Sample Weighted Multiple Kernel K-means via Min-Max optimization

A representative multiple kernel clustering (MKC) algorithm, termed simple multiple kernel k-means (SMKKM), is recently proposed to optimally mine useful information from a set of pre-specified kernels to improve clustering performance. Different from existing min-min learning framework, it puts a novel min-max optimization manner, which attracts considerable attention in related community. Despite achieving encouraged success, we observe that SMKKM only focuses on combination coefficients among kernels and ignores the relationship among the importance of different samples. As a result, it does not sufficiently consider different contributions of each sample to clustering, and thus cannot effectively obtain the "ideal" similarity structure, leading to unsatisfying performance. To address this issue, this paper proposes a novel sample weighted multiple kernel k-means via min-max optimization (SWMKKM), which sufficiently considers the sum of relationship between one sample and the others to represent the sample weights. Such a weighting criterion helps clustering algorithm pay more attention to samples with more positive effects on clustering and avoids unreliable overestimation for samples with poor quality. Based on SMKKM, we adopt a reduced gradient algorithm with proved convergence to solve the resultant optimization problem. Comprehensive experiments on multiple benchmark datasets demonstrate that our proposed SWMKKM dramatically improves the state-of-the-art MKC algorithms, verifying the effectiveness of our proposed sample weighting criterion.