Evolutionary Subspace Clustering: Discovering Structure in Self-expressive Time-series Data

An evolutionary self-expressive model for clustering a collection of evolving data points that lie on a union of low-dimensional evolving subspaces is proposed. A parsimonious representation of data points at each time step is learned via a non-convex optimization framework that exploits the self-expressiveness property of the evolving data while taking into account data representation from the preceding time step. The resulting scheme adaptively learns an innovation matrix that captures changes in self-representation of data in consecutive time steps as well as a smoothing parameter reflective of the rate of data evolution. Extensive experiments demonstrate superiority of the proposed framework overs state-of-the-art static subspace clustering algorithms and existing evolutionary clustering schemes.