Clustering subgaussian mixtures by semidefinite programming

arXiv: Machine Learning, Volume abs/1602.06612, 2017.

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Abstract:

We introduce a model-free relax-and-round algorithm for k-means clustering based on a semidefinite relaxation due to Peng and Wei. The algorithm interprets the SDP output as a denoised version of the original data and then rounds this output to a hard clustering. We provide a generic method for proving performance guarantees for this algo...More

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