Consistency of Multiple Kernel Clustering

Consistency plays an important role in learning theory. However, in multiple kernel clustering (MKC), the consistency of kernel weights has not been sufficiently investigated. In this work, we fill this gap with a non-asymptotic analysis on the consistency of kernel weights of a novel method termed SimpleMKKM. Under the assumptions of the eigenvalue gap, we give an infinity norm bound as where k is the number of clusters and n is the number of samples. On this basis, we establish an upper bound for the excess clustering risk. Moreover, we study the difference of the kernel weights learned from n samples and r points sampled without replacement, and derive its upper bound as O(k • 1/r -1/n). Based on the above results, we propose a novel strategy with Nyström method to enable Sim-pleMKKM to handle large-scale datasets with a theoretical learning guarantee. Finally, extensive experiments are conducted to verify the theoretical results and the effectiveness of the proposed large-scale strategy. 1 O(•) hides logarithmic terms.