Multi-view clustering and feature learning via structured sparsity

Combining information from various data sources has become an important research topic in machine learning with many scientific applications. Most previous studies employ kernels or graphs to integrate different types of features, which routinely assume one weight for one type of features. However, for many problems, the importance of features in one source to an individual cluster of data can be varied, which makes the previous approaches ineffective. In this paper, we propose a novel multi-view learning model to integrate all features and learn the weight for every feature with respect to each cluster individually via new joint structured sparsity-inducing norms. The proposed multi-view learning framework allows us not only to perform clustering tasks, but also to deal with classification tasks by an extension when the labeling knowledge is available. A new efficient algorithm is derived to solve the formulated objective with rigorous theoretical proof on its convergence. We applied our new data fusion method to five broadly used multi-view data sets for both clustering and classification. In all experimental results, our method clearly outperforms other related state-of-the-art methods.