While we know this (see the Advanced Matrix Factorization Jungle Page.), Christian really wanted to get to the bottom of this in writing. Thank you !
This closed form solution makes it more like a subspace clustering algorithm, from the Jungle page
We show that the objective function of conventional k-means clustering can be expressed as the Frobenius norm of the difference of a data matrix and a low rank approximation of that data matrix. In short, we show that k-means clustering is a matrix factorization problem. These notes are meant as a reference and intended to provide a guided tour towards a result that is often mentioned but seldom made explicit in the literature.Related:
- Sunday Morning Insight: Relax, no need to round: integrality of clustering formulations
- Sunday Morning Insight: Why You Should Care About Phase Transitions in Clustering
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