Sequential Subspace Clustering via Temporal Smoothness for Sequential Data Segmentation

摘要

This paper develops a novel sequential subspace clustering method for sequential data. Inspired by the state-of-the-art methods, ordered subspace clustering, and temporal subspace clustering, we design a novel local temporal regularization term based on the concept of temporal predictability. Through minimizing the short-term variance on historical data, it can recover the temporal smoothness relationships in sequential data. Moreover, we claim that the local temporal regularization is more important than the global structural regularization for a specific task, such as sequential subspace clustering, which leads to a concise minimization objective function. To solve the bi-convex objective function, a simple and efficient optimization algorithm based on the alternate convex search method is devised to jointly learn the coding matrix and the dictionary. Furthermore, five baseline methods are also devised for comparison with our proposed method from different aspects. Extensive experimental results and comparisons with the state-of-the-art methods on three data sets demonstrate the effectiveness of the proposed temporal smoothness sequential subspace clustering method for sequential data.