more general form of clustering generators and similarity metrics so that it is more suitable for matrix-structured data relative to conventional partitioning methods. In our approach, we first pre-classify the initial matrix collection into several small subset clusters and then sequentially compress the matrices within the clusters. This strategy enhances the numerical precision of the low-rank approximation. In essence, we combine the ideas of GLRAM and clustering into a hybrid algorithm for dimensionality reduction. The proposed algorithm can be viewed as the generalization of both techniques. Theoretical analysis and numerical experiments are established to validate the feasibility and effectiveness of the proposed algorithm.
